//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics letters"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Review of quantitative finance and accounting"
~person:"Ambros, Maximilian"
~person:"Andreou, Panayiotis C."
~person:"Azhar Mohamad"
~person:"Grobys, Klaus"
~person:"Gupta, Rangan"
~person:"Nie, He"
~person:"Wang, Xingchun"
~subject:"Capital income"
~subject:"China"
~subject:"Kausalanalyse"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Aktienoptionsbewertung im Spru...
Similar by subject
Narrow search
Delete all filters
| 14 applied filters
Year of publication
From:
To:
Subject
All
Capital income
China
Kausalanalyse
Volatilität
Volatility
14
Börsenkurs
13
Share price
13
Kapitaleinkommen
9
Option pricing theory
8
Optionspreistheorie
8
Aktienmarkt
6
Estimation
6
Schätzung
6
Stock market
6
ARCH model
5
ARCH-Modell
5
Stochastic process
5
Stochastischer Prozess
5
Causality analysis
4
Credit risk
4
Derivat
4
Derivative
4
Forecasting model
4
Kreditrisiko
4
Option trading
4
Optionsgeschäft
4
Prognoseverfahren
4
Stock returns
3
USA
3
United States
3
Coronavirus
2
Economic growth
2
Epidemic
2
Epidemie
2
Experiment
2
Options on the maximum
2
Wirtschaftswachstum
2
stochastic correlation
2
stochastic volatility
2
Ankündigungseffekt
1
Anlageverhalten
1
more ...
less ...
Online availability
All
Undetermined
16
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
18
Author
All
Ambros, Maximilian
Andreou, Panayiotis C.
Azhar Mohamad
Grobys, Klaus
Gupta, Rangan
Nie, He
Wang, Xingchun
Ma, Feng
6
Lin, Shih-kuei
5
Ryu, Doojin
5
Schaub, Mark
5
Vivek Singh
5
Wohar, Mark E.
5
Chiang, Thomas C.
4
Hur, Jungshik
4
McGuinness, Paul B.
4
Wu, Chunchi
4
Cakici, Nusret
3
Cheng, Louis T. W.
3
Faff, Robert W.
3
Fung, Hung-gay
3
Gil-Alaña, Luis A.
3
Goutte, Stéphane
3
Jung, Hojin
3
Kim, Hyeyoen
3
Kuo, I.-doun
3
Li, Steven
3
Li, Tao
3
Lien, Da-hsiang Donald
3
Lung, Peter P.
3
Nam, Kiseok
3
Salisu, Afees A.
3
Shen, Chung-hua
3
Sousa, Ricardo M.
3
Wang, Jiqian
3
Wu, Xinyu
3
Yang, Heejin
3
Allen, David E.
2
Alsaifi, Khaled
2
Andriosopoulos, Dimitris
2
Balcilar, Mehmet
2
Bali, Rakesh
2
Barbopoulos, Leonidas G.
2
more ...
less ...
Published in...
All
Applied economics letters
International review of economics & finance : IREF
Review of quantitative finance and accounting
Department of Economics working paper series
30
The North American journal of economics and finance : a journal of financial economics studies
12
Finance research letters
8
Research in international business and finance
7
Energy economics
6
The European journal of finance
6
Applied economics
5
Economic modelling
4
Economics letters
4
International journal of finance & economics : IJFE
4
International review of financial analysis
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Journal of international financial markets, institutions & money
3
Journal of risk and financial management : JRFM
3
Review of derivatives research
3
Defence and peace economics
2
Economic systems
2
Economics and Business Letters : EBL
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Global finance journal
2
Journal of banking & finance
2
Journal of economics and finance
2
Journal of forecasting
2
Journal of multinational financial management
2
Quantitative finance
2
Structural change and economic dynamics : SC+ED
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
The journal of futures markets
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Akinsomi, Omokolade, Coskun, Yener, Gupta, Rangan and Lau, Chi Keung Marco. (2016). Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs, Working Paper
1
Applied financial economics
1
Applied mathematical finance
1
CREATES research paper
1
Econometric reviews
1
Economia internazionale
1
Emerging markets review
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Assessing the performance of symmetric and asymmetric implied volatility functions
Andreou, Panayiotis C.
;
Charalambous, Chris
; …
- In:
Review of quantitative finance and accounting
42
(
2014
)
3
,
pp. 373-397
Persistent link: https://www.econbiz.de/10010391631
Saved in:
2
Pricing European basket warrants with default risk under stochastic volatility models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10012803500
Saved in:
3
Pricing options on the maximum or minimum of multi-assets under jump-diffusion processes
Wang, Xingchun
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 16-26
Persistent link: https://www.econbiz.de/10012486761
Saved in:
4
Pricing options on the maximum of two average prices under stochastic volatility models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 887-894
Persistent link: https://www.econbiz.de/10013411818
Saved in:
5
Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
Saved in:
6
An empirical analysis of changes of the impact of federal budget deficits on stock market returns : evidence from the US economy
Grobys, Klaus
- In:
Applied economics letters
20
(
2013
)
7/9
,
pp. 921-924
Persistent link: https://www.econbiz.de/10009763253
Saved in:
7
COVID-19 pandemic news and stock market reaction during the onset of the crisis : evidence from high-frequency data
Ambros, Maximilian
;
Frenkel, Michael
;
Toan Luu Duc Huynh
; …
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1686-1689
Persistent link: https://www.econbiz.de/10012652574
Saved in:
8
Oil shocks and volatility jumps
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Review of quantitative finance and accounting
54
(
2020
)
1
,
pp. 247-272
Persistent link: https://www.econbiz.de/10012232836
Saved in:
9
Another look at value and momentum : volatility spillovers
Grobys, Klaus
;
Vähämaa, Sami
- In:
Review of quantitative finance and accounting
55
(
2020
)
4
,
pp. 1459-1479
Persistent link: https://www.econbiz.de/10012304196
Saved in:
10
Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->