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~isPartOf:"Applied economics letters"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Aktienmarkt"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Aktienmarkt
Volatilität
Börsenkurs
498
Share price
498
Option pricing theory
432
Optionspreistheorie
432
Volatility
270
Theorie
187
Theory
187
Stock market
182
Capital income
177
Kapitaleinkommen
177
Estimation
172
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171
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112
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Ryu, Doojin
8
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Grobys, Klaus
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Radoičić, Radoš
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Sornette, Didier
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Applied economics letters
Quantitative finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
Finance research letters
437
International review of financial analysis
284
International review of economics & finance : IREF
243
Journal of banking & finance
240
The North American journal of economics and finance : a journal of financial economics studies
225
Pacific-Basin finance journal
216
Applied economics
211
Economic modelling
186
Research in international business and finance
185
International journal of theoretical and applied finance
175
Energy economics
174
Journal of international financial markets, institutions & money
169
Journal of empirical finance
155
The journal of futures markets
151
Journal of risk and financial management : JRFM
137
Applied financial economics
134
Journal of financial economics
131
International journal of economics and finance
121
The European journal of finance
115
Review of quantitative finance and accounting
114
International journal of economics and financial issues : IJEFI
111
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
106
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
104
Journal of econometrics
104
Cogent economics & finance
96
Emerging markets, finance and trade : EMFT
91
Investment management and financial innovations
91
Economics letters
84
Journal of financial markets
84
International journal of finance & economics : IJFE
82
Applied mathematical finance
78
Computational economics
76
Finance India : the quarterly journal of Indian Institute of Finance
75
International Journal of Energy Economics and Policy : IJEEP
75
The journal of finance : the journal of the American Finance Association
75
Journal of economic dynamics & control
68
The empirical economics letters : a monthly international journal of economics
67
International journal of financial engineering
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ECONIS (ZBW)
414
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1
Option prices and stock market momentum : evidence from China
Li, Jianping
;
Yao, Yanzhen
;
Chen, Yibing
;
Lee, Cheng F.
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1517-1529
Persistent link: https://www.econbiz.de/10011913187
Saved in:
2
Intraday option price changes and net buying pressure
Ryu, Doojin
;
Yang, Heejin
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 292-297
Persistent link: https://www.econbiz.de/10012803523
Saved in:
3
Testing for jumps based on high-frequency data : a method exploiting microstructure noise
Liu, Guangying
;
Xiang, Jing
;
Cang, Yuquan
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1795-1809
Persistent link: https://www.econbiz.de/10012313515
Saved in:
4
Fractional stochastic volatility correction to CEV implied volatility
Kim, Hyun-Gyoon
;
Kwon, Se-Jin
;
Kim, Jeong-Hoon
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 565-574
Persistent link: https://www.econbiz.de/10012483839
Saved in:
5
VIX pricing in the rBergomi model under a regime switching change of measure
Guerreiro, Henrique
;
Guerra, João
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 721-738
Persistent link: https://www.econbiz.de/10014304326
Saved in:
6
Volatility patterns : theory and some evidence from the dollar-mark option market
Gesser, Vincent
- In:
The journal of derivatives : the official publication …
5
(
1997
)
2
,
pp. 46-61
Persistent link: https://www.econbiz.de/10001232635
Saved in:
7
The term structure of equity risk : an empirical analysis
Dravid, Ajay R.
- In:
The journal of derivatives : the official publication …
3
(
1996
)
4
,
pp. 48-63
Persistent link: https://www.econbiz.de/10001202804
Saved in:
8
Implied trinomial trees of the volatility smile
Derman, Emanuel
- In:
The journal of derivatives : the official publication …
3
(
1996
)
4
,
pp. 7-22
Persistent link: https://www.econbiz.de/10001202805
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9
Binomial option pricing under stochastic volatility and correlated state variables
Hilliard, Jimmy E.
- In:
The journal of derivatives : the official publication …
4
(
1996
)
1
,
pp. 23-39
Persistent link: https://www.econbiz.de/10001207627
Saved in:
10
The importance of forward rate volatility structures in pricing interest rate-sensitive claims
Ritchken, Peter H.
- In:
The journal of derivatives : the official publication …
3
(
1995
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10001219431
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