//--> //--> //--> //-->
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:"Review of quantitative finance and accounting"
~person:"Ambros, Maximilian"
~person:"Azhar Mohamad"
~person:"Grobys, Klaus"
~person:"Lin, Shih-kuei"
~person:"Nie, He"
~person:"Wang, Xingchun"
~subject:"Capital income"
~subject:"China"
~subject:"Kapitaleinkommen"
~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
| 13 applied filters
Year of publication
From:
To:
Subject
All
Capital income
China
Kapitaleinkommen
Kausalanalyse
Volatilität
Volatility
11
Börsenkurs
9
Share price
9
Option pricing theory
8
Optionspreistheorie
8
Stochastic process
6
Stochastischer Prozess
6
Aktienmarkt
5
Stock market
5
Derivat
4
Derivative
4
Estimation
4
Schätzung
4
ARCH model
3
ARCH-Modell
3
Credit risk
3
Kreditrisiko
3
Option trading
3
Optionsgeschäft
3
Causality analysis
2
Coronavirus
2
Epidemic
2
Epidemie
2
Jump risks
2
Markov chain
2
Markov-Kette
2
Risikoprämie
2
Risk premium
2
USA
2
United States
2
high-frequency data
2
stochastic correlation
2
stochastic volatility
2
Affine styled-facts price dynamics
1
Ankündigungseffekt
1
Anlageverhalten
1
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Ambros, Maximilian
Azhar Mohamad
Grobys, Klaus
Lin, Shih-kuei
Nie, He
Wang, Xingchun
Ryu, Doojin
5
Schaub, Mark
5
Vivek Singh
5
Hur, Jungshik
4
McGuinness, Paul B.
4
Cakici, Nusret
3
Gil-Alaña, Luis A.
3
Jung, Hojin
3
Kim, Hyeyoen
3
Nam, Kiseok
3
Yang, Heejin
3
Alsaifi, Khaled
2
Andreou, Panayiotis C.
2
Andriosopoulos, Dimitris
2
Bali, Rakesh
2
Cai, Charlie X.
2
Chen, Carl R.
2
Chen, Jian
2
Chen, Ren-Raw
2
Chen, Sheng-syan
2
Chiang, Thomas C.
2
Ciner, Cetin
2
Dajcman, Silvo
2
Farinós Viñas, José Emilio
2
Gangopadhyay, Partha
2
Goutte, Stéphane
2
Gupta, Rangan
2
Holmes, Mark J.
2
Jawadi, Fredj
2
Jiang, Yonghong
2
John, Kose
2
Kadapakkam, Palani-Rajan
2
Karafiath, Imre
2
Kim, Jong-Min
2
Kim, Junyeup
2
Krishnan, Murugappa
2
Kuo, I.-doun
2
more ...
less ...
Published in...
All
Applied economics letters
Review of quantitative finance and accounting
Finance research letters
4
The North American journal of economics and finance : a journal of financial economics studies
4
Review of derivatives research
3
Economic modelling
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
Journal of risk and financial management : JRFM
2
Quantitative finance
2
The European journal of finance
2
The journal of futures markets
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Applied economics
1
Applied mathematical finance
1
Asia-Pacific journal of financial studies
1
Economics letters
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Financial innovation : FIN
1
Insurance / Mathematics & economics
1
International journal of economics and finance
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of international financial markets, institutions & money
1
The journal of asset management
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option pricing under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun
;
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Shyu, …
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10012432624
Saved in:
2
Foreign exchange option pricing in the currency cycle with jump risks
Lin, Chien-Hsiu
;
Lin, Shih-kuei
;
Wu, An-Chi
- In:
Review of quantitative finance and accounting
44
(
2015
)
4
,
pp. 755-789
Persistent link: https://www.econbiz.de/10011333144
Saved in:
3
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:
4
The affine styled-facts price dynamics for the natural gas : evidence from daily returns and option prices
Hsu, Chih-Chen
;
Chen, An-sing
;
Lin, Shih-kuei
- In:
Review of quantitative finance and accounting
48
(
2017
)
3
,
pp. 819-848
Persistent link: https://www.econbiz.de/10011796892
Saved in:
5
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:
6
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:
7
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:
8
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:
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
Is the asset growth anomaly driven by macroeconomic states?
Grobys, Klaus
- In:
Applied economics letters
23
(
2016
)
7/9
,
pp. 576-579
Persistent link: https://www.econbiz.de/10011627986
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->