//--> //--> //--> //-->
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:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Ambros, Maximilian"
~person:"Azhar Mohamad"
~person:"Grobys, Klaus"
~person:"Nie, He"
~person:"Wang, Xingchun"
~person:"Yang, Dan"
~subject:"Capital income"
~subject:"China"
~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
| 11 applied filters
Year of publication
From:
To:
Subject
All
Capital income
China
Volatilität
Börsenkurs
8
Share price
8
Volatility
8
Option pricing theory
6
Optionspreistheorie
6
Aktienmarkt
5
Derivat
5
Derivative
5
Stock market
5
Option trading
4
Optionsgeschäft
4
Stochastic process
4
Stochastischer Prozess
4
Credit risk
3
Kapitaleinkommen
3
Kreditrisiko
3
ARCH model
2
ARCH-Modell
2
Ankündigungseffekt
2
Announcement effect
2
Causality analysis
2
Coronavirus
2
Dividend
2
Dividende
2
Epidemic
2
Epidemie
2
Estimation
2
Kausalanalyse
2
Optionsanleihe
2
Schätzung
2
USA
2
United States
2
Warrant bond
2
stochastic correlation
2
stochastic volatility
2
Aktienrückkauf
1
Aktiensplit
1
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Ambros, Maximilian
Azhar Mohamad
Grobys, Klaus
Nie, He
Wang, Xingchun
Yang, Dan
Ryu, Doojin
5
Schaub, Mark
5
Bouri, Elie
4
Gupta, Rangan
4
Apergēs, Nikolaos
3
Ciner, Cetin
3
Gil-Alaña, Luis A.
3
Jung, Hojin
3
Kim, Hyeyoen
3
Ngo, Thanh
3
Pati, Pratap Chandra
3
Power, David M.
3
Roubaud, David
3
Yang, Heejin
3
Ahmed, Walid M. A.
2
Al-Yahyaee, Khamis Hamed
2
Alsaifi, Khaled
2
Bali, Rakesh
2
Bohl, Martin T.
2
Caporale, Guglielmo Maria
2
Chen, Jian
2
Dajcman, Silvo
2
De Ridder, Adri
2
DeLisle, R. Jared
2
Demirer, Rıza
2
Eckwert, Bernhard
2
Farinós Viñas, José Emilio
2
Goutte, Stéphane
2
Halari, Anwar
2
Helliar, Christine V.
2
Holmes, Mark J.
2
Huang, Zhaodan
2
Jafarinejad, Mohammad
2
Jiang, Yonghong
2
Jory, Surendranath R.
2
Kim, Jong-Min
2
Kim, Junyeup
2
more ...
less ...
Published in...
All
Applied economics letters
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Finance research letters
4
Review of derivatives research
3
The North American journal of economics and finance : a journal of financial economics studies
3
International journal of finance & economics : IJFE
2
Journal of risk and financial management : JRFM
2
Quantitative finance
2
The journal of futures markets
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Applied economics
1
Applied mathematical finance
1
Economic modelling
1
Economics letters
1
Insurance / Mathematics & economics
1
International journal of economics and finance
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of international financial markets, institutions & money
1
Review of quantitative finance and accounting
1
The European journal of finance
1
The journal of asset management
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Implied volatility of structured warrants : emerging market evidence
Najmi Ismail Murad Samsudin
;
Azhar Mohamad
;
Imtiaz …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 464-479
Persistent link: https://www.econbiz.de/10012655531
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Enhanced disclosure environment and stock dividend/split in China
Wang, Guojun
;
Wang, Yuetang
;
Yang, Dan
;
Zhang, Lu
;
Zhu, …
- In:
Applied economics letters
28
(
2021
)
4
,
pp. 324-328
Persistent link: https://www.econbiz.de/10012484987
Saved in:
8
Does the new round of Company Law revision in China affect market reaction to share repurchase announcements?
Yang, Dan
;
Wang, Guojun
;
Wang, Yuetang
- In:
Applied economics letters
27
(
2020
)
15
,
pp. 1229-1233
Persistent link: https://www.econbiz.de/10012267100
Saved in:
9
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:
10
Does investor sentiment dynamically impact stock returns from different investor horizons? : evidence from the US stock market using a multi-scale method
Jiang, Yonghong
;
Mo, Bin
;
Nie, He
- In:
Applied economics letters
25
(
2018
)
7
,
pp. 472-476
Persistent link: https://www.econbiz.de/10011854926
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->