//--> //--> //--> //-->
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"
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
Deep local volatility
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
261
Volatilität
261
Experiment
149
Börsenkurs
89
Share price
89
Theorie
88
Theory
88
Estimation
79
Schätzung
79
Capital income
62
Kapitaleinkommen
62
Aktienmarkt
58
Stock market
58
ARCH model
51
ARCH-Modell
51
Forecasting model
43
Prognoseverfahren
43
Welt
40
World
40
Exchange rate
37
Wechselkurs
37
Option pricing theory
33
Optionspreistheorie
33
USA
31
United States
31
Risiko
28
Risk
28
Willingness to pay
28
Zahlungsbereitschaftsanalyse
28
Derivat
21
Derivative
21
Game theory
19
Oil price
19
Spieltheorie
19
Spillover effect
19
Spillover-Effekt
19
Ölpreis
19
Anlageverhalten
18
Behavioural finance
18
VAR model
18
more ...
less ...
Online availability
All
Undetermined
230
Free
4
Type of publication
All
Article
444
Type of publication (narrower categories)
All
Article in journal
444
Aufsatz in Zeitschrift
444
Language
All
English
444
Author
All
Gupta, Rangan
5
Ryu, Doojin
5
Wang, Xingchun
5
Hey, John Denis
4
Ma, Feng
4
Mußhoff, Oliver
4
Shavit, Tal
4
Chevallier, Julien
3
Grobys, Klaus
3
Li, Ming-yuan Leon
3
Liu, Xiaoquan
3
Palma, Marco A.
3
Power, Gabriel J.
3
Wu, Xinyu
3
Yang, Heejin
3
You, Yu
3
Alfarano, Simone
2
Apergēs, Nikolaos
2
Baek, Changryong
2
Ben-Zion, Uri
2
Blackwell, Calvin
2
Boroumand, Raphaël Homayoun
2
Browning, Chris
2
Butler, Sarah
2
Chakrabarti, Prasenjit
2
Deck, Cary A.
2
Demirer, Rıza
2
Diao, Xundi
2
Dodonova, Anna
2
Engel, Christoph
2
Ford, Nicholas
2
Glasgow, Garrett
2
Goutte, Stéphane
2
Grüner, Sven
2
Hermann, Daniel
2
Hichri, Walid
2
Hirschauer, Norbert
2
Horioka, Charles
2
Ielpo, Florian
2
Isik, Murat
2
more ...
less ...
Published in...
All
Applied economics letters
Journal of economic behavior & organization : JEBO
1,514
NBER working paper series
1,127
Discussion paper series / IZA
1,052
Working paper / National Bureau of Economic Research, Inc.
919
NBER Working Paper
906
CESifo working papers
880
Energy economics
761
Finance research letters
731
Economics letters
697
Experimental economics : a journal of the Economic Science Association
654
Games and economic behavior
596
International journal of theoretical and applied finance
582
IZA Discussion Paper
579
Working paper
576
Journal of behavioral and experimental economics
568
Discussion paper / Tinbergen Institute
567
The journal of futures markets
553
Journal of banking & finance
551
Management science : journal of the Institute for Operations Research and the Management Sciences
527
Applied economics
511
Journal of economic psychology : research in economic psychology and behavioral economics
498
Discussion paper / Centre for Economic Policy Research
470
International review of financial analysis
463
IZA Discussion Papers
433
Discussion paper
407
International review of economics & finance : IREF
404
Economic modelling
400
Journal of econometrics
399
CESifo Working Paper
379
The North American journal of economics and finance : a journal of financial economics studies
375
Journal of economic dynamics & control
359
European economic review : EER
352
CESifo Working Paper Series
331
Mathematical finance : an international journal of mathematics, statistics and financial theory
315
Research in international business and finance
314
Quantitative finance
312
Applied financial economics
302
Applied mathematical finance
295
Journal of empirical finance
293
more ...
less ...
Source
All
ECONIS (ZBW)
444
Showing
1
-
10
of
444
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The valuation of options on discrete dividend-paying stocks
Shan, Yuanchuang
;
Shu, Huisheng
;
Zhang, Xuekang
;
Yi, Haoran
- In:
Applied economics letters
31
(
2024
)
12
,
pp. 1090-1095
Persistent link: https://www.econbiz.de/10014558681
Saved in:
2
Analysis of investors' prediction potential using Holt Winters model and artificial neural networks
Dungore, Parizad Phiroze
- In:
Applied economics letters
29
(
2022
)
21
,
pp. 2032-2039
Persistent link: https://www.econbiz.de/10013552916
Saved in:
3
The instantaneous return and
volatility
of a covered call position
Edwards, Craig Steven
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
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
Delta-hedged gains of SSE 50 ETF options
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1864-1867
Persistent link: https://www.econbiz.de/10013412320
Saved in:
6
Option valuation with liquidity risk and jumps
Zhang, Hai
;
Ku, Hyejin
- In:
Applied economics letters
25
(
2018
)
6
,
pp. 381-387
Persistent link: https://www.econbiz.de/10011854549
Saved in:
7
Combination forecasts of tourism demand with machine learning models
Claveria, Oscar
;
Monte, Enric
;
Torra, Salvador
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 428-431
Persistent link: https://www.econbiz.de/10011430763
Saved in:
8
LASSO-based high-frequency return predictors for profitable Bitcoin investment
Huang, Weige
;
Gao, Xiang
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1079-1083
Persistent link: https://www.econbiz.de/10013412041
Saved in:
9
Calculating implied
volatility
using the bisection algorithm : a note
Berry, R. H.
;
Zuo, X.
- In:
Applied economics letters
16
(
2009
)
13/15
,
pp. 1399-1402
Persistent link: https://www.econbiz.de/10003894265
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->