//--> //--> //--> //-->
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:"Discussion paper / Centre for Economic Policy Research"
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
Volatilität
240
Volatility
238
Experiment
207
Theorie
122
Theory
122
USA
81
United States
81
Estimation
57
Schätzung
57
Börsenkurs
48
Share price
48
Business cycle
38
Konjunktur
38
Welt
38
World
38
Exchange rate
33
Wechselkurs
33
Schock
30
Shock
30
Option pricing theory
26
Optionspreistheorie
26
Aktienmarkt
25
Stock market
25
Economic growth
22
Wirtschaftswachstum
22
Capital income
21
Kapitaleinkommen
21
Risiko
21
Risk
21
Game theory
20
Spieltheorie
20
Anlageverhalten
18
Impact assessment
18
Risikopräferenz
18
Risk attitude
18
Wirkungsanalyse
18
Behavioural finance
17
Geldpolitik
15
Monetary policy
15
Confidence
13
more ...
less ...
Online availability
All
Undetermined
441
Type of publication
All
Book / Working Paper
470
Type of publication (narrower categories)
All
Arbeitspapier
470
Working Paper
470
Graue Literatur
453
Non-commercial literature
453
Systematic review
4
Übersichtsarbeit
4
Bibliografie
2
more ...
less ...
Language
All
English
470
Author
All
Falk, Armin
14
Fehr, Ernst
10
Booth, Alison L.
8
Brocas, Isabelle
8
Carrillo, Juan D.
8
Schmitz, Patrick W.
7
Lettau, Martin
6
Llorente-Saguer, Aniol
6
Nunnari, Salvatore
6
Rose, Andrew
6
Schmidt, Klaus M.
6
Battaglini, Marco
5
Başak, Suleyman
5
Fernández-Villaverde, Jesús
5
Hale, Galina
5
Ludvigson, Sydney C.
5
Nolen, Patrick
5
Ploeg, Frederick van der
5
Razin, Asaf
5
Rubio-Ramírez, Juan Francisco
5
Sarno, Lucio
5
Tong, Hui
5
Tyran, Jean-Robert
5
Weber, Martin
5
Wolff, Christiaan Cornelis Petrus
5
Butler, Jeffrey
4
Duflo, Esther
4
Farmer, Roger E. A.
4
Guerrón-Quintana, Pablo A.
4
Guiso, Luigi
4
Hoppe, Eva I.
4
Ichino, Andrea
4
Karlan, Dean
4
Kilian, Lutz
4
Klaauw, Bas van der
4
Kollmann, Robert
4
Lehnert, Thorsten
4
Marcellino, Massimiliano
4
Palfrey, Thomas R.
4
Uppal, Raman
4
more ...
less ...
Institution
All
Centre for Economic Policy Research
2
Published in...
All
Discussion paper / Centre for Economic Policy Research
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
International review of financial analysis
463
Applied economics letters
444
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)
470
Showing
1
-
10
of
470
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Loss functions in option valuation : a framework for model selection
Bams, Dennis
;
Lehnert, Thorsten
;
Wolff, Christiaan …
-
2005
Persistent link: https://www.econbiz.de/10002754751
Saved in:
2
Option prices under bayesian learning : implied
volatility
dynamics and predictive densities
Guidolin, Massimo
-
2001
Persistent link: https://www.econbiz.de/10013423607
Saved in:
3
Improving portfolio selection using option-implied
volatility
and skewness
DeMiguel, Victor
;
Plyakha, Yuliya
;
Uppal, Raman
; …
-
2010
Persistent link: https://www.econbiz.de/10003948899
Saved in:
4
What option prices tell us about the ECB's unconventional monetary policies
Olijslager, Stan Stan
;
Petersen, Annelie
;
Vette, Nander de
-
2018
Persistent link: https://www.econbiz.de/10012109721
Saved in:
5
Implied
volatility
functions : empirical tests
Dumas, Bernard
-
1996
Persistent link: https://www.econbiz.de/10013422413
Saved in:
6
Dynamic hedging in incomplete markets : a simple solution
Başak, Suleyman
;
Chabakauri, Georgy
-
2011
Persistent link: https://www.econbiz.de/10009155906
Saved in:
7
Sequential investments and options to own
Nöldeke, Georg
;
Schmidt, Klaus M.
-
1997
Persistent link: https://www.econbiz.de/10000628962
Saved in:
8
Evaluating the minimum asset tax on corporations : an option pricing approach
Estache, Antonio
;
Wijnbergen, Sweder van
-
1992
Persistent link: https://www.econbiz.de/10000135297
Saved in:
9
Understanding index option returns
Broadie, Mark
;
Chernov, Mikhail
;
Johannes, Michael
-
2007
Persistent link: https://www.econbiz.de/10003473633
Saved in:
10
The determinants of coco bond prices
Khah, Sara Abed Masror
;
Vermaelen, Theo
;
Wolff, Christian
-
2015
Persistent link: https://www.econbiz.de/10011441353
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...
//-->