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252
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Gupta, Rangan
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Economics letters
The journal of futures markets
955
Energy economics
826
European journal of operational research : EJOR
823
Finance research letters
797
International journal of theoretical and applied finance
756
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727
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584
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530
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336
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331
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Research in international business and finance
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290
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ECONIS (ZBW)
459
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1
Estimation of parametric homogeneous stochastic
volatility
pricing formulae based on option data
Xu, Zheng
- In:
Economics letters
120
(
2013
)
3
,
pp. 369-373
Persistent link: https://www.econbiz.de/10010128844
Saved in:
2
The impact of COVID-19 on tail risk : evidence from Nifty index options
Agarwalla, Sobhesh Kumar
;
Varma, Jayanth Rama
;
Virmani, …
- In:
Economics letters
204
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607446
Saved in:
3
The price of COVID-19-induced uncertainty in the options market
Li, Jianhui
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Economics letters
211
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013172691
Saved in:
4
A bootstrap test for jumps in financial economics
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
125
(
2014
)
1
,
pp. 74-78
Persistent link: https://www.econbiz.de/10010504752
Saved in:
5
COVID-19 and market expectations : evidence from option-implied densities
Hanke, Michael
;
Kosolapova, Maria
;
Weissensteiner, Alex
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509718
Saved in:
6
Volatility
can be detrimental to option values!
Ghoddusi, Hamed
;
Fahim, Arash
- In:
Economics letters
149
(
2016
),
pp. 5-9
Persistent link: https://www.econbiz.de/10011620005
Saved in:
7
Volatility
and expected option returns: a note
Chaudhury, Mohammed M.
- In:
Economics letters
152
(
2017
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011800758
Saved in:
8
Multi-purpose binomial model : fitting all moments to the underlying geometric Brownian motion
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Economics letters
145
(
2016
),
pp. 225-229
Persistent link: https://www.econbiz.de/10011618437
Saved in:
9
Bipower variation with jumps and correlated returns
Duan, Yunpeng
;
Xue, Yi
- In:
Economics letters
125
(
2014
)
3
,
pp. 367-371
Persistent link: https://www.econbiz.de/10010506017
Saved in:
10
Corporate bond pricing model with stochastically volatile firm value process
Jang, Woon Wook
;
Eom, Young Ho
;
Kang, Yong Joo
- In:
Economics letters
148
(
2016
),
pp. 41-44
Persistent link: https://www.econbiz.de/10011619792
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