//--> //--> //--> //-->
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:"Finance research 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
Testing the Implied Volatility...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
617
Volatilität
616
Börsenkurs
250
Share price
250
Bank
220
Credit risk
198
Kreditrisiko
195
Capital income
191
Kapitaleinkommen
191
Stock market
180
Aktienmarkt
179
Estimation
176
Schätzung
176
Welt
174
World
174
Theorie
172
Theory
172
ARCH model
164
ARCH-Modell
164
Risk
144
Risiko
138
Forecasting model
137
Prognoseverfahren
137
China
124
Option pricing theory
117
Optionspreistheorie
117
Coronavirus
106
Yield curve
104
Zinsstruktur
104
Financial crisis
91
Finanzkrise
91
Bank lending
85
Kreditgeschäft
85
Spillover effect
78
Spillover-Effekt
78
Impact assessment
77
Virtual currency
77
Virtuelle Währung
77
Wirkungsanalyse
77
Portfolio selection
74
more ...
less ...
Online availability
All
Undetermined
1,053
Free
22
Type of publication
All
Article
1,159
Type of publication (narrower categories)
All
Article in journal
1,158
Aufsatz in Zeitschrift
1,158
Language
All
English
1,159
Author
All
Bouri, Elie
14
Gupta, Rangan
14
Lucey, Brian M.
12
Roubaud, David
10
Tiwari, Aviral Kumar
9
Corbet, Shaen
8
Thornton, John
8
Ji, Qiang
7
Lyócsa, Štefan
7
Sensoy, Ahmet
7
Shahzad, Syed Jawad Hussain
7
Wang, Xingchun
7
Wei, Yu
7
Zaremba, Adam
7
Goodell, John W.
6
Molnár, Peter
6
Altunbaş, Yener
5
Di Tommaso, Caterina
5
Gillas, Konstantinos Gkillas
5
Jarrow, Robert A.
5
Lee, Hangsuck
5
Luo, Xingguo
5
Ma, Feng
5
Ryu, Doojin
5
Vander Vennet, Rudi
5
Wu, Xinyu
5
Aharon, David Y.
4
Ahn, Yongkil
4
Al-Yahyaee, Khamis Hamed
4
Caporale, Guglielmo Maria
4
Das, Debojyoti
4
Gozgor, Giray
4
Lau, Chi Keung
4
Lu, Xinjie
4
Mensi, Walid
4
Pierdzioch, Christian
4
Shen, Dehua
4
Sun, Xiaolei
4
Todorova, Neda
4
Wohar, Mark E.
4
more ...
less ...
Published in...
All
Finance research letters
Statens offentliga utredningar : SOU
2,586
Journal of banking & finance
1,903
NBER working paper series
1,404
Working paper / National Bureau of Economic Research, Inc.
1,241
NBER Working Paper
1,115
The journal of futures markets
1,022
Applied economics
845
Energy economics
838
Discussion paper / Centre for Economic Policy Research
790
International review of financial analysis
774
Ekonomisk debatt
750
International journal of theoretical and applied finance
715
Die Bank
704
International review of economics & finance : IREF
700
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
663
IMF working papers
661
Economic modelling
654
Working Paper
638
Working paper
637
Journal of financial economics
614
Research in international business and finance
599
Journal of international financial markets, institutions & money
576
Applied economics letters
569
Economics letters
563
Applied financial economics
554
The North American journal of economics and finance : a journal of financial economics studies
536
Journal of international money and finance
522
The journal of finance : the journal of the American Finance Association
459
CESifo working papers
454
Working paper series / European Central Bank
446
Euromoney
443
ECB Working Paper
434
Finance and economics discussion series
430
The European journal of finance
429
Journal of econometrics
427
Journal of empirical finance
420
Journal of financial stability
419
Journal of economic dynamics & control
410
SpringerLink / Bücher
409
more ...
less ...
Source
All
ECONIS (ZBW)
1,159
Showing
1
-
10
of
1,159
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation of bid-ask prices for options on LIBOR based instruments
Sonono, Masimba Energy
;
Mashele, Hopolang Phillip
- In:
Finance research letters
19
(
2016
),
pp. 33-41
Persistent link: https://www.econbiz.de/10011657436
Saved in:
2
Credit-implied forward
volatility
and
volatility
expectations
Byström, Hans N. E.
- In:
Finance research letters
16
(
2016
),
pp. 132-138
Persistent link: https://www.econbiz.de/10011655141
Saved in:
3
Real option, debt maturity and equity default swaps under negotiation
Gan, Liu
;
Luo, Pengfei
;
Yang, Zhaojun
- In:
Finance research letters
18
(
2016
),
pp. 278-284
Persistent link: https://www.econbiz.de/10011657215
Saved in:
4
Information content and market liquidity in the fixed income market : evidence from the swaption market
Hattori, Takahiro
- In:
Finance research letters
45
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014574914
Saved in:
5
Synthetic forwards and cost of funding in the equity
derivative
market
Azzone, Michele
;
Baviera, Roberto
- In:
Finance research letters
41
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013336152
Saved in:
6
Analytical valuation of power exchange options with default risk
Xu, Guangli
;
Shao, Xinjian
;
Wang, Xingchun
- In:
Finance research letters
28
(
2019
),
pp. 265-274
Persistent link: https://www.econbiz.de/10012388320
Saved in:
7
Pricing vulnerable options with stochastic default barriers
Wang, Xingchun
- In:
Finance research letters
19
(
2016
),
pp. 305-313
Persistent link: https://www.econbiz.de/10011657733
Saved in:
8
Equilibrium option pricing : a Monte Carlo approach
Buchner, Axel
- In:
Finance research letters
15
(
2015
),
pp. 138-145
Persistent link: https://www.econbiz.de/10011553023
Saved in:
9
Stochastic
volatility
models for the implied correlation index : evidence, properties and pricing
Escobar, Marcos
;
Lin, Fang
- In:
Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012438998
Saved in:
10
Pricing options under the non-affine stochastic
volatility
models : an extension of the high-order compact numerical scheme
Shi, Guangping
;
Liu, Xiaoxing
;
Tang, Pan
- In:
Finance research letters
16
(
2016
),
pp. 220-229
Persistent link: https://www.econbiz.de/10011656186
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...
//-->