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~subject:"Option trading"
~subject:"Volatilität"
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Option trading
Volatilität
Volatility
7
Option pricing theory
6
Options
6
Optionspreistheorie
6
Estimation
5
Estimation theory
5
Optionsgeschäft
5
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Todorov, Viktor
5
Andersen, Torben
2
Fusari, Nicola
2
Barone-Adesi, Giovanni
1
Bollerslev, Tim
1
Bondarenko, Oleg
1
Chen, Song Xi
1
Lieberman, Offer
1
Mira, Antonietta
1
Phillips, Peter C. B.
1
Sala, Carlo
1
Tauchen, George Eugene
1
Varneskov, Rasmus Tangsgaard
1
Xu, Zheng
1
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Journal of econometrics
Research paper series / Swiss Finance Institute
47
Swiss Finance Institute Research Paper
33
Journal of banking & finance
28
Quantitative finance
28
Discussion paper / Tinbergen Institute
19
Finance research letters
19
International review of financial analysis
19
International journal of theoretical and applied finance
17
Journal of financial economics
15
Working paper
15
The journal of futures markets
14
International review of economics & finance : IREF
13
Journal of risk and financial management : JRFM
13
Working Paper
13
Applied economics
12
International journal of financial engineering
12
The North American journal of economics and finance : a journal of financial economics studies
12
The journal of derivatives : JOD
11
Applied mathematical finance
10
Energy economics
10
Asia-Pacific journal of financial studies
9
Journal of empirical finance
9
The European journal of finance
9
Journal of international financial markets, institutions & money
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
SFB 649 discussion paper
8
CPQF Working Paper Series
7
Cogent economics & finance
7
Economic modelling
7
International Journal of Financial Studies : open access journal
7
Journal of financial markets
7
Journal of risk
7
Review of derivatives research
7
Review of quantitative finance and accounting
7
Rotman School of Management Working Paper
7
SFB 649 Discussion Paper
7
Staff reports / Federal Reserve Bank of New York
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Annals of finance
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Discussion papers of interdisciplinary research project 373
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ECONIS (ZBW)
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1
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
2
Option market trading activity and the estimation of the pricing kernel : a Bayesian approach
Barone-Adesi, Giovanni
;
Fusari, Nicola
;
Mira, Antonietta
; …
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 430-449
Persistent link: https://www.econbiz.de/10012439749
Saved in:
3
Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 4-25
Persistent link: https://www.econbiz.de/10012303860
Saved in:
4
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
5
Nonparametric jump variation measures from
options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
6
Bias reduction in spot volatility estimation from
options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
7
On implied volatility for
options
: some reasons to smile and more to correct
Chen, Song Xi
;
Xu, Zheng
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010258291
Saved in:
8
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
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