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~isPartOf:"Journal of financial economics"
~subject:"Option pricing theory"
~subject:"Volatilität"
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Option pricing theory
Volatilität
Capital income
14
Kapitaleinkommen
14
Options
13
Volatility
11
Option trading
9
Optionsgeschäft
9
Skewness
9
Börsenkurs
8
Share price
8
Estimation
7
Risikoprämie
7
Risk premium
7
Schätzung
7
Theorie
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Theory
7
Derivat
6
Derivative
6
Anlageverhalten
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Behavioural finance
5
Forecasting model
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Optionspreistheorie
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4
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4
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Welt
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World
4
Aktienmarkt
3
Derivatives
3
Equity premium
3
Gambling
3
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Risiko
3
Risk
3
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3
Statistische Verteilung
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English
12
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Amaya, Diego
1
Barinov, Alexander
1
Bollerslev, Tim
1
Borochin, Paul
1
Christoffersen, Peter F.
1
Cremers, Martijn
1
Dezsö, Cristian L.
1
Fleckenstein, Matthias
1
Fullwood, Jonathan
1
Gandhi, Priyank
1
Geske, Robert Leonard
1
Golec, Joseph
1
Jacobs, Kris
1
James, Jessica
1
Koijen, Ralph S. J.
1
Maheu, John M.
1
Manela, Asaf
1
Marsh, Ian
1
McCurdy, Thomas H.
1
Moreira, Alan
1
Moskowitz, Tobias J.
1
Pedersen, Lasse Heje
1
Ross, David Gaddis
1
Schlag, Christian
1
Subrahmanyam, Avanidhar
1
Thimme, Julian
1
Todorov, Viktor
1
Vasquez, Aurelio
1
Vrugt, Evert B.
1
Weber, Rüdiger
1
Zhao, Xiaofei
1
Zhou, Yi
1
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Journal of financial economics
Research paper series / Swiss Finance Institute
65
Swiss Finance Institute Research Paper
39
Quantitative finance
28
Journal of banking & finance
26
Discussion paper / Tinbergen Institute
23
SFB 649 discussion paper
23
International review of financial analysis
19
Finance research letters
18
International journal of theoretical and applied finance
18
Working paper
17
The journal of derivatives : JOD
15
Journal of risk and financial management : JRFM
14
Working Paper
13
Applied economics
12
International Journal of Financial Studies : open access journal
12
International journal of financial engineering
12
International review of economics & finance : IREF
12
The North American journal of economics and finance : a journal of financial economics studies
12
The journal of futures markets
12
Working paper series / Centre for Practical Quantitative Finance
12
Robert H. Smith School Research Paper
11
Applied mathematical finance
10
Energy economics
10
Risks : open access journal
10
Staff reports / Federal Reserve Bank of New York
10
Journal of empirical finance
9
Asia-Pacific journal of financial studies
8
Economic modelling
8
Journal of econometrics
8
Journal of international financial markets, institutions & money
8
Rotman School of Management Working Paper
8
SSE EFI working paper series in economics and finance
8
The European journal of finance
8
Working paper / Centre for Financial Research
8
Annals of finance
7
CPQF Working Paper Series
7
Cogent economics & finance
7
Discussion papers of interdisciplinary research project 373
7
Journal of risk
7
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ECONIS (ZBW)
12
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1
Are banks happy when managers go long? : the information content of managers' vested option holdings for loan pricing
Dezsö, Cristian L.
;
Ross, David Gaddis
- In:
Journal of financial economics
106
(
2012
)
2
,
pp. 395-410
Persistent link: https://www.econbiz.de/10009666527
Saved in:
2
Using
options
to measure the full value-effect of an event : application to Obamacare
Borochin, Paul
;
Golec, Joseph
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 169-193
Persistent link: https://www.econbiz.de/10011590075
Saved in:
3
Capital structure effects on the prices of equity call
options
Geske, Robert Leonard
;
Subrahmanyam, Avanidhar
;
Zhou, Yi
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 231-253
Persistent link: https://www.econbiz.de/10011590712
Saved in:
4
Carry
Koijen, Ralph S. J.
;
Moskowitz, Tobias J.
;
Pedersen, …
- In:
Journal of financial economics
127
(
2018
)
2
,
pp. 197-225
Persistent link: https://www.econbiz.de/10011968803
Saved in:
5
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
6
Volatility and the cross-section of returns on FX
options
Fullwood, Jonathan
;
James, Jessica
;
Marsh, Ian
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 1262-1284
Persistent link: https://www.econbiz.de/10012873205
Saved in:
7
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
8
Implied volatility duration : a measure for the timing of uncertainty resolution
Schlag, Christian
;
Thimme, Julian
;
Weber, Rüdiger
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 127-144
Persistent link: https://www.econbiz.de/10013188678
Saved in:
9
News implied volatility and disaster concerns
Manela, Asaf
;
Moreira, Alan
- In:
Journal of financial economics
123
(
2017
)
1
,
pp. 137-162
Persistent link: https://www.econbiz.de/10011725186
Saved in:
10
Does realized
skewness
predict the cross-section of equity returns?
Amaya, Diego
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 135-167
Persistent link: https://www.econbiz.de/10011480389
Saved in:
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