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~isPartOf:"Journal of financial economics"
~subject:"Statistical distribution"
~subject:"Volatilität"
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Statistical distribution
Volatilität
Capital income
14
Kapitaleinkommen
14
Options
13
Volatility
11
Option trading
9
Optionsgeschäft
9
Skewness
9
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8
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English
11
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Amaya, Diego
1
Barinov, Alexander
1
Bollerslev, Tim
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
Jacobs, Kris
1
James, Jessica
1
Koijen, Ralph S. J.
1
Maheu, John M.
1
Manela, Asaf
1
Marsh, Ian
1
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1
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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
36
Quantitative finance
27
Journal of banking & finance
25
Swiss Finance Institute Research Paper
24
Finance research letters
21
International review of financial analysis
20
Discussion paper / Tinbergen Institute
18
International journal of theoretical and applied finance
18
Applied economics
13
Working Paper
13
Working paper
13
The North American journal of economics and finance : a journal of financial economics studies
12
Working paper series / Centre for Practical Quantitative Finance
12
Energy economics
11
International review of economics & finance : IREF
11
Journal of risk and financial management : JRFM
11
SFB 649 discussion paper
11
Applied mathematical finance
10
Journal of econometrics
10
Journal of international financial markets, institutions & money
10
The journal of futures markets
10
International journal of financial engineering
9
Journal of empirical finance
9
Journal of risk
9
Asia-Pacific journal of financial studies
8
Staff reports / Federal Reserve Bank of New York
8
The European journal of finance
8
CPQF Working Paper Series
7
Economic modelling
7
Finance and stochastics
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Research in international business and finance
7
SFB 649 Discussion Paper
7
Annals of finance
6
FINRISK Working Paper Series
6
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
6
International Journal of Financial Studies : open access journal
6
International journal of finance & economics : IJFE
6
Review of quantitative finance and accounting
6
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ECONIS (ZBW)
11
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Do jumps contribute to the dynamics of the equity premium
Maheu, John M.
;
McCurdy, Thomas H.
;
Zhao, Xiaofei
- In:
Journal of financial economics
110
(
2013
)
2
,
pp. 457-477
Persistent link: https://www.econbiz.de/10010208659
Saved in:
1
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