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~isPartOf:"Journal of financial economics"
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Volatility
191
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191
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110
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110
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95
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95
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81
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Bakshi, Gurdip S.
9
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Christoffersen, Peter F.
6
Bollerslev, Tim
5
Aït-Sahalia, Yacine
4
Carr, Peter
4
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4
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4
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4
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3
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Li, Sophia Zhengzi
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Newton, David P.
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Pan, Jun
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3
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2
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Journal of financial economics
European journal of operational research : EJOR
751
Energy economics
737
Finance research letters
731
International journal of theoretical and applied finance
669
The journal of futures markets
629
NBER working paper series
606
Working paper / National Bureau of Economic Research, Inc.
565
Journal of banking & finance
560
NBER Working Paper
503
Journal of econometrics
478
International review of financial analysis
467
Applied economics
435
Economic modelling
425
International review of economics & finance : IREF
416
The North American journal of economics and finance : a journal of financial economics studies
384
MPRA Paper
377
Finance and stochastics
361
Insurance / Mathematics & economics
361
Economics letters
344
Mathematical finance : an international journal of mathematics, statistics and financial theory
342
Journal of economic dynamics & control
339
Working paper
336
Quantitative finance
334
Applied economics letters
316
Applied mathematical finance
308
Applied financial economics
305
Discussion paper / Tinbergen Institute
304
Journal of empirical finance
304
Research in international business and finance
302
Discussion paper / Centre for Economic Policy Research
292
The journal of computational finance
284
The journal of derivatives : the official publication of the International Association of Financial Engineers
278
CESifo working papers
258
Journal of risk and financial management : JRFM
257
Journal of international financial markets, institutions & money
256
Journal of international money and finance
253
Risks : open access journal
247
Computational economics
243
The European journal of finance
239
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ECONIS (ZBW)
272
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1
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272
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1
Realizing smiles : options pricing with relized
volatility
Corsi, Fulvio
;
Fusari, Nicola
;
La Vecchia, Davide
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 284-304
Persistent link: https://www.econbiz.de/10009719740
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
Advancing the universality of quadrature methods to any underlying process for option pricing
Chen, Ding
;
Härkönen, Hannu J.
;
Newton, David P.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 600-612
Persistent link: https://www.econbiz.de/10010532686
Saved in:
4
Option markets and implied
volatility
: past versus present
Mixon, Scott
- In:
Journal of financial economics
94
(
2009
)
2
,
pp. 171-191
Persistent link: https://www.econbiz.de/10003906341
Saved in:
5
Is there price discovery in equity options?
Muravyev, Dmitriy
;
Pearson, Neil D.
;
Broussard, John Paul
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 259-283
Persistent link: https://www.econbiz.de/10009719741
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
Analyzing
volatility
risk and risk premium in option contracts : a new theory
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011590060
Saved in:
8
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
9
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:
10
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10009749334
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