//--> //--> //--> //-->
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:"Quantitative finance"
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
The impact of weekly options o...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
191
Volatilität
191
Option pricing theory
141
Optionspreistheorie
141
Stochastic process
107
Stochastischer Prozess
107
Theorie
97
Theory
97
Börsenkurs
89
Share price
89
Capital income
75
Kapitaleinkommen
75
Estimation
60
Forecasting model
60
Prognoseverfahren
60
Schätzung
59
Option trading
56
Optionsgeschäft
56
Portfolio selection
41
Portfolio-Management
41
Time series analysis
34
Zeitreihenanalyse
34
Market microstructure
31
Marktmikrostruktur
31
Derivat
29
Derivative
29
Stochastic volatility
29
Securities trading
28
Wertpapierhandel
28
ARCH model
27
ARCH-Modell
27
CAPM
25
Option pricing
23
Estimation theory
22
Schätztheorie
22
Aktienmarkt
21
Stock market
21
Anlageverhalten
20
Behavioural finance
20
Implied volatility
20
more ...
less ...
Online availability
All
Undetermined
281
Free
38
Type of publication
All
Article
319
Type of publication (narrower categories)
All
Article in journal
319
Aufsatz in Zeitschrift
319
Conference paper
4
Konferenzbeitrag
4
Language
All
English
319
Author
All
Bayer, Christian
6
Lillo, Fabrizio
6
Sornette, Didier
6
Bormetti, Giacomo
4
Bouchaud, Jean-Philippe
4
Escobar, Marcos
4
Gatheral, Jim
4
Radoičić, Radoš
4
Abergel, Frédéric
3
Cont, Rama
3
Cucuringu, Mihai
3
Felpel, Mike
3
Grobys, Klaus
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kienitz, Jörg
3
Kim, Kyoung-Kuk
3
Lim, Dong-Young
3
McWalter, Thomas A.
3
Pirjol, Dan
3
Rosenbaum, Mathieu
3
Tempone, Raúl
3
Wehrli, Alexander
3
Aguilar, Jean-Philippe
2
Alexander, Carol
2
Alòs, Elisa
2
An, Yunbi
2
Bellini, Fabio
2
Chan, Tat Lung
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
Chen, Jing
2
Cheng, Yuyang
2
Cui, Zhenyu
2
De Marco, Stefano
2
Endres, Sylvia
2
Forde, Martin
2
Friz, Peter K.
2
Fukasawa, Masaaki
2
Gang, Jianhua
2
more ...
less ...
Published in...
All
Quantitative finance
NBER working paper series
1,456
Working paper / National Bureau of Economic Research, Inc.
1,381
Finance research letters
1,289
Journal of banking & finance
1,204
NBER Working Paper
1,138
International review of financial analysis
1,075
The journal of finance : the journal of the American Finance Association
949
Journal of financial economics
933
International review of economics & finance : IREF
804
Applied economics
803
Applied financial economics
766
Energy economics
753
Pacific-Basin finance journal
734
Applied economics letters
680
The journal of futures markets
662
The review of financial studies
645
Journal of financial and quantitative analysis : JFQA
637
Journal of empirical finance
632
The North American journal of economics and finance : a journal of financial economics studies
623
Economic modelling
578
Discussion paper / Centre for Economic Policy Research
574
Journal of international financial markets, institutions & money
563
Research in international business and finance
546
Economics letters
533
Review of quantitative finance and accounting
497
The European journal of finance
473
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
469
Journal of international money and finance
424
Working paper
419
Journal of econometrics
413
International journal of theoretical and applied finance
404
Journal of risk and financial management : JRFM
390
International journal of economics and finance
358
CESifo working papers
332
Journal of financial markets
327
Research paper series / Swiss Finance Institute
326
Journal of economic dynamics & control
324
Management science : journal of the Institute for Operations Research and the Management Sciences
316
International journal of economics and financial issues : IJEFI
311
more ...
less ...
Source
All
ECONIS (ZBW)
319
Showing
1
-
10
of
319
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option prices and stock market momentum : evidence from China
Li, Jianping
;
Yao, Yanzhen
;
Chen, Yibing
;
Lee, Cheng F.
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1517-1529
Persistent link: https://www.econbiz.de/10011913187
Saved in:
2
The impact of
options
introduction on the
volatility
of the underlying equities : evidence from the Chinese stock markets
Arkorful, Gideon Bruce
;
Chen, Haiqiang
;
Liu, Xiaoqun
; …
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2015-2024
Persistent link: https://www.econbiz.de/10012313545
Saved in:
3
Volatility
information difference between CDS,
options
, and the cross section of
options
returns
Guo, Biao
;
Shi, Yukun
;
Xu, Yaofei
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2025-2036
Persistent link: https://www.econbiz.de/10012313548
Saved in:
4
Market impact : a systematic study of the high frequency
options
market
Said, Emilio
;
Bel Hadj Ayed, Ahmed
;
Thillou, Damien
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 69-84
Persistent link: https://www.econbiz.de/10012424634
Saved in:
5
Fractional stochastic
volatility
correction to CEV implied
volatility
Kim, Hyun-Gyoon
;
Kwon, Se-Jin
;
Kim, Jeong-Hoon
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 565-574
Persistent link: https://www.econbiz.de/10012483839
Saved in:
6
The limitations of estimating implied densities from option prices
Shelton, Austin
;
Kane, Hayden
;
Favreau, Charles
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
Saved in:
7
The
volatility
risk premium in the oil market
Bouchouev, Ilia
;
Johnson, Brett
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1561-1578
Persistent link: https://www.econbiz.de/10013367929
Saved in:
8
Point and density prediction of intra-day volume using Bayesian linear ACV models : evidence from the Polish stock market
Huptas, Roman
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 749-760
Persistent link: https://www.econbiz.de/10011907915
Saved in:
9
A slightly depressing jump model : intraday
volatility
pattern simulation
Khashanah, Khaldoun
;
Chen, Jing
;
Hawkes, Alan
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 213-224
Persistent link: https://www.econbiz.de/10011905864
Saved in:
10
The influence of intraday seasonality on
volatility
transmission pattern
Alemany, N.
;
Aragó Manzana, Vicent
;
Salvador, E.
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1179-1197
Persistent link: https://www.econbiz.de/10012194754
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...
//-->