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~isPartOf:"Research in international business and finance"
~subject:"Stochastischer Prozess"
~subject:"Volatilität"
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Stochastischer Prozess
Volatilität
Implied volatility
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4
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Research in international business and finance
Research paper series / Swiss Finance Institute
40
Quantitative finance
27
Swiss Finance Institute Research Paper
26
Journal of banking & finance
24
Discussion paper / Tinbergen Institute
21
International review of financial analysis
19
Finance research letters
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International journal of theoretical and applied finance
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SFB 649 discussion paper
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Journal of risk and financial management : JRFM
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The North American journal of economics and finance : a journal of financial economics studies
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International review of economics & finance : IREF
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The journal of futures markets
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International journal of financial engineering
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Asia-Pacific journal of financial studies
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Journal of econometrics
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Journal of empirical finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
8
Staff reports / Federal Reserve Bank of New York
8
CPQF Working Paper Series
7
Finance and stochastics
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Journal of international financial markets, institutions & money
7
The European journal of finance
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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Annals of finance
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Discussion papers of interdisciplinary research project 373
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Economic modelling
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FINRISK Working Paper Series
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Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
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International Journal of Financial Studies : open access journal
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1
The asymmetric response of volatility to market changes and the volatility smile : evidence from Australian
options
Tanha, Hassan
;
Dempsey, Michael
- In:
Research in international business and finance
34
(
2015
),
pp. 164-176
Persistent link: https://www.econbiz.de/10011325745
Saved in:
2
Better the devil you know : the influence of political incumbency on Australian financial market uncertainty
Smales, Lee A.
- In:
Research in international business and finance
33
(
2015
),
pp. 59-74
Persistent link: https://www.econbiz.de/10011325891
Saved in:
3
Implied volatility and the cross section of stock returns in the UK
Poshakwale, Sunil S.
;
Chandorkar, Pankaj
;
Agarwal, Vineet
- In:
Research in international business and finance
48
(
2019
),
pp. 271-286
Persistent link: https://www.econbiz.de/10012135913
Saved in:
4
Implied volatility surface construction for commodity futures
options
traded in China
Xu, Wei
;
Šević, Aleksandar
;
Šević, Željko
- In:
Research in international business and finance
61
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014246888
Saved in:
5
The impact of central bank digital currency variation on firm's implied volatility
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Hsieh, Hsin-Yi
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014279249
Saved in:
6
Does supporting Ukraine pay well? : the performance of companies that suspended their business in Russia
Ayoub, Mahmoud
;
Qadan, Mahmoud
- In:
Research in international business and finance
66
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463114
Saved in:
7
A stochastic analysis of hedge funds' higher moments
Karagiorgis, Ariston
;
Drakos, Kōnstantinos
- In:
Research in international business and finance
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460252
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