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~isPartOf:"Review of quantitative finance and accounting"
~subject:"Volatility"
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Volatility
Option pricing theory
55
Optionspreistheorie
55
Volatilität
27
Firm valuation
25
Unternehmensbewertung
25
Emerging economies
19
Schwellenländer
19
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Lin, Shih-kuei
3
Chen, Ren-Raw
2
Kuo, I.-doun
2
Li, Bingxin
2
Palmon, Oded
2
Sokolinskiy, Oleg
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Review of quantitative finance and accounting
International journal of theoretical and applied finance
156
Quantitative finance
105
Journal of banking & finance
84
The journal of futures markets
80
Applied mathematical finance
74
The journal of computational finance
65
Finance research letters
63
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
Review of derivatives research
50
The North American journal of economics and finance : a journal of financial economics studies
50
International journal of financial engineering
47
European journal of operational research : EJOR
42
Finance and stochastics
40
International review of economics & finance : IREF
40
Computational economics
39
Journal of econometrics
39
Applied economics
37
Journal of economic dynamics & control
36
The journal of derivatives : the official publication of the International Association of Financial Engineers
36
Journal of mathematical finance
35
Risks : open access journal
35
Economic modelling
34
International review of financial analysis
31
NBER working paper series
31
Journal of financial economics
30
Journal of risk and financial management : JRFM
30
Research paper series / Swiss Finance Institute
30
Working paper / National Bureau of Economic Research, Inc.
29
Energy economics
28
Research in international business and finance
28
The European journal of finance
28
Emerging markets review
27
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
26
Insurance / Mathematics & economics
26
Annals of finance
25
Applied financial economics
24
IMF working papers
24
Journal of international financial markets, institutions & money
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NBER Working Paper
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ECONIS (ZBW)
27
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1
Do
option
traders on value and growth stocks react differently to new information?
He, Wei
;
Lee, Yen-sheng
;
Wei, Peihwang
- In:
Review of quantitative finance and accounting
34
(
2010
)
3
,
pp. 371-381
Persistent link: https://www.econbiz.de/10003970085
Saved in:
2
The role of stochastic volatility and return jumps : reproducing volatility and higher moments in the KOSPI 200 returns dynamics
Kim, In-joon
;
Baek, In-Seok
;
Noh, Jaesun
;
Kim, Sol
- In:
Review of quantitative finance and accounting
29
(
2007
)
1
,
pp. 69-110
Persistent link: https://www.econbiz.de/10003600092
Saved in:
3
A jump diffusion model for VIX volatility options and futures
Psychoyios, Dimitris
;
Dotsis, George
;
Markellos, Raphaēl N.
- In:
Review of quantitative finance and accounting
35
(
2010
)
3
,
pp. 245-269
Persistent link: https://www.econbiz.de/10009260276
Saved in:
4
Foreign exchange
option
pricing in the currency cycle with jump risks
Lin, Chien-Hsiu
;
Lin, Shih-kuei
;
Wu, An-Chi
- In:
Review of quantitative finance and accounting
44
(
2015
)
4
,
pp. 755-789
Persistent link: https://www.econbiz.de/10011333144
Saved in:
5
Local volatility calibration during turbulent periods
Skindilias, Konstantinos
;
Lo, Chia Chun
- In:
Review of quantitative finance and accounting
44
(
2015
)
3
,
pp. 425-444
Persistent link: https://www.econbiz.de/10011327607
Saved in:
6
Is the realized volatility good for
option
pricing during the recent financial crisis?
Jou, Yow-jen
;
Wang, Chih-wei
;
Chiu,Wan-chien
- In:
Review of quantitative finance and accounting
40
(
2013
)
1
,
pp. 171-188
Persistent link: https://www.econbiz.de/10009699487
Saved in:
7
Do dividend initiations signal a reduction in risk? : evidence from the
option
market
Jones, Jeffrey S.
;
Gu, Jenny
;
Liu, Pu
- In:
Review of quantitative finance and accounting
42
(
2014
)
1
,
pp. 143-158
Persistent link: https://www.econbiz.de/10010345141
Saved in:
8
R-2GAM stochastic volatility model : flexibility and calibration
Lee, Cheng F.
;
Sokolinskiy, Oleg
- In:
Review of quantitative finance and accounting
45
(
2015
)
3
,
pp. 463-483
Persistent link: https://www.econbiz.de/10011531991
Saved in:
9
Investor sentiment and interest rate volatility smile : evidence from Eurodollar options markets
Chen, Cathy Yi-Hsuan
;
Kuo, I.-doun
- In:
Review of quantitative finance and accounting
43
(
2014
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10010490403
Saved in:
10
Volatilities implied by price changes in the S&P 500 options and futures contracts
Hilliard, Jitka
;
Li, Wei
- In:
Review of quantitative finance and accounting
42
(
2014
)
4
,
pp. 599-626
Persistent link: https://www.econbiz.de/10010431376
Saved in:
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