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ECONIS (ZBW)
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1
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000886028
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2
A test of efficiency for the S & P 500 index option market using variance forecasts
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000886080
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3
Post-'87 crash fears in S&P 500 futures options
Bates, David S.
-
1997
Persistent link: https://www.econbiz.de/10000619727
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4
Mispricing of S&P 500 index options
Kōnstantinidēs, Giōrgos
;
Jackwerth, Jens Carsten
; …
-
2008
Persistent link: https://www.econbiz.de/10003791478
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5
The supply and demand of S&P 500 put options
Kōnstantinidēs, Giōrgos
;
Lian, Lei
-
2015
Persistent link: https://www.econbiz.de/10011281630
Saved in:
6
Bubbles, food prices, and speculation : evidence from the CFTC' s daily large trader data files
Aulerich, Nicole M.
;
Irwin, Scott H.
;
García, Philip
-
2013
Persistent link: https://www.econbiz.de/10009754625
Saved in:
7
Nonlinearities in sovereign risk pricing : the role of CDS index contracts
Delatte, Anne-Laure
;
Fouquau, Julien
;
Portes, Richard
-
2014
Persistent link: https://www.econbiz.de/10010339654
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8
Jump and volatility risk and risk premia : a new model and lessons from S&P 500 options
Santa-Clara, Pedro
;
Yan, Shu
-
2004
Persistent link: https://www.econbiz.de/10002485074
Saved in:
9
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
-
2003
Persistent link: https://www.econbiz.de/10001852358
Saved in:
10
The market for crash risk
Bates, David S.
-
2001
Persistent link: https://www.econbiz.de/10001621523
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