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~language:"eng"
~source:"econis"
~subject:"Estimation"
~type_genre:"Aufsatz in Zeitschrift"
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Chiang, Thomas C.
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Balcilar, Mehmet
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Ma, Feng
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Salisu, Afees A.
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Bollerslev, Tim
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9
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of international financial markets, institutions & money
74
Energy economics
69
Journal of financial economics
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The journal of futures markets
69
Journal of econometrics
67
Research in international business and finance
67
Pacific-Basin finance journal
58
Review of quantitative finance and accounting
56
Journal of risk and financial management : JRFM
55
The European journal of finance
55
International journal of economics and finance
46
International journal of finance & economics : IJFE
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
46
The journal of finance : the journal of the American Finance Association
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Cogent economics & finance
44
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
40
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International journal of economics and financial issues : IJEFI
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Quantitative finance
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Economics letters
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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The empirical economics letters : a monthly international journal of economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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1
An empirical comparison of credit spreads between the bond market and the credit default swap market
Zhu, Haibin
- In:
Journal of financial services research : JFSR
29
(
2006
)
3
,
pp. 211-235
Persistent link: https://www.econbiz.de/10003328587
Saved in:
2
The limitation of monotonicity property of option prices : an empirical evidence
Lin, Chuang Yuang
;
Chen, Dar-hsin
;
Tsai, Chin Yu
- In:
Applied economics
43
(
2011
)
22/24
,
pp. 3103-3113
Persistent link: https://www.econbiz.de/10009357414
Saved in:
3
A model of stock option prices
Yang, Zhongjin
;
Yang, Cassidy
- In:
International journal of financial markets and derivatives
2
(
2011
)
4
,
pp. 288-297
Persistent link: https://www.econbiz.de/10009528840
Saved in:
4
Extraction of market expectations from risk-neutral density
Arnerić, Josip
;
Aljinović, Zdravka
;
Poklepović, Tea
- In:
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis …
33
(
2015
)
2
,
pp. 235-256
Persistent link: https://www.econbiz.de/10011429565
Saved in:
5
Why do options prices predict stock returns? : evidence from analyst tipping
Lin, Tse-Chun
;
Lu, Xiaolong
- In:
Journal of banking & finance
52
(
2015
),
pp. 17-28
Persistent link: https://www.econbiz.de/10011377291
Saved in:
6
Can derivative information predict stock price jumps?
Kwark, Noe-Keol
;
Kang, Hyoung Goo
;
Jun, Sang-Gyung
- In:
The journal of applied business research
31
(
2015
)
3
,
pp. 845-860
Persistent link: https://www.econbiz.de/10011304812
Saved in:
7
Cross-section stock return and implied covariance between jump and diffusive volatility
Ze-To, Samuel Yau Man
- In:
Journal of forecasting
34
(
2015
)
5
,
pp. 379-390
Persistent link: https://www.econbiz.de/10011318319
Saved in:
8
Sovereign rating actions and the implied volatility of stock index options
Tran, Vu
;
Alsakka, Rasha
;
Ap Gwilym, Owain
- In:
International review of financial analysis
34
(
2014
),
pp. 101-113
Persistent link: https://www.econbiz.de/10010528470
Saved in:
9
Optimizing bounds on security prices in incomplete markets : does stochastic volatility specification matter?
Marroquín-Martínez, Naroa
;
Moreno, Manuel
- In:
European journal of operational research : EJOR
225
(
2013
)
3
,
pp. 429-442
Persistent link: https://www.econbiz.de/10009706918
Saved in:
10
The information content of option-based forecasts of volatility : evidence from the Italian stock market
Muzzioli, Silvia
- In:
The quarterly journal of finance
3
(
2013
)
1
,
pp. 13500051-135000546
Persistent link: https://www.econbiz.de/10010198265
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