//--> //--> //-->
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
~person:"McLachlan, Scott"
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
Risk Factors and Value at Risk...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Capital income
2
Forecasting model
2
Kapitaleinkommen
2
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Optionspreistheorie
2
Prognoseverfahren
2
Volatility
2
Volatilität
2
Forecasting volatility
1
Implied volatility
1
Re-pricing options
1
Seemingly unrelated regression
1
forecasting volatility
1
implied volatility
1
re-pricing options
1
seemingly unrelated regression
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
2
Author
All
McLachlan, Scott
Bianconi, Marcelo
163
Yoshino, Joe Akira
44
Fisher, Walter H.
15
Turnovsky, Stephen J.
12
Sammon, Marco
11
Yoshino, Joe A.
11
Tan, Chih Ming
7
Esposito, Federico
5
Hua, Xiaxin
5
Santos, Edson Bastos e
5
Tan, Liang
5
Chen, Richard
4
Bastos e Santos, Edson
3
MacLachlan, Scott
3
Machado de Sousa, Mariana O.
3
Cai, Zhe
2
Catalão, André Borges
2
Turnovsky, Stephen J
2
Yuan, Heng
2
Almeida, Leonardo A.
1
Alves, Denisard
1
Amrein, Carla
1
Anuatti-Neto, Francisco
1
BIANCONI, MARCELO
1
Godoy, André Cadme
1
Godói, André Cadime de
1
Guerrero, Dario
1
Machado De Sousa, Mariana O.
1
Micheloto, Silvio Ricardo
1
Oliveira, Rogerio
1
Oliveira, Rogério de Deus
1
Palybos, Theodōros
1
Pereda, Paula
1
Richards, Dan
1
Richards, Daniel Jay
1
Schirmer, Pedro P.
1
Sousa, Mariana O. Machado de
1
TURNOVSKY, STEPHEN J.
1
Turnovsky, Stephen
1
more ...
less ...
Published in...
All
Economics Department working paper
1
The North American journal of economics and finance : a journal of financial economics studies
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Implied volatility and the risk-free rate of return in options markets
Bianconi, Marcelo
;
McLachlan, Scott
;
Sammon, Marco
-
2014
Persistent link: https://www.econbiz.de/10010362853
Saved in:
2
Implied volatility and the risk-free rate of return in options markets
Bianconi, Marcelo
;
McLachlan, Scott
;
Sammon, Marco
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 1-26
Persistent link: https://www.econbiz.de/10011511024
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->