//--> //--> //--> //-->
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
~subject:"ARCH model"
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
Pricing american options when...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Börsenkurs
52,023
Share price
50,488
Volatility
40,439
Volatilität
40,261
Theorie
22,215
Theory
21,734
Kapitaleinkommen
17,755
Capital income
17,714
Aktienmarkt
16,134
Stock market
15,954
Schätzung
14,814
Optionspreistheorie
14,728
Estimation
14,482
Option pricing theory
14,270
USA
11,149
United States
10,863
Welt
7,006
World
6,867
ARCH-Modell
6,866
Prognoseverfahren
6,322
Forecasting model
6,239
Ankündigungseffekt
5,885
Announcement effect
5,836
Stochastischer Prozess
5,574
CAPM
5,507
Stochastic process
5,464
Anlageverhalten
5,416
Wechselkurs
5,393
Behavioural finance
5,356
Portfolio-Management
5,335
Portfolio selection
5,299
Exchange rate
5,281
Optionsgeschäft
5,084
Option trading
4,875
Finanzmarkt
4,523
Financial market
4,435
Zeitreihenanalyse
4,361
Time series analysis
4,250
Risk
4,208
more ...
less ...
Online availability
All
Undetermined
2,429
Free
2,048
Type of publication
All
Article
4,929
Book / Working Paper
1,852
Type of publication (narrower categories)
All
Article in journal
4,775
Aufsatz in Zeitschrift
4,775
Graue Literatur
903
Non-commercial literature
903
Arbeitspapier
878
Working Paper
878
Aufsatz im Buch
151
Book section
151
Hochschulschrift
77
Thesis
56
Conference paper
28
Konferenzbeitrag
28
Collection of articles written by one author
24
Sammlung
24
Collection of articles of several authors
14
Sammelwerk
14
Aufsatzsammlung
7
Bibliografie enthalten
4
Bibliography included
4
Case study
4
Fallstudie
4
Konferenzschrift
3
Systematic review
3
Übersichtsarbeit
3
Conference proceedings
2
Lehrbuch
2
Textbook
2
Amtsdruckschrift
1
Bibliografie
1
Diskette
1
Festschrift
1
Floppy disk
1
Forschungsbericht
1
Government document
1
Handbook
1
Handbuch
1
Mehrbändiges Werk
1
Multi-volume publication
1
Rezension
1
more ...
less ...
Language
All
English
6,728
German
30
Spanish
15
French
2
Portuguese
2
Undetermined
2
Czech
1
Polish
1
Romanian
1
Chinese
1
more ...
less ...
Author
All
McAleer, Michael
129
Chang, Chia-Lin
64
Gupta, Rangan
64
Ma, Feng
63
Bouri, Elie
40
Bauwens, Luc
35
Engle, Robert F.
35
Caporale, Guglielmo Maria
33
Kumar, Dilip
32
Zhang, Yaojie
32
McMillan, David G.
27
Hansen, Peter Reinhard
26
Teräsvirta, Timo
25
Herwartz, Helmut
24
Wang, Yudong
24
Hafner, Christian M.
23
Liang, Chao
23
Bollerslev, Tim
22
Hammoudeh, Shawkat
22
Kang, Sang Hoon
22
Tiwari, Aviral Kumar
22
Wei, Yu
22
Caporin, Massimiliano
21
Conrad, Christian
21
Mittnik, Stefan
21
Serletis, Apostolos
21
Wu, Xinyu
21
Allen, David E.
20
Silvennoinen, Annastiina
20
Stentoft, Lars
20
Yoon, Seong-min
20
Christoffersen, Peter F.
19
Degiannakis, Stavros
19
Hamori, Shigeyuki
19
Huang, Zhuo
19
Laurent, Sébastien
19
Molnár, Peter
19
Spagnolo, Nicola
19
Diebold, Francis X.
18
Floros, Christos
18
more ...
less ...
Institution
All
National Bureau of Economic Research
14
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Centre for Analytical Finance <Århus>
4
University of Canterbury / Dept. of Economics and Finance
4
Ekonomiska forskningsinstitutet <Stockholm>
3
Instituto Valenciano de Investigaciones Económicas
3
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of St. Louis
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Svenska Handelshögskolan <Helsinki>
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Centre for Quantitative Economics & Computing
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Deutschland / Bundesministerium für Wirtschaft
1
Deutschland <Bundesrepublik> / Auswärtiges Amt
1
Deutschland <Bundesrepublik> / Bundesminister der Finanzen
1
Deutschland <Bundesrepublik> / Bundesminister für den Marshallplan
1
Econometric Society
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of San Francisco
1
HFDF <2, 1998, Zürich>
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
London School of Economics and Political Science
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Rodney L. White Center for Financial Research
1
School of Accounting, Economics and Finance <Geelong>
1
School of Accounting, Finance and Economics <Perth, Western Australia>
1
School of Economics and Finance <Brisbane>
1
School of Finance and Business Economics <Perth, Western Australia>
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Springer Fachmedien Wiesbaden
1
The Wharton Financial Institutions Center
1
University of Strathclyde / Department of Economics
1
Universität Bremen / Fachbereich Wirtschaftswissenschaft
1
Université de Genève / Institut de hautes études internationales
1
more ...
less ...
Published in...
All
Energy economics
221
Finance research letters
154
Applied economics
118
International review of financial analysis
115
Economic modelling
114
The North American journal of economics and finance : a journal of financial economics studies
108
International review of economics & finance : IREF
106
Research in international business and finance
100
Journal of empirical finance
99
Journal of international financial markets, institutions & money
79
Journal of risk and financial management : JRFM
74
Journal of econometrics
68
International journal of forecasting
67
Journal of banking & finance
64
Applied financial economics
63
Journal of forecasting
59
Applied economics letters
58
Discussion paper / Tinbergen Institute
54
Economics letters
54
The journal of futures markets
52
International Journal of Energy Economics and Policy : IJEEP
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
Journal of financial econometrics : official journal of the Society for Financial Econometrics
44
International journal of finance & economics : IJFE
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
Working paper
41
Econometric Institute research papers
40
The European journal of finance
40
International journal of economics and financial issues : IJEFI
37
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
Cogent economics & finance
32
Review of quantitative finance and accounting
32
International journal of economics and finance
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Pacific-Basin finance journal
29
The empirical economics letters : a monthly international journal of economics
29
Journal of international money and finance
28
Quantitative finance
26
Journal of financial econometrics
25
more ...
less ...
Source
All
ECONIS (ZBW)
6,775
RePEc
4
ArchiDok
2
Showing
1
-
10
of
6,781
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Effect of return and
volatility
calculation on option pricing : an analysis using BANKNIFTY
Ahmad, Akhlaque
- In:
Research bulletin / The Institute of Cost Accountants …
41
(
2015
)
1
,
pp. 103-110
Persistent link: https://www.econbiz.de/10011420532
Saved in:
2
Pricing individual stock options using both stock and market index information
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012221075
Saved in:
3
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
Saved in:
4
Price discovery in the
volatility
index option market : a univariate GARCH approach
Venter, Pierre J
;
Maré, E.
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494881
Saved in:
5
Dynamic interaction between historical and implied
volatility
in the Indian option market
Viswanathan, T.
;
Sriram, R.
;
Mukherjee, Prathana
- In:
International journal of public sector performance …
8
(
2021
)
1/2
,
pp. 128-144
Persistent link: https://www.econbiz.de/10012696739
Saved in:
6
Distilling private information from plain-vanilla options to predict future underlying stock price
volatility
: evidence from the H-shares of Chinese banks
Koutmos, Dimitrios
- In:
Research in international business and finance
37
(
2016
),
pp. 391-405
Persistent link: https://www.econbiz.de/10011595294
Saved in:
7
New evidence on the information content of implied
volatility
of S&P 500 : model-free versus model-based
Zhang, Weiwei
;
Sun, Tiezhu
;
Ma, Yechi
;
Wang, Zilong
- In:
Romanian journal of economic forecasting
24
(
2021
)
1
,
pp. 109-121
Persistent link: https://www.econbiz.de/10012587118
Saved in:
8
The continuous limit of weak GARCH
Alexander, Carol
;
Lazar, Emese
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 197-216
Persistent link: https://www.econbiz.de/10012483807
Saved in:
9
Does options improve the information absorption? : evidence from the introduction of weekly index options
Jain, Prachi
;
Kotha, Kiran Kumar
- In:
International review of finance : the official journal …
22
(
2022
)
4
,
pp. 770-776
Persistent link: https://www.econbiz.de/10013472716
Saved in:
10
Immunizing options against changes in
volatility
Shaffer, Sherrill
-
1990
Persistent link: https://www.econbiz.de/10000787901
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->