//--> //--> //--> //-->
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:"Capital income"
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
A model for pricing an option...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Capital income
Theorie
27
Theory
27
Italien
26
Italy
24
Volatility
24
Volatilität
23
Portfolio selection
19
Portfolio-Management
19
Anlageverhalten
18
Forecasting model
18
Prognoseverfahren
18
Behavioural finance
17
EU countries
16
EU-Staaten
16
Estimation
15
Schätzung
15
Kapitaleinkommen
14
Family economics
11
Financial crisis
11
Finanzkrise
11
Household
11
Privater Haushalt
11
Option pricing theory
10
Optionspreistheorie
10
Nachhaltige Kapitalanlage
9
Risikoprämie
9
Risk premium
9
Sustainable investment
9
gender differences
9
Risiko
8
Risk
8
corridor implied volatility
8
intra-household decision power
8
Aktienmarkt
7
Geschlecht
7
Hedging
7
Option trading
7
Optionsgeschäft
7
Stock market
7
more ...
less ...
Online availability
All
Free
8
Undetermined
4
Type of publication
All
Article
8
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
14
Author
All
Muzzioli, Silvia
11
Gambarelli, Luca
8
Elyasiani, Elyas
4
Torricelli, Costanza
3
Marchi, Gianluca
2
Brunetti, Marianna
1
Caloia, Francesco Giuseppe
1
Campisi, Giovanni
1
Capriotti, Alessio
1
Cipollini, Andrea
1
De Baets, Bernard
1
Ferrari, Fabio
1
Gianfelice, Gianfranco
1
Marotta, Giuseppe
1
more ...
less ...
Published in...
All
DEMB working paper series
5
Applied economics
2
Annals of finance
1
CEFIN working papers
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of international financial markets, institutions & money
1
Multinational finance journal
1
Quantitative finance and economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The risk-asymmetry index as a new measure of risk
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Multinational finance journal
22
(
2018
)
3/4
,
pp. 173-210
Persistent link: https://www.econbiz.de/10012547710
Saved in:
2
The skewness index : uncovering the relationship with volatility and market returns
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Applied economics
53
(
2021
)
31
,
pp. 3619-3635
Persistent link: https://www.econbiz.de/10012589497
Saved in:
3
News sentiment indicators and the cross‐section of stock returns in the European stock market
Gambarelli, Luca
;
Muzzioli, Silvia
-
2022
Persistent link: https://www.econbiz.de/10013258704
Saved in:
4
Asymmetric correlations and hedging effectiveness of cryptocurrencies for the European stock market
Gambarelli, Luca
;
Marchi, Gianluca
;
Muzzioli, Silvia
-
2022
Persistent link: https://www.econbiz.de/10013258708
Saved in:
5
A comparison of machine learning methods for predicting stock returns in the US market
Muzzioli, Silvia
;
Campisi, Giovanni
;
De Baets, Bernard
-
2021
Persistent link: https://www.econbiz.de/10013258722
Saved in:
6
Asymmetric semi-volatility spillover effects in EMU stock markets
Caloia, Francesco Giuseppe
;
Cipollini, Andrea
; …
- In:
International review of financial analysis
57
(
2018
),
pp. 221-230
Persistent link: https://www.econbiz.de/10012006352
Saved in:
7
The information content of corridor volatility measures during calm and turmoil periods
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Quantitative finance and economics
1
(
2017
)
4
,
pp. 454-473
Persistent link: https://www.econbiz.de/10012137889
Saved in:
8
Moment risk premia and the cross-section of stock returns in the European stock market
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012221095
Saved in:
9
Model-free moments : predictability of STOXX Europe 600 Oil & Gas future returns
Capriotti, Alessio
;
Muzzioli, Silvia
-
2024
Persistent link: https://www.econbiz.de/10014550830
Saved in:
10
Aggregating sentiment in Europe : the relationship with volatility and returns
Gambarelli, Luca
;
Muzzioli, Silvia
-
2023
Persistent link: https://www.econbiz.de/10014516165
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->