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Capital income
Volatility
40,965
Volatilität
40,697
Theorie
28,340
Theory
27,697
Stochastischer Prozess
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Stochastic process
16,788
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Risk
4,606
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Gupta, Rangan
103
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70
McAleer, Michael
52
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51
Diebold, Francis X.
47
Bekaert, Geert
41
Bouri, Elie
41
Andersen, Torben
33
Pierdzioch, Christian
29
Lux, Thomas
28
Ma, Feng
28
McMillan, David G.
27
Bali, Turan G.
26
Engle, Robert F.
26
Spagnolo, Nicola
26
Todorov, Viktor
26
Chang, Chia-Lin
24
Chiang, Thomas C.
23
Wang, Yudong
23
Fabozzi, Frank J.
22
Yılmaz, Kamil
22
Gil-Alaña, Luis A.
21
Asai, Manabu
20
Caporin, Massimiliano
20
Christoffersen, Peter F.
20
Kumar, Dilip
20
Zaremba, Adam
20
Demirer, Rıza
19
Prokopczuk, Marcel
19
Wohar, Mark E.
19
Campbell, John Y.
18
Andersen, Torben G.
17
Baruník, Jozef
17
Harvey, Campbell R.
17
Jacobs, Kris
17
Kočenda, Evžen
17
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17
Meddahi, Nour
17
Paolella, Marc S.
17
Ryu, Doojin
17
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Gottfried Wilhelm Leibniz Universität Hannover
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Rodney L. White Center for Financial Research
3
Svenska Handelshögskolan <Helsinki>
3
The Wharton Financial Institutions Center
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Erasmus Research Institute of Management
2
Institute of Finance and Accounting <London>
2
Judge Institute of Management Studies
2
Karlsruher Institut für Technologie
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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William Davidson Institute <Ann Arbor, Mich.>
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American Finance Association
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Australien / Division of Regional Development
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Banca nazionale del lavoro / Ufficio scenari economici
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Banco Central do Brasil
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Center for Economic Research <Tilburg>
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Centre for Analytical Finance <Århus>
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Centro de Estudios Macroeconómicos de Argentina / Universidad
1
Conference on Exchange Rates Effects on Corporations <1992, New York, NY>
1
Conference on Realized Volatility <2006, Montréal>
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Ekonomiska forskningsinstitutet <Stockholm>
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Federal Reserve Bank of Cleveland
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Federal Reserve Bank of San Francisco
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Harvard Institute of Economic Research
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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International Workshop on Financial Engineering <2009, Tokio>
1
Internationaler Währungsfonds / Western Hemisphere Department
1
Johns Hopkins University / Department of Economics
1
Nationalekonomiska Institutionen <Lund>
1
Rutgers University / Department of Economics
1
Salomon Center
1
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
1
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Finance research letters
180
International review of financial analysis
138
Journal of banking & finance
136
Journal of empirical finance
117
International review of economics & finance : IREF
114
The North American journal of economics and finance : a journal of financial economics studies
105
Energy economics
100
Journal of financial economics
100
Applied financial economics
95
Research in international business and finance
95
Applied economics
92
NBER working paper series
80
Economic modelling
79
Journal of international financial markets, institutions & money
77
Journal of econometrics
74
Working paper / National Bureau of Economic Research, Inc.
72
Pacific-Basin finance journal
70
Applied economics letters
67
The European journal of finance
67
Journal of risk and financial management : JRFM
66
NBER Working Paper
62
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
International journal of forecasting
55
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
55
The journal of futures markets
51
Journal of forecasting
49
Economics letters
48
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
46
Research paper series / Swiss Finance Institute
46
The journal of finance : the journal of the American Finance Association
44
Working paper
43
The review of financial studies
41
International journal of finance & economics : IJFE
39
Journal of financial econometrics
39
Review of quantitative finance and accounting
38
Investment management and financial innovations
37
Management science : journal of the Institute for Operations Research and the Management Sciences
37
Journal of financial markets
36
Journal of international money and finance
36
Quantitative finance
35
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ECONIS (ZBW)
8,321
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1
Lead-lag relationship between returns and implied moments : evidence from KOSPI 200 intraday options data
Kim, Sol
;
Lee, Geul
- In:
Review of Pacific Basin financial markets and policies
20
(
2017
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011752436
Saved in:
2
A time-varying jump tail risk measure using high-frequency options data
Ubukata, Masato
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2633-2653
Persistent link: https://www.econbiz.de/10013440507
Saved in:
3
A tale of two regimes : theory and empirical evidence for a Markov-modulated jump diffusion model of equity returns and
derivative
pricing implications
Chang, Charles
;
Fuh, Cheng-der
;
Lin, Shih-kuei
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3204-3217
Persistent link: https://www.econbiz.de/10009778451
Saved in:
4
Jump, diffusion, and long-term
volatility
risks with incremental information in VIX assets
Chen, Sonnan
;
Gu, Yuchi
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 60-96
Persistent link: https://www.econbiz.de/10012486031
Saved in:
5
Underlying assets distribution in derivatives : the BRIC case
Núñez, José A.
;
Contreras-Valdez, Mario I.
; …
- In:
Theoretical economics letters
8
(
2018
)
3
,
pp. 502-513
Persistent link: https://www.econbiz.de/10011822832
Saved in:
6
Selected infinitely divisible distributions as models for financial return data - unconditional fit and option pricing
Fischer, Matthias
-
2002
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001679700
Saved in:
7
The impact of the leverage effect on the implied
volatility
smile : evidence for the German option market
Rathgeber, A. W.
;
Stadler, Johannes
;
Stöckl, S.
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 95-133
Persistent link: https://www.econbiz.de/10012549093
Saved in:
8
On
volatility
smile and an investment strategy with out-of-the-money calls
Talponen, Jarno
- In:
Mathematics and financial economics
10
(
2016
)
2
,
pp. 113-125
Persistent link: https://www.econbiz.de/10011485897
Saved in:
9
Modelling option-implied return distributions: a generalized log-logistic approximation
Hallerbach, Winfried G.
- In:
Current topics in quantitative finance : with 23 tables
,
(pp. 80-92)
.
1999
Persistent link: https://www.econbiz.de/10001442926
Saved in:
10
Asymmetries in financial returns
Madan, Dilip B.
;
Wang, King
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011807103
Saved in:
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