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Gupta, Rangan
102
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65
Diebold, Francis X.
62
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50
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48
Andersen, Torben
42
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37
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35
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33
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30
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Finance research letters
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International review of financial analysis
118
International review of economics & finance : IREF
109
Journal of empirical finance
109
Journal of banking & finance
105
Journal of financial economics
98
Energy economics
87
The North American journal of economics and finance : a journal of financial economics studies
82
Applied economics
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Applied financial economics
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Research in international business and finance
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Journal of international financial markets, institutions & money
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NBER working paper series
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Pacific-Basin finance journal
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Applied economics letters
59
The European journal of finance
58
NBER Working Paper
54
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53
Economics letters
48
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The journal of finance : the journal of the American Finance Association
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40
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The journal of futures markets
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of international money and finance
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
International journal of forecasting
36
The review of financial studies
36
International journal of finance & economics : IJFE
34
Discussion paper / Tinbergen Institute
33
Review of quantitative finance and accounting
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Investment management and financial innovations
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Swiss Finance Institute Research Paper
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International journal of economics and finance
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ECONIS (ZBW)
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1
Volatility
information difference between CDS, options, and the cross section of options returns
Guo, Biao
;
Shi, Yukun
;
Xu, Yaofei
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2025-2036
Persistent link: https://www.econbiz.de/10012313548
Saved in:
2
Assessing models of individual equity option prices
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Zhong, Zhaodong
- In:
Review of quantitative finance and accounting
57
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012549885
Saved in:
3
Lévy jump risk : evidence from options and returns
Ornthanalai, Chayawat
- In:
Journal of financial economics
112
(
2014
)
1
,
pp. 69-90
Persistent link: https://www.econbiz.de/10010375952
Saved in:
4
The performance of model based option trading strategies
Eraker, Bjørn
- In:
Review of derivatives research
16
(
2013
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009729949
Saved in:
5
Understanding delta-hedged option returns in stochastic
volatility
environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
Saved in:
6
Valuing variable annuity guarantees on multiple assets
Fonseca, José da
;
Ziveyi, Jonathan
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 209-230
Persistent link: https://www.econbiz.de/10011772102
Saved in:
7
A jump and smile ride : jump and variance risk premia in option pricing
Alitab, Dario
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 121-157
Persistent link: https://www.econbiz.de/10012180409
Saved in:
8
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:
9
Jump risk implicit in options market
Chen, Qiang
;
Han, Yu
;
Huang, Ying
;
Jiang, George J.
-
2025
Persistent link: https://www.econbiz.de/10015339175
Saved in:
10
Inferring jump dynamics from weekly options : a non-parametric method
Zhang, Junyu
;
Ruan, Xinfeng
- In:
Finance research letters
76
(
2025
),
pp. 1-7
Persistent link: https://www.econbiz.de/10015410368
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