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Capital income
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Gupta, Rangan
139
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76
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74
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56
Pierdzioch, Christian
53
Caporale, Guglielmo Maria
52
McAleer, Michael
52
Bouri, Elie
51
Wohar, Mark E.
47
Bekaert, Geert
46
Guidolin, Massimo
41
Ma, Feng
41
Timmermann, Allan
41
Wang, Yudong
39
Narayan, Paresh Kumar
37
Zhou, Guofu
37
Andersen, Torben
35
Bali, Turan G.
35
Campbell, John Y.
29
Zhang, Yaojie
29
Todorov, Viktor
28
Lux, Thomas
27
Engle, Robert F.
26
Spagnolo, Nicola
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Prokopczuk, Marcel
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Cakici, Nusret
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Chang, Chia-Lin
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Salisu, Afees A.
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Wu, Chunchi
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Fabozzi, Frank J.
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Guo, Hui
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Harvey, Campbell R.
22
Yılmaz, Kamil
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Christoffersen, Peter F.
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Judge Institute of Management Studies
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1
Johns Hopkins University / Department of Economics
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Finance research letters
273
International review of financial analysis
195
Journal of banking & finance
191
Journal of empirical finance
189
Journal of financial economics
170
International review of economics & finance : IREF
152
The North American journal of economics and finance : a journal of financial economics studies
129
Energy economics
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Pacific-Basin finance journal
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Research in international business and finance
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NBER working paper series
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Applied financial economics
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Journal of econometrics
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International journal of forecasting
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Journal of international financial markets, institutions & money
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Applied economics letters
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NBER Working Paper
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The European journal of finance
87
Journal of forecasting
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Journal of risk and financial management : JRFM
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
72
Management science : journal of the Institute for Operations Research and the Management Sciences
68
Economics letters
65
The review of financial studies
64
Journal of financial markets
61
Research paper series / Swiss Finance Institute
59
Review of quantitative finance and accounting
57
The journal of finance : the journal of the American Finance Association
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Working paper
55
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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50
International journal of finance & economics : IJFE
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Journal of international money and finance
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The journal of futures markets
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
11,243
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1
Forecasting the density of oil futures returns using model-free implied
volatility
and high-frequency data
Ielpo, Florian
;
Sévi, Benoît
-
2014
Persistent link: https://www.econbiz.de/10010432122
Saved in:
2
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
3
Implied
volatility
sentiment : a tale of two tails
Stork, Philip
;
Félix, Luiz
;
Kräussl, Roman
-
2017
. We find that our implied
volatility
(IV) sentiment measure, jointly derived from index and single stock options, explains …
Persistent link: https://www.econbiz.de/10011583312
Saved in:
4
Implied
volatility
sentiment : a tale of two tails
Felix, Luiz
;
Kräussl, Roman
;
Stork, Philip
-
2017
-neutral density. An implied
volatility
(IV) sentiment measure that is jointly derived from index and single stock options explains …
Persistent link: https://www.econbiz.de/10011587564
Saved in:
5
Implied
volatility
sentiment : a tale of two tails
Felix, Luiz
;
Kräussl, Roman
;
Stork, Philip
-
2017
Persistent link: https://www.econbiz.de/10011737840
Saved in:
6
Cross-sectional variation of option-implied
volatility
skew
Wu, Liuren
;
Tian, Meng
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3566-3580
Persistent link: https://www.econbiz.de/10014551903
Saved in:
7
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
8
Momentum profit fluctuations in seasonal conditions due to default probability
Lee, Nicholas Rueilin
;
Liu, Jung Fang
;
Lin, Yih-Bey
; …
- In:
The empirical economics letters : a monthly …
13
(
2014
)
6
,
pp. 715-722
Persistent link: https://www.econbiz.de/10010520042
Saved in:
9
Comments on "A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices"
Carnero, M. Angeles
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 36-38
Persistent link: https://www.econbiz.de/10009580803
Saved in:
10
Equity Return Forecasting Using Risk-Neutral Option-Implied Moments
Filion, Charles-Gabriel
-
2020
Using OptionMetrics implied
volatility
surfaces for a sample of S&P 100 constituent stocks as of April 29, 2016, with …
Persistent link: https://www.econbiz.de/10012823879
Saved in:
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