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Derivat
Volatility
41,108
Volatilität
40,839
Theorie
21,752
Theory
21,372
CAPM
19,070
Optionspreistheorie
14,848
Option pricing theory
14,387
Börsenkurs
12,859
Share price
12,703
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11,639
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11,602
Schätzung
11,501
Estimation
11,286
Aktienmarkt
7,500
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7,402
ARCH-Modell
6,778
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6,705
Portfolio-Management
6,546
Portfolio selection
6,508
USA
6,332
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6,171
Welt
5,667
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World
5,566
Stochastic process
5,547
Wechselkurs
4,876
Risk
4,854
Risiko
4,798
Exchange rate
4,776
Prognoseverfahren
4,585
Forecasting model
4,528
Risikoprämie
4,477
Risk premium
4,446
Derivative
3,659
Zeitreihenanalyse
3,634
Time series analysis
3,551
Optionsgeschäft
3,380
Finanzmarkt
3,358
Option trading
3,357
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Free
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Hull, John
33
Gouriéroux, Christian
23
Benth, Fred Espen
20
Madan, Dilip B.
20
Jarrow, Robert A.
19
Fabozzi, Frank J.
18
Schoutens, Wim
17
Carr, Peter
16
Härdle, Wolfgang
16
Prokopczuk, Marcel
16
Wang, Xingchun
15
Chiarella, Carl
14
Joshi, Mark S.
14
Schlögl, Erik
14
Escobar, Marcos
12
Gagliardini, Patrick
12
Gannon, Gerard L.
12
Hess, Markus
12
Lo, Andrew W.
12
Monfort, Alain
12
Cui, Zhenyu
11
Deutsch, Hans-Peter
11
McAleer, Michael
11
Nikitopoulos, Christina Sklibosios
11
Perrakis, Stylianos
11
Howison, Sam
10
Lee, Cheng F.
10
Takahashi, Akihiko
10
White, Alan
10
Bodie, Zvi
9
Branger, Nicole
9
Fouque, Jean-Pierre
9
Härdle, Wolfgang K.
9
Kyriakou, Ioannis
9
Platen, Eckhard
9
Steiner, Manfred
9
Zhang, Jin E.
9
Zheng, Wendong
9
Alexander, Carol
8
Brigo, Damiano
8
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National Bureau of Economic Research
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School of Accounting, Economics and Finance <Geelong>
4
Eberhard Karls Universität Tübingen
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Institute of Finance and Accounting <London>
2
International Association of Financial Engineers
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Springer Fachmedien Wiesbaden
2
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
CFA Institute <Charlottesville, Va.>
1
Centre for Analytical Finance <Århus>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Deutsche Forschungsgemeinschaft
1
Erasmus Research Institute of Management
1
Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Federal Reserve Bank of St. Louis
1
Goethe-Universität Frankfurt am Main
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Gruppo IMI <Rom>
1
Institute for Fiscal Studies
1
Instituto Valenciano de Investigaciones Económicas
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
International Conference on Futures and Other Derivative Markets <1, 2012, Peking>
1
International Conference on Futures and Other Derivatives <10., 2021, Online>
1
International Conference on Futures and Other Derivatives <11., 2022, Online>
1
International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
International Conference on Futures and Other Derivatives Markets <5., 2016, Shenzhen>
1
International Workshop on Financial Engineering <2009, Tokio>
1
Internationaler Währungsfonds / Research Department
1
Judge Institute of Management Studies
1
Københavns Universitet / Økonomisk Institut
1
Leibniz-Institut für Wirtschaftsforschung Halle
1
New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
1
New York Institute of Finance
1
Pearson Studium
1
Practising Law Institute
1
Salomon Brothers Center for the Study of Financial Institutions
1
School of Finance and Business Economics <Perth, Western Australia>
1
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Published in...
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International journal of theoretical and applied finance
117
The journal of futures markets
93
Applied mathematical finance
68
Journal of banking & finance
54
Review of derivatives research
51
Energy economics
48
Quantitative finance
47
The journal of computational finance
37
Finance research letters
35
European journal of operational research : EJOR
33
International review of financial analysis
32
Journal of mathematical finance
31
The European journal of finance
29
The North American journal of economics and finance : a journal of financial economics studies
27
Finance and stochastics
26
International review of economics & finance : IREF
26
International journal of financial engineering
25
Journal of economic dynamics & control
25
Mathematical finance : an international journal of mathematics, statistics and financial theory
25
Risks : open access journal
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
23
Applied economics letters
22
The journal of derivatives : JOD
22
The review of financial studies
22
Journal of financial and quantitative analysis : JFQA
20
Advances in futures and options research : a research annual
19
Journal of financial economics
19
The journal of finance : the journal of the American Finance Association
19
Applied financial economics
18
Journal of econometrics
17
Journal of risk and financial management : JRFM
16
Computational economics
15
Insurance / Mathematics & economics
15
SpringerLink / Bücher
15
Working paper
15
Applied economics
14
Research in international business and finance
14
Research paper series / Swiss Finance Institute
14
SFB 649 discussion paper
14
Annals of finance
13
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ECONIS (ZBW)
3,658
EconStor
7
OLC EcoSci
3
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1
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1
Testing momentum effectfor the US market : from equity to option strategies
Siri, Julián R.
;
Serur, Juan A.
;
Dapena, José P.
-
2017
Conventional financial theory considers ex-ante that risk, generally measured by the
volatility
, has to be …
Persistent link: https://www.econbiz.de/10011757486
Saved in:
2
Conjoint analysis of option and
volatility
models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
Saved in:
3
Can derivative information predict stock price jumps?
Kwark, Noe-Keol
;
Kang, Hyoung Goo
;
Jun, Sang-Gyung
- In:
The journal of applied business research
31
(
2015
)
3
,
pp. 845-860
Persistent link: https://www.econbiz.de/10011304812
Saved in:
4
Do Chinese retail option traders know anything about market
volatility
?
Liu, Ming-hua
;
Rangan, Nanda K.
- In:
Frontiers of business research in China : selected …
6
(
2012
)
4
,
pp. 508-526
Persistent link: https://www.econbiz.de/10009688736
Saved in:
5
The information content of OTC individual put option implied
volatility
for credit default swap spreads
Park, Yuen Jung
;
Kim, Tong Suk
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
4
,
pp. 491-516
Persistent link: https://www.econbiz.de/10009618798
Saved in:
6
Testing Greeks and price changes in the S&P 500 options and futures contract : a regression analysis
Hilliard, Jitka
- In:
International review of financial analysis
26
(
2013
),
pp. 51-58
Persistent link: https://www.econbiz.de/10009717219
Saved in:
7
Forward variance dynamics : Bergomi's model revisited
Aly, Sidi Mohamed Ould
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 84-107
Persistent link: https://www.econbiz.de/10010351856
Saved in:
8
Implied
volatility
surface : test of the applicability of parametric models based on the moneyness of options traded in the Brazilian market
Ferreira da Silva, André Luis
;
Almeida França, Victor de
- In:
The empirical economics letters : a monthly …
12
(
2013
)
8
,
pp. 835-845
Persistent link: https://www.econbiz.de/10010363105
Saved in:
9
A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan
;
Radoičić, Radoš
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011532749
Saved in:
10
A comparison of implied and realized
volatility
in the Nordic power forward market
Birkelund, Ole Henrik
;
Haugom, Erik
;
Molnár, Peter
; …
- In:
Energy economics
48
(
2015
),
pp. 288-294
Persistent link: https://www.econbiz.de/10011533819
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