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Estimation
USA
293,015
United States
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Vereinigte Staaten
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117,658
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95,110
Theorie
46,830
Theory
46,590
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19,072
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9,098
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9,048
Volatilität
8,766
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8,686
Kanada
8,515
Vergleich
8,025
Comparison
7,943
Wirtschaftspolitik
7,859
Bank
7,847
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7,736
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Caporale, Guglielmo Maria
100
Gupta, Rangan
90
Gil-Alaña, Luis A.
80
Heckman, James J.
65
Hamermesh, Daniel S.
42
Engle, Robert F.
39
McAleer, Michael
36
Bahmani-Oskooee, Mohsen
35
Belke, Ansgar
34
Pesaran, M. Hashem
34
Miller, Stephen M.
31
Basu, Susanto
30
Härdle, Wolfgang
30
Koopman, Siem Jan
30
Bloom, Nicholas
29
Bollerslev, Tim
29
Glaeser, Edward L.
29
Karanassou, Marika
29
Neumark, David
29
Campbell, John Y.
28
Kilian, Lutz
28
Malley, James R.
28
Marcellino, Massimiliano
28
Wohar, Mark E.
28
Haltiwanger, John C.
27
Walker, Reed
27
Balcilar, Mehmet
26
Chinn, Menzie David
26
Shapiro, Joseph S.
26
Stulz, René M.
26
Timmermann, Allan
26
Autor, David H.
25
Christiano, Lawrence J.
25
Galí, Jordi
25
Mazumder, Bhashkar
25
Schorfheide, Frank
25
Blundell, Richard W.
24
Cheung, Yin-Wong
24
Gil-Alana, Luis A.
24
Hautsch, Nikolaus
24
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Federal Reserve Bank of New York
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Federal Reserve Bank of Chicago
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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University of Glasgow / Department of Economics
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Federal Reserve Bank of Richmond
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Institut für Weltwirtschaft
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Rodney L. White Center for Financial Research
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Rutgers University / Department of Economics
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The Wharton Financial Institutions Center
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Verlag Dr. Kovač
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Massachusetts Institute of Technology / Department of Economics
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Springer Fachmedien Wiesbaden
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Georgetown University / Economics Department
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4
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Stanford Institute for Economic Policy Research
4
State University of New York at Albany / Department of Economics
4
William Davidson Institute <Ann Arbor, Mich.>
4
Australian National University / Research School of Pacific and Asian Studies / Department of Economics
3
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1,526
Discussion paper series / IZA
438
Discussion paper / Centre for Economic Policy Research
405
Applied economics
276
NBER working paper series
173
The review of economics and statistics
173
Finance and economics discussion series
163
CESifo working papers
162
The American economic review
155
Applied economics letters
152
The journal of finance : the journal of the American Finance Association
151
Working paper
139
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
The journal of futures markets
108
Applied financial economics
107
NBER Working Paper
107
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
104
Journal of applied econometrics
98
The review of financial studies
92
Economics letters
84
Economic modelling
80
Journal of money, credit and banking : JMCB
80
Journal of financial and quantitative analysis : JFQA
77
Journal of political economy
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American economic journal : a journal of the American Economic Association
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Journal of international money and finance
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Journal of banking & finance
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Discussion paper
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Journal of econometrics
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Journal of monetary economics
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Southern economic journal
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Journal of labor economics
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The quarterly journal of economics
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International review of economics & finance : IREF
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Kiel working paper
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Economic inquiry : journal of the Western Economic Association International
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ECONIS (ZBW)
18,847
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1
Violations of put-call parity for CNX Nifty index options : a study at National Stock Exchange
Nandan, Tanuj
;
Agrawal, Puja
- In:
Global business & economics review
20
(
2018
)
4
,
pp. 485-502
Persistent link: https://www.econbiz.de/10012126516
Saved in:
2
What makes volatility smile? : an empirical investigation of implied volatility functions in Indian market
Inder, Shivani
;
Pasricha, J. S.
- In:
Business analyst : a refereed journal of Shri Ram …
36
(
2015
)
1
,
pp. 127-145
Persistent link: https://www.econbiz.de/10011533053
Saved in:
3
Performance of Black-Scholes model with TSRV estimates
Singh, Shivam
;
Vipul
- In:
Managerial finance
41
(
2015
)
8
,
pp. 857-870
Persistent link: https://www.econbiz.de/10011336586
Saved in:
4
A study of Black-Scholes model’s applicability in Indian capital markets
Srivastava, Anubha
;
Shastri, Manjula
- In:
Paradigm : the journal of Institute of Management Technology
24
(
2020
)
1
,
pp. 73-92
Persistent link: https://www.econbiz.de/10012229650
Saved in:
5
An empirical test of market efficiency of Indian index options market using the Black-Scholes model and dynamic hedging strategy
Mohanti, Debaditya
;
Priyan, P. K.
- In:
Paradigm : the journal of Institute of Management Technology
18
(
2014
)
2
,
pp. 221-237
Persistent link: https://www.econbiz.de/10011760603
Saved in:
6
Does introduction of stock options impact stock volatility? : empirical evidence from underlying stocks in Indian market
Joshi, Himanshu
- In:
Theoretical economics letters
8
(
2018
)
10
,
pp. 1803-1815
Persistent link: https://www.econbiz.de/10011889154
Saved in:
7
Empirical performance of Black-Scholes and GARCH option pricing models during turbulent times : the Indian evidence
Bhat, Aparna
;
Arekar, Kirti
- In:
International journal of economics and finance
8
(
2016
)
3
,
pp. 123-136
Persistent link: https://www.econbiz.de/10011447894
Saved in:
8
Inefficient markets and credit risk modeling: Why Merton's model failed
Majumder, Debasish
- In:
Journal of policy modeling : JPMOD ; a social science …
28
(
2006
)
3
,
pp. 307-318
Persistent link: https://www.econbiz.de/10003307107
Saved in:
9
Effectiveness of deterministic option pricing models : new evidence from Nifty and Bank Nifty Index options
Singh, Vipul Kumar
;
Kumar, Pawan
- In:
The journal of asset management : a major new, …
25
(
2024
)
2
,
pp. 172-189
Persistent link: https://www.econbiz.de/10014511683
Saved in:
10
Behaviour and determinants of implied volatility in Indian market
Narain
;
Nigam, Narander Kumar
;
Pandey, Piyush
- In:
Journal of advances in management research : JAMR
13
(
2016
)
3
,
pp. 271-291
Persistent link: https://www.econbiz.de/10011634555
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