//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Estimation"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Does implied volatility imply...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
USA
329,581
United States
291,046
Theorie
52,950
Theory
52,084
Volatility
40,771
Volatilität
40,503
Schätzung
24,791
Börsenkurs
15,995
Share price
15,751
Optionspreistheorie
14,775
Option pricing theory
14,317
Deutschland
13,128
Welt
12,307
World
11,998
Großbritannien
11,945
Kapitaleinkommen
11,870
Capital income
11,822
EU-Staaten
11,038
Germany
11,011
EU countries
10,579
Japan
10,471
United Kingdom
10,297
Geldpolitik
9,679
Monetary policy
9,302
Aktienmarkt
8,765
Stock market
8,594
Vereinigte Staaten
8,575
Wirkungsanalyse
7,799
Impact assessment
7,601
Konjunktur
7,593
Vergleich
7,592
Wechselkurs
7,521
Kanada
7,333
Prognoseverfahren
7,288
Business cycle
7,251
Exchange rate
7,237
Comparison
7,212
Forecasting model
7,144
ARCH-Modell
6,971
more ...
less ...
Online availability
All
Free
7,822
Undetermined
4,928
Type of publication
All
Article
12,479
Book / Working Paper
11,353
Type of publication (narrower categories)
All
Article in journal
11,645
Aufsatz in Zeitschrift
11,645
Graue Literatur
8,346
Non-commercial literature
8,346
Working Paper
7,706
Arbeitspapier
7,705
Hochschulschrift
1,021
Thesis
887
Aufsatz im Buch
818
Book section
818
Collection of articles written by one author
354
Sammlung
354
Bibliografie enthalten
75
Bibliography included
75
Conference paper
68
Konferenzbeitrag
68
Collection of articles of several authors
55
Sammelwerk
55
Systematic review
34
Übersichtsarbeit
34
Aufsatzsammlung
33
Konferenzschrift
24
Amtsdruckschrift
18
Government document
18
Reprint
18
Forschungsbericht
13
Conference proceedings
12
Case study
7
Fallstudie
7
Bibliografie
6
Mikroform
5
CD-ROM, DVD
4
Mehrbändiges Werk
4
Multi-volume publication
4
Rezension
4
Elektronischer Datenträger
3
Statistik
3
Advisory report
2
Book review
2
Fallstudiensammlung
2
more ...
less ...
Language
All
English
23,312
German
422
French
72
Italian
23
Spanish
12
Hungarian
3
Undetermined
2
Dutch
1
Norwegian
1
Portuguese
1
Swedish
1
more ...
less ...
Author
All
Gupta, Rangan
149
Caporale, Guglielmo Maria
141
Gil-Alaña, Luis A.
100
McAleer, Michael
95
Heckman, James J.
65
Pierdzioch, Christian
62
Bollerslev, Tim
60
Bahmani-Oskooee, Mohsen
53
Belke, Ansgar
53
Engle, Robert F.
51
Pesaran, M. Hashem
51
Koopman, Siem Jan
50
Wohar, Mark E.
47
Härdle, Wolfgang
46
Hautsch, Nikolaus
44
Hamermesh, Daniel S.
42
Balcilar, Mehmet
41
Miller, Stephen M.
41
Todorov, Viktor
40
Diebold, Francis X.
36
Marcellino, Massimiliano
36
Cheung, Yin-Wong
34
Buch, Claudia M.
33
Bouri, Elie
32
Mumtaz, Haroon
32
Timmermann, Allan
32
Bloom, Nicholas
31
Reitz, Stefan
31
Stulz, René M.
31
Basu, Susanto
30
Caporin, Massimiliano
30
Kilian, Lutz
30
Ludvigson, Sydney C.
30
Glaeser, Edward L.
29
Karanassou, Marika
29
Neumark, David
29
Andersen, Torben
28
Asai, Manabu
28
Campbell, John Y.
28
Herwartz, Helmut
28
more ...
less ...
Institution
All
National Bureau of Economic Research
238
Forschungsinstitut zur Zukunft der Arbeit
67
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
23
Federal Reserve Bank of St. Louis
22
Federal Reserve Bank of San Francisco
16
Federal Reserve Bank of Cleveland
13
Institut für Weltwirtschaft
13
Johns Hopkins University / Department of Economics
13
Federal Reserve Bank of New York
11
Federal Reserve Bank of Chicago
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
8
Federal Reserve System / Division of Research and Statistics
8
USA / Bureau of Labor Statistics
8
University of Chicago / Center for Research in Security Prices
8
University of Glasgow / Department of Economics
8
Federal Reserve Bank of Richmond
7
Institute of Finance and Accounting <London>
7
Springer Fachmedien Wiesbaden
7
The Wharton Financial Institutions Center
7
Verlag Dr. Kovač
7
Boston College / Department of Economics
6
Center for the Study of Industrial Organisation
6
Ekonomiska forskningsinstitutet <Stockholm>
6
Rodney L. White Center for Financial Research
6
Rutgers University / Department of Economics
6
University of Canterbury / Dept. of Economics and Finance
6
University of Hong Kong / School of Economics and Finance
6
Centre for Analytical Finance <Århus>
5
European University Institute / Department of Economics
5
Georgetown University / Economics Department
5
Goethe-Universität Frankfurt am Main
5
John F. Kennedy School of Government
5
Massachusetts Institute of Technology / Department of Economics
5
Universität Mannheim
5
Birkbeck College / Department of Economics
4
Bonn Graduate School of Economics
4
Chambre de commerce et d'industrie de Paris
4
Federal Reserve Bank of Boston
4
Federal Reserve System / Board of Governors
4
Institute for Fiscal Studies
4
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
1,528
Discussion paper series / IZA
433
Discussion paper / Centre for Economic Policy Research
423
Applied economics
371
NBER working paper series
230
Applied economics letters
211
CESifo working papers
210
Working paper
189
Energy economics
187
Finance and economics discussion series
174
The review of economics and statistics
174
Economic modelling
169
Applied financial economics
161
Finance research letters
159
International review of economics & finance : IREF
158
NBER Working Paper
158
The journal of finance : the journal of the American Finance Association
154
The American economic review
153
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
148
Journal of econometrics
146
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
140
Journal of banking & finance
139
Journal of international money and finance
135
The journal of futures markets
134
Economics letters
128
The North American journal of economics and finance : a journal of financial economics studies
127
International review of financial analysis
126
Journal of applied econometrics
118
Journal of empirical finance
104
Discussion paper
96
Discussion paper / Tinbergen Institute
95
Journal of money, credit and banking : JMCB
92
The review of financial studies
92
Journal of financial economics
86
Journal of international financial markets, institutions & money
85
Journal of financial and quantitative analysis : JFQA
82
Research in international business and finance
79
American economic journal : a journal of the American Economic Association
77
Journal of monetary economics
77
Journal of political economy
77
more ...
less ...
Source
All
ECONIS (ZBW)
23,826
RePEc
2
BASE
1
EconStor
1
ArchiDok
1
Other ZBW resources
1
Showing
1
-
10
of
23,832
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility
and price information contained in selected agricultural futures options
Egelkraut, Thorsten Michael
-
2005
Persistent link: https://www.econbiz.de/10003380192
Saved in:
2
Model risk and option hedging
Giannetti, Antoine
;
Clark, John M.
;
Anderson, Randy I.
- In:
The quarterly review of economics and finance : journal …
44
(
2004
)
5
,
pp. 659-677
Persistent link: https://www.econbiz.de/10002468179
Saved in:
3
Implied
volatility
functions : a reprise
Rosenberg, Joshua V.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 51-64
Persistent link: https://www.econbiz.de/10001497758
Saved in:
4
The effects of Central Bank intervention on the
volatility
of exchange rates : evidence from the options market
Ko, Jong-moon
- In:
The Korean economic review
11
(
1996
)
2
,
pp. 141-155
Persistent link: https://www.econbiz.de/10001250687
Saved in:
5
Implied
volatility
functions : a reprise
Rosenberg, Joshua V.
-
1999
Persistent link: https://www.econbiz.de/10001447936
Saved in:
6
Forecasting implied volatilities for options on index futures : time-series and cross-sectional analysis versus constant elasticity of variance (CEV) model
Tai, Tzu
;
Lee, Cheng F.
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 355-387)
.
2017
Persistent link: https://www.econbiz.de/10011603288
Saved in:
7
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
8
Treasury yield implied
volatility
and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
9
Interest rate
volatility
and risk management : evidence from CBOE Treasury options
Markellos, Raphaēl N.
;
Psychoyios, Dimitris
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 190-202
Persistent link: https://www.econbiz.de/10012034535
Saved in:
10
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->