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Estimation
Optionsgeschäft
4,938
Option trading
4,937
Optionspreistheorie
2,926
Option pricing theory
2,916
Volatilität
1,314
Volatility
1,310
Theorie
1,030
Theory
1,025
Derivat
983
Derivative
982
Hedging
534
Stochastischer Prozess
498
Stochastic process
497
USA
466
United States
464
Börsenkurs
415
Share price
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Black-Scholes model
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Portfolio-Management
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Schätzung
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Capital income
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Behavioural finance
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Anlageverhalten
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Aktienoption
232
Stock option
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Index-Futures
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Index futures
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American options
212
Risikoprämie
205
Risk premium
205
Forecasting model
203
Prognoseverfahren
203
CAPM
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Risk
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Risiko
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Experiment
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Non-commercial literature
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Giglio, Stefano
8
Kelly, Bryan T.
8
Dew-Becker, Ian
6
Cici, Gjergji
5
Palacios, Luis-Felipe
5
Ryu, Doojin
5
Zhang, Jin E.
5
McAleer, Michael
4
Schlag, Christian
4
Todorov, Viktor
4
Agrawal, Puja
3
Audrino, Francesco
3
Bailey, Warren
3
Cao, Charles Q.
3
Colangelo, Dominik
3
Cremers, Martijn
3
Franzke, Stefanie A.
3
Marabel Romo, Jacinto
3
Nandan, Tanuj
3
Rosenberg, Joshua V.
3
Ruan, Xinfeng
3
Zhou, Yinggang
3
Alfay, Elia
2
Asai, Manabu
2
Bakshi, Gurdip S.
2
Byun, Suk Joon
2
Chi, Yeguang
2
Chng, Michael T.
2
Crosby, John
2
Damgaard, Anders
2
Easton, Stephen Andrew
2
Fodor, Andy
2
Funke, Michael
2
Gannon, Gerard L.
2
Gao, Xiaohui
2
Guirguis, Michel
2
Hansen, Peter Reinhard
2
Hao, Wenyan
2
Huang, Zhuo
2
Hull, John
2
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Business Information Centre <Toronto>
1
Karlsruher Institut für Technologie
1
National Bureau of Economic Research
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
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The journal of futures markets
17
Journal of banking & finance
9
Journal of financial economics
9
International review of economics & finance : IREF
7
Finance research letters
6
Applied economics
5
Journal of econometrics
5
Journal of financial markets
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
The European journal of finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
International review of financial analysis
4
Journal of empirical finance
4
Journal of international financial markets, institutions & money
4
Quantitative finance
4
CFS working paper series
3
The journal of finance : the journal of the American Finance Association
3
Working paper
3
Annals of finance
2
Applied economics letters
2
Applied mathematical finance
2
Asia-Pacific financial markets
2
Discussion paper / Tinbergen Institute
2
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial and quantitative analysis : JFQA
2
Review of quantitative finance and accounting
2
Risks : open access journal
2
School working papers / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
2
The journal of business : B
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Working paper / Centre for Financial Research
2
Working paper / National Bureau of Economic Research, Inc.
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Working papers / Bank for International Settlements
2
Working papers / Bank of England
2
11th Annual Mid-Atlantic Research Conference in Finance (MARC)
1
Accounting and finance
1
Acta Wasaensia
1
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ECONIS (ZBW)
294
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1
Preaveraging-based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Hautsch, Nikolaus
;
Podolskij, Mark
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 165-183
Persistent link: https://www.econbiz.de/10009754008
Saved in:
2
Estimates, effects, and correction options
Marquis, Kent H.
(
contributor
)
-
1981
Persistent link: https://www.econbiz.de/10000095010
Saved in:
3
Die Reaktion des Schweizer Aktienmarktes auf die Einführung standardisierter Aktienoptionen
Windlin, Peter
-
1996
Persistent link: https://www.econbiz.de/10000953798
Saved in:
4
Evaluating the performance of portfolios with options
Sheedy, Elizabeth A.
;
Trevor, Robert G.
-
1996
Persistent link: https://www.econbiz.de/10000960644
Saved in:
5
Utility based option pricing with proportional transaction costs and diversification problems : an interior point optimization approach
Andersen, Erling D.
;
Damgaard, Anders
-
1997
Persistent link: https://www.econbiz.de/10000960751
Saved in:
6
Summary statistics of option-implied probability density functions and their properties
Lynch, Damien
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003649282
Saved in:
7
The trading performance of dynamic hedging models : time varying covariance and volatility transmission effects
Chng, Michael T.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003794234
Saved in:
8
On the cost of delayed currency fixing announcements
Becker, Christoph
;
Wystup, Uwe
- In:
Annals of finance
5
(
2009
)
2
,
pp. 161-174
Persistent link: https://www.econbiz.de/10003812515
Saved in:
9
Option trading strategies based on semi-parametric implied volatility surface prediction
Audrino, Francesco
;
Colangelo, Dominik
-
2009
Persistent link: https://www.econbiz.de/10003885898
Saved in:
10
A simple expected volatility (SEV) index : application to SET50 index options
Wiphatthanananthakul, Chatayan
;
McAleer, Michael
-
2008
Persistent link: https://www.econbiz.de/10003893426
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