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Testing the Implied Volatility...
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Estimation
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Gupta, Rangan
88
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87
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72
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59
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51
Bollerslev, Tim
49
Härdle, Wolfgang
48
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42
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39
Belke, Ansgar
38
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38
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36
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36
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35
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34
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32
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30
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29
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29
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Kim, Don H.
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27
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26
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26
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25
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Döpke, Jörg
25
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25
Xuan Vinh Vo
24
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23
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22
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22
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22
Memmel, Christoph
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2
Federal Reserve Bank of San Francisco
2
Georgetown University / Economics Department
2
Helmut-Schmidt-Universität
2
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2
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Applied economics
185
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185
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178
Finance research letters
173
NBER working paper series
163
Energy economics
159
International review of economics & finance : IREF
159
Economic modelling
150
Applied financial economics
143
NBER Working Paper
141
Discussion paper / Centre for Economic Policy Research
138
International review of financial analysis
136
Applied economics letters
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Journal of econometrics
115
Journal of international money and finance
115
The North American journal of economics and finance : a journal of financial economics studies
115
Journal of empirical finance
107
CESifo working papers
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103
Journal of international financial markets, institutions & money
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Research in international business and finance
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Economics letters
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International journal of finance & economics : IJFE
80
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Discussion paper / Tinbergen Institute
78
Journal of financial economics
77
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
75
The European journal of finance
71
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69
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International journal of forecasting
59
Finance and economics discussion series
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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58
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55
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The journal of finance : the journal of the American Finance Association
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International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
15,084
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1
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1
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1
Arbitrage-free valuation of bilateral counterparty risk for interest-rate products : impact of volatilities and correlations
Brigo, Damiano
;
Pallavicini, Andrea
;
Papatheodorou, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 773-802
Persistent link: https://www.econbiz.de/10009381011
Saved in:
2
Arbitragefreie Bewertung von Zinsderivaten
Heitmann, Frank
-
1997
Persistent link: https://www.econbiz.de/10000959293
Saved in:
3
Forecasting
swap
rate
volatility
with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
-
2023
Persistent link: https://www.econbiz.de/10013502696
Saved in:
4
Die Bewertung von Zinsoptionen
Walter, Ulrich
-
1996
Persistent link: https://www.econbiz.de/10000560789
Saved in:
5
Stock price default boundary : a Black-Cox model approach
Shi, Yunkun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
Saved in:
6
Estimating the term structure of interest rates and pricing of interest rate derivatives
Meier, Iwan
-
2000
Persistent link: https://www.econbiz.de/10001547188
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
Volatility
indices and implied uncertainty measures of European government bond futures
Baran, Jaroslav
;
Voříšek, Jan
-
2020
Persistent link: https://www.econbiz.de/10013384851
Saved in:
9
volatility
index
Asensio, Ivan Oscar
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 619-638
Persistent link: https://www.econbiz.de/10012194910
Saved in:
10
Volatility
level dependence and linear-rational term structure models
Backwell, Alex
;
Ramnarayan, Kalind
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
13
,
pp. 3622-3638
Persistent link: https://www.econbiz.de/10013462321
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