//--> //--> //--> //-->
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:"Forecasting model"
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
Pricing american options when...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
Börsenkurs
52,023
Share price
50,488
Volatility
40,439
Volatilität
40,261
Theorie
22,215
Theory
21,734
Kapitaleinkommen
17,755
Capital income
17,714
Aktienmarkt
16,134
Stock market
15,954
Schätzung
14,814
Optionspreistheorie
14,728
Estimation
14,482
Option pricing theory
14,270
USA
11,149
United States
10,863
Welt
7,006
World
6,867
ARCH-Modell
6,866
ARCH model
6,781
Prognoseverfahren
6,322
Ankündigungseffekt
5,885
Announcement effect
5,836
Stochastischer Prozess
5,574
CAPM
5,507
Stochastic process
5,464
Anlageverhalten
5,416
Wechselkurs
5,393
Behavioural finance
5,356
Portfolio-Management
5,335
Portfolio selection
5,299
Exchange rate
5,281
Optionsgeschäft
5,084
Option trading
4,875
Finanzmarkt
4,523
Financial market
4,435
Zeitreihenanalyse
4,361
Time series analysis
4,250
Risk
4,208
more ...
less ...
Online availability
All
Free
2,292
Undetermined
2,225
Type of publication
All
Article
3,770
Book / Working Paper
2,469
Type of publication (narrower categories)
All
Article in journal
3,620
Aufsatz in Zeitschrift
3,620
Graue Literatur
957
Non-commercial literature
957
Arbeitspapier
879
Working Paper
879
Hochschulschrift
156
Aufsatz im Buch
145
Book section
145
Thesis
121
Collection of articles of several authors
41
Sammelwerk
41
Collection of articles written by one author
37
Sammlung
37
Aufsatzsammlung
26
Conference paper
20
Konferenzbeitrag
20
Bibliografie enthalten
12
Bibliography included
12
Systematic review
8
Übersichtsarbeit
8
Konferenzschrift
7
Reprint
7
Lehrbuch
5
Textbook
5
Conference proceedings
4
Festschrift
4
Handbook
3
Handbuch
3
Mehrbändiges Werk
3
Multi-volume publication
3
Bibliografie
2
Case study
2
Fallstudie
2
Rezension
2
Amtliche Publikation
1
Forschungsbericht
1
more ...
less ...
Language
All
English
6,149
German
82
French
4
Spanish
3
Italian
1
Polish
1
Author
All
Gupta, Rangan
132
Ma, Feng
90
Pierdzioch, Christian
63
McMillan, David G.
60
McAleer, Michael
53
Bollerslev, Tim
51
Zhang, Yaojie
47
Wang, Yudong
41
Liang, Chao
38
Diebold, Francis X.
32
Salisu, Afees A.
32
Lux, Thomas
30
Wei, Yu
30
Bouri, Elie
28
Caporin, Massimiliano
28
Narayan, Paresh Kumar
27
Clements, Adam
25
Christoffersen, Peter F.
24
Medeiros, Marcelo C.
24
Timmermann, Allan
24
Wang, Jiqian
24
Zhou, Hao
24
Gallo, Giampiero M.
23
Zaremba, Adam
23
Andersen, Torben
21
Bekaert, Geert
21
Degiannakis, Stavros
21
Engle, Robert F.
21
Guidolin, Massimo
21
Asai, Manabu
20
Li, Yan
20
Demirer, Rıza
19
Ghysels, Eric
18
Lu, Xinjie
18
Molnár, Peter
18
Patton, Andrew J.
18
Pesaran, M. Hashem
18
Wohar, Mark E.
18
Allen, David E.
17
Bonato, Matteo
17
more ...
less ...
Institution
All
National Bureau of Economic Research
36
Federal Reserve Bank of St. Louis
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Birkbeck College / Department of Economics
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Federal Reserve Bank of Cleveland
3
Federal Reserve System / Division of Research and Statistics
3
Brown University / Department of Economics
2
Centre for Quantitative Economics & Computing
2
Federal Reserve Bank of San Francisco
2
Institut für Höhere Studien
2
Institute of Finance and Accounting <London>
2
Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
2
University of Canterbury / Dept. of Economics and Finance
2
University of Exeter / Department of Economics
2
Verlag Dr. Kovač
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Bonn Graduate School of Economics
1
Centre for Analytical Finance <Århus>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel
1
Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
1
Hochschule für Bankwirtschaft
1
Institut für Industriebetriebsforschung <Hamburg>
1
Instituto Valenciano de Investigaciones Económicas
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Internationaler Währungsfonds / European Department <2>
1
Leonard N. Stern School of Business / Information Systems Department
1
Robert Schuman Centre for Advanced Studies
1
Rodney L. White Center for Financial Research
1
Sonderforschungsgruppe Institutionenanalyse
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Stanford Institute for Economic Policy Research
1
University of California Los Angeles
1
University of Chicago / Center for Research in Security Prices
1
Universität Bern / Institut für Wirtschaftsinformatik
1
Université de Montréal / Département de sciences économiques
1
more ...
less ...
Published in...
All
Finance research letters
157
Journal of forecasting
146
International journal of forecasting
141
Energy economics
122
International review of financial analysis
114
Journal of empirical finance
91
Journal of banking & finance
88
International review of economics & finance : IREF
87
The North American journal of economics and finance : a journal of financial economics studies
76
Economic modelling
71
Applied economics
69
Journal of econometrics
59
Journal of financial economics
56
Pacific-Basin finance journal
46
Quantitative finance
46
The European journal of finance
46
The journal of futures markets
46
Applied economics letters
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
41
Journal of international financial markets, institutions & money
41
Applied financial economics
40
Discussion paper / Tinbergen Institute
40
Department of Economics working paper series
38
Computational economics
37
International journal of finance & economics : IJFE
37
Working paper
37
Journal of risk and financial management : JRFM
35
NBER working paper series
35
Economics letters
34
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Research in international business and finance
34
Financial innovation : FIN
33
NBER Working Paper
29
Working paper / National Bureau of Economic Research, Inc.
29
Journal of economic dynamics & control
27
Journal of financial markets
27
Journal of financial econometrics
26
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Review of quantitative finance and accounting
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
more ...
less ...
Source
All
ECONIS (ZBW)
6,239
Showing
1
-
10
of
6,239
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Why do options prices predict stock returns? : evidence from analyst tipping
Lin, Tse-Chun
;
Lu, Xiaolong
- In:
Journal of banking & finance
52
(
2015
),
pp. 17-28
Persistent link: https://www.econbiz.de/10011377291
Saved in:
2
Pricing individual stock options using both stock and market index information
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012221075
Saved in:
3
Variance premium and implied
volatility
in a low-liquidity option market
Astorino, Eduardo Sanchez
;
Chague, Fernando
; …
- In:
Revista brasileira de economia : RBE ; publicação de …
71
(
2017
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10011898770
Saved in:
4
The information content of option-based forecasts of
volatility
: evidence from the Italian stock market
Muzzioli, Silvia
- In:
The quarterly journal of finance
3
(
2013
)
1
,
pp. 13500051-135000546
Persistent link: https://www.econbiz.de/10010198265
Saved in:
5
Dynamic interaction between historical and implied
volatility
in the Indian option market
Viswanathan, T.
;
Sriram, R.
;
Mukherjee, Prathana
- In:
International journal of public sector performance …
8
(
2021
)
1/2
,
pp. 128-144
Persistent link: https://www.econbiz.de/10012696739
Saved in:
6
New evidence on the information content of implied
volatility
of S&P 500 : model-free versus model-based
Zhang, Weiwei
;
Sun, Tiezhu
;
Ma, Yechi
;
Wang, Zilong
- In:
Romanian journal of economic forecasting
24
(
2021
)
1
,
pp. 109-121
Persistent link: https://www.econbiz.de/10012587118
Saved in:
7
Why does
volatility
uncertainty predict equity option returns?
Cao, Jie
;
Vasquez, Aurelio
;
Xiao, Xiao
;
Zhan, Xintong
- In:
The Quarterly Journal of Finance : QJF
13
(
2023
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10014305078
Saved in:
8
Cross-sectional variation of option-implied
volatility
skew
Wu, Liuren
;
Tian, Meng
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3566-3580
Persistent link: https://www.econbiz.de/10014551903
Saved in:
9
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:
10
Option pricing via breakeven
volatility
Hull, Blair
;
Li, Anlong
;
Qiao, Xiao
- In:
Financial analysts journal : FAJ
79
(
2023
)
1
,
pp. 99-119
Persistent link: https://www.econbiz.de/10013540890
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...
//-->