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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Optionspreistheorie
14,815
Option pricing theory
14,356
Markov chain
7,877
Theorie
7,858
Theory
7,700
Markov-Kette
7,584
Optionsgeschäft
5,130
Volatilität
5,079
Volatility
5,010
Option trading
4,921
Stochastischer Prozess
4,012
Stochastic process
3,957
Derivat
2,810
Derivative
2,806
Schätzung
2,345
Estimation
2,323
Portfolio-Management
1,596
USA
1,595
Portfolio selection
1,586
United States
1,567
Hedging
1,537
Monte-Carlo-Simulation
1,447
Monte Carlo simulation
1,437
Börsenkurs
1,247
Share price
1,232
Black-Scholes-Modell
1,214
CAPM
1,177
Black-Scholes model
1,158
Zinsstruktur
1,131
Yield curve
1,120
Prognoseverfahren
1,100
Forecasting model
1,090
Capital income
1,060
Zeitreihenanalyse
989
Time series analysis
977
Bayesian inference
892
Bayes-Statistik
891
ARCH-Modell
858
ARCH model
849
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Online availability
All
Free
378
Undetermined
341
Type of publication
All
Article
647
Book / Working Paper
417
Type of publication (narrower categories)
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Article in journal
624
Aufsatz in Zeitschrift
624
Graue Literatur
166
Non-commercial literature
166
Working Paper
144
Arbeitspapier
140
Hochschulschrift
34
Thesis
26
Aufsatz im Buch
21
Book section
21
Collection of articles written by one author
13
Sammlung
13
Aufsatzsammlung
5
Conference paper
3
Konferenzbeitrag
3
Bibliografie enthalten
2
Bibliography included
2
Collection of articles of several authors
2
Lehrbuch
2
Sammelwerk
2
Textbook
2
Adressbuch
1
Directory
1
Konferenzschrift
1
Mehrbändiges Werk
1
Multi-volume publication
1
Systematic review
1
Übersichtsarbeit
1
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Language
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English
1,059
German
4
French
2
Author
All
Jacobs, Kris
14
Chernov, Mikhail
13
Goyal, Amit
11
Heston, Steven L.
10
Madan, Dilip B.
10
Bali, Turan G.
9
Christoffersen, Peter F.
9
Geweke, John
9
Amisano, Gianni
8
Feunou, Bruno
8
Fodor, Andy
8
Lux, Thomas
8
Cao, Jie
7
Han, Bing
7
Muravyev, Dmitriy
7
Vasquez, Aurelio
7
Xiao, Xiao
7
Guidolin, Massimo
6
Lin, Shih-kuei
6
Martin, Ian
6
Murray, Scott
6
Omori, Yasuhiro
6
Schlag, Christian
6
Zhan, Xintong
6
Backus, David
5
Choy, Siu Kai
5
Dapena, José P.
5
Fabozzi, Frank J.
5
Frazzini, Andrea
5
Gulen, Huseyin
5
Gupta, Rangan
5
Jones, Christopher S.
5
Korn, Olaf
5
Mo, Haitao
5
Ornthanalai, Chayawat
5
Rodrigues, Paulo Jorge Maurício
5
Seeger, Norman
5
Timmermann, Allan
5
Todorov, Viktor
5
Xing, Yuhang
5
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National Bureau of Economic Research
5
Karlsruher Institut für Technologie
2
American Finance Association
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Federal Reserve Bank of St. Louis
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Svenska Handelshögskolan <Helsinki>
1
Universität Ulm
1
Universität zu Köln / Seminar für Wirtschafts- und Sozialstatistik
1
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Published in...
All
Journal of banking & finance
27
Journal of empirical finance
21
Journal of financial economics
20
Finance research letters
17
International review of financial analysis
16
Applied economics
15
The journal of futures markets
14
Quantitative finance
13
Economic modelling
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Review of quantitative finance and accounting
11
International journal of forecasting
10
Journal of econometrics
10
Journal of financial and quantitative analysis : JFQA
10
The European journal of finance
10
Journal of financial markets
9
Journal of risk and financial management : JRFM
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Research paper series / Swiss Finance Institute
9
The review of financial studies
9
Applied economics letters
8
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of finance : the journal of the American Finance Association
8
International review of economics & finance : IREF
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied financial economics
6
Economics letters
6
Energy economics
6
Insurance / Mathematics & economics
6
International journal of economics and finance
6
International journal of theoretical and applied finance
6
Journal of economic dynamics & control
6
Journal of forecasting
6
Journal of international financial markets, institutions & money
6
Scandinavian actuarial journal
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
International Journal of Financial Studies : open access journal
5
NBER Working Paper
5
NBER working paper series
5
Research in international business and finance
5
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Source
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ECONIS (ZBW)
1,060
EconStor
4
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1
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1,064
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1
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
2
MCMC estimation of Lévy jump models using stock and option prices
Yu, Cindy L.
;
Li, Haitao
;
Wells, Martin T.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 383-422
Persistent link: https://www.econbiz.de/10009155205
Saved in:
3
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
Saved in:
4
An institutional evaluation of pension funds and life insurance companies
Broeders, Dirk
;
Chen, An
;
Koos, Birgit
-
2009
Persistent link: https://www.econbiz.de/10003912624
Saved in:
5
Investor expectations of volatility increases around large stock splits as implied in call option premia
Klein, Linda S.
;
Peterson, David R.
- In:
The journal of financial research
11
(
1988
)
1
,
pp. 71-80
Persistent link: https://www.econbiz.de/10003602801
Saved in:
6
Essays on the pricing, hedging and informational content of options
Horn, David
-
2011
Persistent link: https://www.econbiz.de/10009378786
Saved in:
7
Implied volatility spreads and expected market returns
Atilgan, Yigit
;
Bali, Turan G.
;
Demirtas, K. Ozgur
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 87-101
Persistent link: https://www.econbiz.de/10011389785
Saved in:
8
Effect of return and volatility calculation on option pricing : an analysis using BANKNIFTY
Ahmad, Akhlaque
- In:
Research bulletin / The Institute of Cost Accountants …
41
(
2015
)
1
,
pp. 103-110
Persistent link: https://www.econbiz.de/10011420532
Saved in:
9
Retail clientele and option returns
Choy, Siu Kai
- In:
Journal of banking & finance
51
(
2015
),
pp. 26-42
Persistent link: https://www.econbiz.de/10011377259
Saved in:
10
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:
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