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~subject:"Option trading"
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Option trading
Volatilität
478
Volatility
468
Implied volatility
399
implied volatility
344
PCA
288
Optionspreistheorie
240
Option pricing theory
235
Optionsgeschäft
156
Prognoseverfahren
124
Schätzung
124
Estimation
121
Forecasting model
121
Börsenkurs
115
Share price
112
Capital income
107
Kapitaleinkommen
107
Theorie
94
Theory
84
Implied Volatility
82
ARCH-Modell
80
ARCH model
77
Derivat
61
Derivative
61
VIX
59
Kommunistische Partei Deutschlands <Deutsches Reich>
57
Stochastischer Prozess
57
Stochastic process
56
Stock market
52
Aktienmarkt
51
principal component analysis
50
Risk
47
Risiko
45
Index futures
44
Index-Futures
44
Wechselkurs
43
Welt
43
Zeitreihenanalyse
43
Black-Scholes model
42
GARCH
42
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Undetermined
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Free
30
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Article
147
Book / Working Paper
8
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Article in journal
144
Aufsatz in Zeitschrift
144
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
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8
Aufsatz im Buch
3
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3
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1
Konferenzbeitrag
1
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English
155
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Ryu, Doojin
5
Alòs, Elisa
3
Azhar Mohamad
3
García-Machado, Juan J.
3
Guo, Biao
3
Jacquier, Antoine
3
Kim, Kwanho
3
Radoičić, Radoš
3
Rybczyński, Jarosław
3
Shi, Yukun
3
Singh, Vipul Kumar
3
Stefanica, Dan
3
Xu, Yaofei
3
Bianconi, Marcelo
2
Borochin, Paul
2
Dicle, Mehmet F.
2
Figueroa-López, José E.
2
Friz, Peter K.
2
Hilliard, Jitka
2
Imtiaz Mohammad Sifat
2
Kim, Jun Sik
2
León, Jorge A.
2
Maciak, Matúš
2
Matić, Ivan
2
McLachlan, Scott
2
Miao, Hong
2
Najmi Ismail Murad Samsudin
2
Oosterlee, Cornelis Willebrordus
2
Qadan, Mahmoud
2
Ramchander, Sanjay
2
Sammon, Marco
2
Shaikh, Imlak
2
Vitali, Sebastiano
2
Yan, Cheng
2
Yang, Heejin
2
Ślepaczuk, Robert
2
Abergel, Frédéric
1
Ackert, Lucy F.
1
Ahmadian, Davood
1
Alexander, Carol
1
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International review of financial analysis
8
Journal of banking & finance
8
Applied mathematical finance
7
Quantitative finance
7
International review of economics & finance : IREF
4
The journal of futures markets
4
Finance research letters
3
Global business and finance review
3
International journal of financial engineering
3
International journal of theoretical and applied finance
3
Journal of financial economics
3
Review of quantitative finance and accounting
3
Annals of finance
2
Annals of financial economics
2
Applied economics
2
Computational economics
2
Computational management science
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Energy economics
2
Finance and stochastics
2
Global finance journal
2
International journal of economics and finance
2
International journal of finance & economics : IJFE
2
Investigaciones europeas de Dirección y Economía de la Empresa : IEDEE
2
Journal of econometrics
2
Journal of international financial markets, institutions & money
2
Journal of risk and financial management : JRFM
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Review of derivatives research
2
The European journal of finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Working papers
2
ACRN journal of finance and risk perspectives
1
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Applied economics letters
1
Asia-Pacific journal of financial studies
1
Barcelona GSE working paper series : working paper
1
Borsa Istanbul Review
1
Business analyst : a refereed journal of Shri Ram College of Commerce
1
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ECONIS (ZBW)
155
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1
A jump diffusion model for VIX volatility options and futures
Psychoyios, Dimitris
;
Dotsis, George
;
Markellos, Raphaēl N.
- In:
Review of quantitative finance and accounting
35
(
2010
)
3
,
pp. 245-269
Persistent link: https://www.econbiz.de/10009260276
Saved in:
2
The determinants of exchange settlement practices and the implication of volatility smile : evidence from the Taiwan Futures Exchange
Szu, Wen-ming
;
Wang, Ming-chun
;
Yang, Wan-ru
- In:
International review of economics & finance : IREF
20
(
2011
)
4
,
pp. 826-838
Persistent link: https://www.econbiz.de/10009303803
Saved in:
3
Do liquidity and sampling methods matter in constructing volatility indices? : empirical evidence from Taiwan
Tzang, Shyh-weir
;
Hung, Chih-hsing
;
Wang, Chou-wen
; …
- In:
International review of economics & finance : IREF
20
(
2011
)
2
,
pp. 312-324
Persistent link: https://www.econbiz.de/10009304121
Saved in:
4
Conjoint analysis of option and volatility models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
Saved in:
5
Does the implied volatility index have signaling power? : evidence from Mexico
Yang, Jin Yong
;
Heo, Junyoung
;
Yeo, In-Sung
;
Lee, Sang-heon
- In:
Modern economy
5
(
2014
)
8
,
pp. 869-877
Persistent link: https://www.econbiz.de/10011285047
Saved in:
6
Do Aussie markets smile? : implied volatility functions and determinants
Tanha, Hassan
;
Dempsey, Michael
- In:
Applied economics
47
(
2015
)
28/30
,
pp. 3143-3163
Persistent link: https://www.econbiz.de/10011289355
Saved in:
7
Are the KOSPI 200 implied volatilities useful in value-at-risk models?
Kim, Jun Sik
;
Ryu, Doojin
- In:
Emerging markets review
22
(
2015
),
pp. 43-64
Persistent link: https://www.econbiz.de/10011304192
Saved in:
8
The relationship between conditional value at risk and option prices with a closed-form solution
Mitra, Sovan
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 400-425
Persistent link: https://www.econbiz.de/10010528975
Saved in:
9
Forecasting option smile dynamics
Le, Van
;
Zurbruegg, Ralf
- In:
International review of financial analysis
35
(
2014
),
pp. 32-45
Persistent link: https://www.econbiz.de/10010529632
Saved in:
10
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
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