//--> //--> //--> //-->
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:"Optionsgeschäft"
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
Variance dynamics : joint evid...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Optionsgeschäft
Consumer behaviour
38
Konsumentenverhalten
38
China
28
Theorie
27
Theory
27
Zinsstruktur
24
Option pricing theory
23
Optionspreistheorie
23
USA
22
United States
22
Yield curve
22
Volatility
20
Volatilität
20
Capital income
15
Kapitaleinkommen
15
Customer satisfaction
14
Kundenzufriedenheit
14
Option trading
14
Estimation
13
Schätzung
13
Forecasting model
12
Prognoseverfahren
12
Dienstleistungsqualität
11
Service quality
11
Stochastic process
11
Stochastischer Prozess
11
Internet marketing
10
Online-Marketing
10
option pricing
10
Online retailing
9
Online-Handel
9
Risiko
9
Risk
9
Social Web
9
Social web
9
Tourism
9
Tourismus
9
Beziehungsmarketing
8
Finance and Financial Management
8
more ...
less ...
Online availability
All
Free
4
Undetermined
3
Type of publication
All
Article
10
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
14
Author
All
Wu, Liuren
14
Carr, Peter
6
Holowczak, Richard
4
Hu, Jianfeng
3
Tian, Meng
2
Foresi, Silverio
1
Simaan, Yusif E.
1
Zhu, Jingyi
1
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
The review of financial studies
2
Journal of financial economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
NYU Tandon Research Paper
1
Review of derivatives research
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A tale of two indices
Carr, Peter
;
Wu, Liuren
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 13-29
Persistent link: https://www.econbiz.de/10003321077
Saved in:
2
Price discovery in the US stock and stock options markets : a portfolio approach
Holowczak, Richard
;
Simaan, Yusif E.
;
Wu, Liuren
- In:
Review of derivatives research
9
(
2006
)
1
,
pp. 37-65
Persistent link: https://www.econbiz.de/10003441188
Saved in:
3
Crash-o-phobia : a domestic fear or a worldwide concern?
Foresi, Silverio
;
Wu, Liuren
- In:
The journal of derivatives : the official publication …
13
(
2005
)
2
,
pp. 8-21
Persistent link: https://www.econbiz.de/10003299538
Saved in:
4
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
Saved in:
5
Aggregating information in option transactions
Holowczak, Richard
;
Hu, Jianfeng
;
Wu, Liuren
- In:
The journal of derivatives : the official publication …
21
(
2014
)
3
,
pp. 9-23
Persistent link: https://www.econbiz.de/10010387689
Saved in:
6
A simple robust link between American puts and credit protection
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
24
(
2011
)
2
,
pp. 473-505
Persistent link: https://www.econbiz.de/10008934157
Saved in:
7
Variance risk premiums
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
22
(
2009
)
3
,
pp. 1311-1341
Persistent link: https://www.econbiz.de/10003827753
Saved in:
8
Analyzing volatility risk and risk premium in option contracts : a new theory
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011590060
Saved in:
9
Simple robust hedging with nearby contracts
Wu, Liuren
;
Zhu, Jingyi
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011658670
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->