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~subject:"Optionsgeschäft"
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Conditional volatility and the...
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Optionsgeschäft
Volatility
41,010
Volatilität
40,740
Optionspreistheorie
14,821
Option pricing theory
14,362
Theorie
14,280
Theory
13,890
ARCH-Modell
10,606
ARCH model
10,425
Börsenkurs
10,116
Share price
9,958
Schätzung
9,837
Estimation
9,608
Kapitaleinkommen
7,861
Capital income
7,827
Aktienmarkt
6,395
Stock market
6,326
Stochastischer Prozess
5,419
Stochastic process
5,321
USA
5,210
Welt
5,144
United States
5,047
World
5,042
Wechselkurs
4,852
Exchange rate
4,753
Prognoseverfahren
4,375
Forecasting model
4,310
Zeitreihenanalyse
4,060
Time series analysis
3,953
Portfolio-Management
3,453
Portfolio selection
3,427
Risk
3,322
Option trading
3,316
Derivat
3,307
Derivative
3,297
Risiko
3,281
volatility
2,657
Finanzmarkt
2,600
CAPM
2,593
Financial market
2,533
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Free
1,045
Undetermined
953
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Article
2,042
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1,294
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1
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Article in journal
1,934
Aufsatz in Zeitschrift
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Graue Literatur
302
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293
Arbeitspapier
285
Aufsatz im Buch
92
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71
Thesis
50
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31
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28
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Sammelwerk
16
Handbook
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Handbuch
12
Bibliografie enthalten
11
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10
Sammlung
10
Aufsatzsammlung
9
Conference paper
6
Konferenzbeitrag
6
Accompanied by computer file
4
Elektronischer Datenträger als Beilage
4
Guidebook
4
Ratgeber
4
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3
Reprint
3
Amtsdruckschrift
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2
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English
3,247
German
78
French
6
Italian
3
Spanish
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1
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Author
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Hull, John
29
Wang, Xingchun
22
Cui, Zhenyu
21
Madan, Dilip B.
18
Ryu, Doojin
18
Zhang, Jin E.
18
Joshi, Mark S.
17
Lee, Hangsuck
17
Stentoft, Lars
17
Carr, Peter
16
Kelly, Bryan T.
14
Todorov, Viktor
14
Fusai, Gianluca
13
Fusari, Nicola
12
Orosi, Greg
12
Perrakis, Stylianos
12
Schoutens, Wim
12
Ewald, Christian-Oliver
11
Guirguis, Michel
11
Jacobs, Kris
11
Lee, Cheng F.
11
Zanette, Antonino
11
Alghalith, Moawia
10
Fabozzi, Frank J.
10
Fodor, Andy
10
Kräussl, Roman
10
Levendorskii, Sergei
10
Poteshman, Allen M.
10
Alexander, Carol
9
Bernales, Alejandro
9
Chen, An
9
Giglio, Stefano
9
Kwok, Yue-Kuen
9
Kyriakou, Ioannis
9
Lee, Minha
9
Li, Lingfei
9
McAleer, Michael
9
Ruan, Xinfeng
9
Stork, Philip
9
Takahashi, Akihiko
9
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National Bureau of Economic Research
11
Center for Economic Research <Tilburg>
5
Centre for Analytical Finance <Århus>
4
Christian-Albrechts-Universität zu Kiel
3
Institut for Finansiering <Frederiksberg>
2
International Centre for Trade and Sustainable Development
2
Pearson Studium
2
Svenska Handelshögskolan <Helsinki>
2
Weltwirtschaftsforum
2
Australian National University / Faculty of Economics and Commerce
1
Banco Central do Brasil
1
Berliner Wissenschafts-Verlag
1
Birkbeck College / Department of Economics
1
Business Information Centre <Toronto>
1
Center for International Food and Agricultural Policy
1
Centre for Actuarial Studies
1
Chambre de commerce et d'industrie de Paris
1
Deutsche Forschungsgemeinschaft
1
EOE
1
Eberhard Karls Universität Tübingen
1
Energy, Mines and Resources, Canada
1
Erasmus Research Institute of Management
1
Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
Federal Reserve Bank of Chicago
1
FernUniversität in Hagen
1
Institut für Seeverkehrswirtschaft und Logistik
1
Institute for Fiscal Studies
1
Investors Intelligence
1
Johannes Gutenberg-Universität Mainz
1
Judge Institute of Management Studies
1
Karlsruher Institut für Technologie
1
New York Institute of Finance
1
Practising Law Institute
1
Salomon Brothers Center for the Study of Financial Institutions
1
Senter for Anvendt Forskning <Oslo; Bergen, Norwegen>
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
USA / Subcommittee on Civil Service, Post Office, and General Services
1
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Published in...
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The journal of futures markets
120
International journal of theoretical and applied finance
92
Journal of banking & finance
66
Review of derivatives research
62
The journal of derivatives : the official publication of the International Association of Financial Engineers
60
The journal of computational finance
58
Quantitative finance
56
Applied mathematical finance
53
Finance research letters
53
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
Journal of economic dynamics & control
39
The North American journal of economics and finance : a journal of financial economics studies
38
International journal of financial engineering
32
Finance and stochastics
30
Computational economics
29
European journal of operational research : EJOR
27
Journal of mathematical finance
27
Journal of financial economics
25
International review of economics & finance : IREF
23
Research paper series / Swiss Finance Institute
22
International review of financial analysis
21
Risks : open access journal
21
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Review of quantitative finance and accounting
20
The European journal of finance
19
Asia-Pacific financial markets
18
Journal of financial markets
18
Applied economics
17
The journal of derivatives : JOD
17
Economic modelling
16
Insurance / Mathematics & economics
15
Journal of risk and financial management : JRFM
15
Applied financial economics
14
Swiss Finance Institute Research Paper
14
Decisions in economics and finance : DEF ; a journal of applied mathematics
13
Journal of econometrics
13
Journal of financial and quantitative analysis : JFQA
13
Annals of finance
12
Theoretical economics letters
12
Applied economics letters
11
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Source
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ECONIS (ZBW)
3,325
EconStor
9
USB Cologne (EcoSocSci)
3
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1
Does options improve the information absorption? : evidence from the introduction of weekly index options
Jain, Prachi
;
Kotha, Kiran Kumar
- In:
International review of finance : the official journal …
22
(
2022
)
4
,
pp. 770-776
Persistent link: https://www.econbiz.de/10013472716
Saved in:
2
Pricing currency options with intra-daily implied
volatility
Hoque, Ariful
;
Kalev, Petko S.
- In:
Australasian accounting business and finance journal : AABF
9
(
2014
)
1
,
pp. 43-56
Persistent link: https://www.econbiz.de/10010520230
Saved in:
3
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:
4
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:
5
Calibrated GARCH models and exotic options
Kanniainen, Juho
;
Halme, Tero
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 403-414
Persistent link: https://www.econbiz.de/10009718911
Saved in:
6
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:
7
GARCH option pricing models, the CBOE VIX, and variance risk premium
Hao, Jinji
;
Zhang, Jin E.
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
3
,
pp. 556-580
Persistent link: https://www.econbiz.de/10009786515
Saved in:
8
Forward-looking market risk premium
Duan, Jin-Chuan
;
Zhang, Weiqi
- In:
Management science : journal of the Institute for …
60
(
2014
)
2
,
pp. 521-538
Persistent link: https://www.econbiz.de/10010258775
Saved in:
9
Volatility
concepts and risk management tools
Bams, Dennis
;
Blanchard, Gildas
;
Lehnert, Thorsten
-
2015
Persistent link: https://www.econbiz.de/10011547074
Saved in:
10
Empirical study of Nikkei 225 options with the Markov switching GARCH model
Satoyoshi, Kiyotaka
;
Mitsui, Hidetoshi
- In:
Asia-Pacific financial markets
18
(
2011
)
1
,
pp. 55-68
Persistent link: https://www.econbiz.de/10009237749
Saved in:
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