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~subject:"Optionspreistheorie"
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Optionspreistheorie
Volatility
41,002
Volatilität
40,732
Kapitaleinkommen
39,441
Capital income
39,341
Theorie
24,819
Theory
24,470
Börsenkurs
22,129
Share price
21,947
CAPM
19,039
Schätzung
16,148
Estimation
15,904
Aktienmarkt
13,017
Stock market
12,898
Portfolio-Management
10,675
Portfolio selection
10,637
ARCH-Modell
10,605
ARCH model
10,424
USA
10,142
United States
9,933
Prognoseverfahren
7,847
Forecasting model
7,774
Welt
7,601
World
7,491
Risk
6,139
Risiko
6,053
Risikoprämie
5,595
Risk premium
5,557
Anlageverhalten
5,464
Behavioural finance
5,426
Wechselkurs
5,271
Exchange rate
5,164
Zeitreihenanalyse
4,992
Option pricing theory
4,961
Time series analysis
4,884
Stochastischer Prozess
4,476
Stochastic process
4,405
Finanzmarkt
4,151
Financial market
4,077
Ankündigungseffekt
3,145
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Free
1,794
Undetermined
1,337
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Article
2,783
Book / Working Paper
2,243
Journal
14
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Article in journal
2,644
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Graue Literatur
572
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Arbeitspapier
516
Hochschulschrift
159
Aufsatz im Buch
128
Book section
128
Thesis
120
Lehrbuch
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Textbook
50
Collection of articles of several authors
33
Sammelwerk
33
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29
Sammlung
29
Bibliografie enthalten
24
Bibliography included
24
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21
Conference paper
19
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Glossar enthalten
15
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15
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12
Handbook
9
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9
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9
Accompanied by computer file
5
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4
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English
4,932
German
101
Italian
4
French
2
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2
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Cui, Zhenyu
46
Jacobs, Kris
36
Carr, Peter
30
Härdle, Wolfgang
30
Madan, Dilip B.
30
Fabozzi, Frank J.
26
Hull, John
26
Engle, Robert F.
25
Jacquier, Antoine (Jack)
25
Chiarella, Carl
24
Christoffersen, Peter F.
24
Takahashi, Akihiko
24
Elliott, Robert J.
23
Zhang, Jin E.
23
Gatheral, Jim
22
Stentoft, Lars
22
Fengler, Matthias R.
21
Lorig, Matthew
21
Nguyen, Duy
21
Alòs, Elisa
20
Heston, Steven L.
20
Lee, Cheng F.
20
Guyon, Julien
19
Kim, Young Shin
19
Wang, Xingchun
19
Escobar, Marcos
18
Račev, Svetlozar T.
18
Benth, Fred Espen
16
Rosenberg, Joshua V.
16
Schoutens, Wim
16
Wu, Liuren
16
Feunou, Bruno
15
Grasselli, Martino
15
Schlag, Christian
15
Skiadopoulos, George
15
Wong, Hoi Ying
15
Forde, Martin
14
Fouque, Jean-Pierre
14
Grzelak, Lech A.
14
Jacquier, Antoine
14
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National Bureau of Economic Research
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Centre for Analytical Finance <Århus>
7
Institut für Schweizerisches Bankwesen <Zürich>
6
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
4
Svenska Handelshögskolan <Helsinki>
4
Chambre de commerce et d'industrie de Paris
3
Centre of Financial Studies
2
Deutsche Forschungsgemeinschaft
2
National Centre of Competence in Research - Financial Valuation and Risk Management
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
Springer Fachmedien Wiesbaden
2
American Finance Association
1
Bank of Canada
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Berliner Wissenschafts-Verlag
1
Cambridge University Press
1
Center for Economic Research <Minneapolis, Minn.>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Committee on Finance, United States Senate
1
Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
Danmarks Nationalbank
1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
Federal Reserve System / Board of Governors
1
FernUniversität in Hagen
1
Hochschule für Bankwirtschaft
1
Institute of Finance and Accounting <London>
1
International Center for Financial Asset Management and Engineering
1
International Center for Financial Asset Management and Engineering <Genève>
1
International Conference on Numerical Methods for Finance <2006, Dublin>
1
Johannes Gutenberg-Universität Mainz
1
Karlsruher Institut für Technologie
1
Melbourne Business School
1
Nuffield College
1
Oxford Financial Research Centre
1
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International journal of theoretical and applied finance
183
Quantitative finance
116
The journal of futures markets
93
Journal of banking & finance
90
Applied mathematical finance
86
Mathematical finance : an international journal of mathematics, statistics and financial theory
78
The journal of computational finance
72
Finance research letters
61
Review of derivatives research
59
Finance and stochastics
58
International journal of financial engineering
55
Journal of mathematical finance
47
The journal of derivatives : the official publication of the International Association of Financial Engineers
47
Journal of economic dynamics & control
46
European journal of operational research : EJOR
45
Journal of econometrics
43
The North American journal of economics and finance : a journal of financial economics studies
43
Computational economics
42
Research paper series / Swiss Finance Institute
40
Journal of financial economics
38
Risks : open access journal
38
Insurance / Mathematics & economics
35
Annals of finance
34
Review of quantitative finance and accounting
32
The European journal of finance
32
International review of economics & finance : IREF
26
The journal of finance : the journal of the American Finance Association
26
Journal of empirical finance
25
Management science : journal of the Institute for Operations Research and the Management Sciences
25
NBER working paper series
24
Applied economics
23
Journal of risk and financial management : JRFM
23
Asia-Pacific financial markets
22
Decisions in economics and finance : DEF ; a journal of applied mathematics
22
Energy economics
21
International review of financial analysis
20
Swiss Finance Institute Research Paper
20
Economic modelling
19
Mathematics and financial economics
19
Journal of financial and quantitative analysis : JFQA
18
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Source
All
ECONIS (ZBW)
4,976
EconStor
34
USB Cologne (business full texts)
15
USB Cologne (EcoSocSci)
11
OLC EcoSci
4
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1
Option valuation with
volatility
components, fat tails, and nonmonotonic pricing Kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
- In:
Review of asset pricing studies
8
(
2018
)
2
,
pp. 183-231
Persistent link: https://www.econbiz.de/10012002169
Saved in:
2
Stock market momentum, business conditions, and GARCH option pricing models
Chiang, Min-Hsien
;
Huang, Hsin-yi
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 488-505
Persistent link: https://www.econbiz.de/10009302078
Saved in:
3
Option valuation with
volatility
components, fat tails, and nonlinear pricing kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
-
2015
Persistent link: https://www.econbiz.de/10011398641
Saved in:
4
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:
5
Can derivative information predict stock price jumps?
Kwark, Noe-Keol
;
Kang, Hyoung Goo
;
Jun, Sang-Gyung
- In:
The journal of applied business research
31
(
2015
)
3
,
pp. 845-860
Persistent link: https://www.econbiz.de/10011304812
Saved in:
6
The asymmetric response of
volatility
to market changes and the
volatility
smile : evidence from Australian options
Tanha, Hassan
;
Dempsey, Michael
- In:
Research in international business and finance
34
(
2015
),
pp. 164-176
Persistent link: https://www.econbiz.de/10011325745
Saved in:
7
Lévy jump risk : evidence from options and returns
Ornthanalai, Chayawat
- In:
Journal of financial economics
112
(
2014
)
1
,
pp. 69-90
Persistent link: https://www.econbiz.de/10010375952
Saved in:
8
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
9
A generalized partially linear model of asymmetric
volatility
Wu, Guojun
;
Xiao, Zhijie
- In:
Journal of empirical finance
9
(
2002
)
3
,
pp. 287-319
Persistent link: https://www.econbiz.de/10001705438
Saved in:
10
Stochastic
volatility
in financial markets : crossing the bridge to continuous time
Fornari, Fabio
;
Mele, Antonio
-
2000
Persistent link: https://www.econbiz.de/10001464294
Saved in:
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