//--> //--> //-->
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:"Optionspreistheorie"
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
Index options open interest an...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Volatility
19
Volatilität
19
Capital income
16
Kapitaleinkommen
16
Börsenkurs
15
Share price
15
Anlageverhalten
13
Behavioural finance
13
Forecasting model
12
Prognoseverfahren
12
Option pricing theory
9
Estimation
8
Schätzung
8
Stock market
8
Aktienmarkt
7
Investor sentiment
7
ARCH model
6
ARCH-Modell
6
Implied volatility
6
Risiko
6
Risikoprämie
6
Risk
6
Risk premium
6
South Korea
6
Südkorea
6
Theorie
6
Theory
6
USA
6
United States
6
CAPM
5
Capital structure
5
Kapitalstruktur
5
Portfolio selection
5
Portfolio-Management
5
Capital market returns
4
Kapitalmarktrendite
4
Option trading
4
Optionsgeschäft
4
Schock
4
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Byun, Suk Joon
7
Kim, Jun Sik
2
Min, Byungsun
2
Ryu, Doojin
2
Chang, Geun Hyuk
1
Chang, Ki Cheon
1
Han, Joong H.
1
Jeon, Byoung Hyun
1
Kang, Byung Jin
1
Kim, Da-Hea
1
Kim, Hyeyoen
1
Kim, In-joon
1
Kim, Sol
1
Rhee, Dong Woo
1
Yoon, Sun-Joong
1
Yoon, Sun-joong
1
more ...
less ...
Published in...
All
Asia-Pacific journal of financial studies
2
The journal of futures markets
2
Applied economics letters
1
Emerging markets review
1
Journal of banking & finance
1
Journal of financial economics
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
ELW pricing kernel and empirical risk aversion
Kim, Jun Sik
;
Kim, Hyeyoen
;
Ryu, Doojin
- In:
Applied economics letters
21
(
2014
)
4/6
,
pp. 372-376
Persistent link: https://www.econbiz.de/10010413719
Saved in:
3
Is volatility risk priced in the KOSPI 200 index options market?
Yoon, Sun-joong
;
Byun, Suk Joon
- In:
The journal of futures markets
29
(
2009
)
9
,
pp. 797-825
Persistent link: https://www.econbiz.de/10003900683
Saved in:
4
Conditional volatility and the GARCH option pricing model with non-normal innovations
Byun, Suk Joon
;
Min, Byungsun
- In:
The journal of futures markets
33
(
2013
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009697540
Saved in:
5
The role of the variance premium in Jump-GARCH option pricing models
Byun, Suk Joon
;
Jeon, Byoung Hyun
;
Min, Byungsun
;
Yoon, …
- In:
Journal of banking & finance
59
(
2015
),
pp. 38-56
Persistent link: https://www.econbiz.de/10011544288
Saved in:
6
Overreactions in the foreign currency options market
Han, Joong H.
;
Kang, Byung Jin
;
Chang, Ki Cheon
;
Byun, …
- In:
Asia-Pacific journal of financial studies
45
(
2016
)
3
,
pp. 380-404
Persistent link: https://www.econbiz.de/10011550792
Saved in:
7
Empirical comparison of alternative implied volatility measures of the forecasting performance of future volatility
Rhee, Dong Woo
;
Byun, Suk Joon
;
Kim, Sol
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
1
,
pp. 103-124
Persistent link: https://www.econbiz.de/10009514731
Saved in:
8
Valuation of arithmetic average reset options
Kim, In-joon
;
Chang, Geun Hyuk
;
Byun, Suk Joon
- In:
The journal of derivatives : the official publication …
11
(
2003
)
1
,
pp. 70-80
Persistent link: https://www.econbiz.de/10001799028
Saved in:
9
Gambling preference and individual equity option returns
Byun, Suk Joon
;
Kim, Da-Hea
- In:
Journal of financial economics
122
(
2016
)
1
,
pp. 155-174
Persistent link: https://www.econbiz.de/10011590896
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->