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~subject:"Optionspreistheorie"
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Managing Volatility in Nigeria
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Optionspreistheorie
Volatility
41,064
Volatilität
40,795
Nigeria
21,475
Theorie
10,949
Theory
10,630
Börsenkurs
9,622
Share price
9,485
Schätzung
9,177
Estimation
8,946
Kapitaleinkommen
7,185
Capital income
7,158
ARCH-Modell
6,479
ARCH model
6,411
Aktienmarkt
6,044
Stock market
5,985
Welt
5,566
World
5,422
Wechselkurs
4,894
Exchange rate
4,814
USA
4,441
United States
4,300
Stochastischer Prozess
3,874
Prognoseverfahren
3,866
Option pricing theory
3,839
Forecasting model
3,819
Stochastic process
3,811
Zeitreihenanalyse
3,327
Time series analysis
3,251
Wirtschaftswachstum
2,943
Economic growth
2,914
Risk
2,690
volatility
2,657
Risiko
2,638
Ölpreis
2,543
Oil price
2,539
Finanzmarkt
2,478
Financial market
2,423
Spillover-Effekt
2,412
Spillover effect
2,381
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Free
1,412
Undetermined
1,118
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Article
2,248
Book / Working Paper
1,651
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Article in journal
2,149
Aufsatz in Zeitschrift
2,149
Graue Literatur
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Non-commercial literature
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Working Paper
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Arbeitspapier
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Hochschulschrift
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Thesis
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Collection of articles written by one author
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Sammlung
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Sammelwerk
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Forschungsbericht
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Bibliografie enthalten
7
Bibliography included
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Lehrbuch
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Textbook
6
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4
Aufsatzsammlung
4
Government document
4
Dissertation u.a. Prüfungsschriften
3
Accompanied by computer file
2
Bibliografie
2
Elektronischer Datenträger als Beilage
2
Konferenzschrift
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English
3,844
German
54
French
2
Spanish
1
Undetermined
1
Author
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Cui, Zhenyu
44
Carr, Peter
26
Härdle, Wolfgang
25
Jacobs, Kris
25
Jacquier, Antoine (Jack)
25
Chiarella, Carl
24
Gatheral, Jim
22
Nguyen, Duy
21
Alòs, Elisa
20
Fengler, Matthias R.
20
Lorig, Matthew
20
Takahashi, Akihiko
20
Zhang, Jin E.
20
Guyon, Julien
19
Christoffersen, Peter F.
18
Escobar, Marcos
16
Wang, Xingchun
16
Benth, Fred Espen
15
Grasselli, Martino
15
Elliott, Robert J.
14
Forde, Martin
14
Fouque, Jean-Pierre
14
Jacquier, Antoine
14
Kang, Boda
14
Le Floc'h, Fabien
14
Oosterlee, Cornelis W.
14
Schoutens, Wim
14
Skiadopoulos, George
14
Todorov, Viktor
14
Wu, Liuren
14
Ewald, Christian-Oliver
13
Grzelak, Lech A.
13
Madan, Dilip B.
13
Schlag, Christian
13
Wong, Hoi Ying
13
Zheng, Wendong
13
Branger, Nicole
12
Fabozzi, Frank J.
12
Heston, Steven L.
12
Jiang, George J.
12
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National Bureau of Economic Research
10
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Centre for Analytical Finance <Århus>
6
Institut für Schweizerisches Bankwesen <Zürich>
6
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
4
Chambre de commerce et d'industrie de Paris
3
Svenska Handelshögskolan <Helsinki>
3
Centre of Financial Studies
2
National Centre of Competence in Research - Financial Valuation and Risk Management
2
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Berliner Wissenschafts-Verlag
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Danmarks Nationalbank
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
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
Karlsruher Institut für Technologie
1
Melbourne Business School
1
Springer Fachmedien Wiesbaden
1
Technische Hochschule Mittelhessen
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Universität Ulm
1
Verlag Dr. Kovač
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Wharton School
1
Wharton School / Finance Department
1
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Published in...
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International journal of theoretical and applied finance
156
Quantitative finance
105
The journal of futures markets
78
Applied mathematical finance
74
Journal of banking & finance
74
The journal of computational finance
65
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
Review of derivatives research
49
Finance research letters
48
International journal of financial engineering
47
European journal of operational research : EJOR
42
Finance and stochastics
40
Journal of econometrics
40
Computational economics
39
The North American journal of economics and finance : a journal of financial economics studies
38
Journal of economic dynamics & control
36
The journal of derivatives : the official publication of the International Association of Financial Engineers
36
Journal of mathematical finance
35
Risks : open access journal
30
Journal of financial economics
27
Research paper series / Swiss Finance Institute
27
Insurance / Mathematics & economics
26
Review of quantitative finance and accounting
26
Annals of finance
25
International review of economics & finance : IREF
23
The European journal of finance
23
Applied economics
22
Energy economics
20
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Journal of empirical finance
19
Journal of risk and financial management : JRFM
18
Economic modelling
17
Asia-Pacific financial markets
16
International review of financial analysis
16
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
Journal of financial and quantitative analysis : JFQA
15
The journal of finance : the journal of the American Finance Association
15
Asia-Pacific journal of financial studies
14
Discussion paper / Tinbergen Institute
14
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Source
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ECONIS (ZBW)
3,844
EconStor
32
USB Cologne (business full texts)
15
USB Cologne (EcoSocSci)
8
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1
Stochastic Ito-Calculus and numerical approximations for asset price forecasting in the Nigerian stock market
Urama, Thomas Chinwe
;
Ezepue, Patrick Oseloka
- In:
Journal of mathematical finance
8
(
2018
)
4
,
pp. 640-667
Persistent link: https://www.econbiz.de/10012016532
Saved in:
2
Commodity spread option pricing and the economic fundamentals of crack spreads
Kolpakov, Ilya
-
2014
Persistent link: https://www.econbiz.de/10010516044
Saved in:
3
Impacts of derivative markets on spot market
volatility
and their persistence
Fong, Lik
;
Han, Chulwoo
- In:
Applied economics
47
(
2015
)
22/24
,
pp. 2250-2258
Persistent link: https://www.econbiz.de/10010516655
Saved in:
4
Volatility
forecasting using financial statement information
Sridharan, Suhas A.
- In:
The accounting review : a publication of the American …
90
(
2015
)
5
,
pp. 2079-2106
Persistent link: https://www.econbiz.de/10011375882
Saved in:
5
At least-squares approach for estimating the
volatility
implied by option premia : overcoming smiles and frowns
Kensinger, John W.
- In:
Research in finance
31
(
2015
),
pp. 173-185
Persistent link: https://www.econbiz.de/10011347423
Saved in:
6
Option smiling when investors' estimates of asset
volatility
disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Saved in:
7
Are real options "real"? : isolating uncertainty from risk in real options analysis
So, Leh-Chyan
- In:
Annals of financial economics
9
(
2014
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010489151
Saved in:
8
Volatility
analysis of Shanghai composite index and financial crises
Sheraz, Muhammad
;
Breda, Vasile
-
2016
Persistent link: https://www.econbiz.de/10013164574
Saved in:
9
Developing an optimized artificial intelligence model for S&P 500 option pricing : a hybrid GARCH model
Hajizadeh, Ehsan
- In:
International journal of financial engineering
7
(
2020
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012603039
Saved in:
10
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
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