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:"Risikoprämie"
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
How question characteristics i...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikoprämie
Volatility
35
Volatilität
35
China
33
Theorie
25
Theory
25
Option pricing theory
24
Optionspreistheorie
24
Option trading
18
Optionsgeschäft
18
Capital income
17
Kapitaleinkommen
17
USA
16
United States
16
Forecasting model
13
Prognoseverfahren
13
Börsenkurs
12
Risk premium
12
Share price
12
Risiko
11
Risk
10
Welt
10
World
10
Anlageverhalten
9
Behavioural finance
9
CAPM
9
Game theory
9
Innovation
9
Spieltheorie
9
Consumer behaviour
8
Estimation
8
Index futures
8
Index-Futures
8
Konsumentenverhalten
8
Schätzung
8
Stochastic process
8
Stochastischer Prozess
8
Yield curve
8
Zinsstruktur
8
Derivat
7
more ...
less ...
Online availability
All
Undetermined
8
Free
2
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Zhang, Jin E.
12
Ruan, Xinfeng
8
Chang, Eric Chieh
1
Chen, Yankun
1
Gehricke, Sebastian
1
Gehricke, Sebastian A.
1
Guo, Wei
1
Hao, Jinji
1
Huang, Jiexiang
1
Shu, Jinghong
1
Yue, Tian
1
Zhang, WenJun
1
Zhao, Huimin
1
Zhu, Wenli
1
more ...
less ...
Published in...
All
Applied economics
1
Economic modelling
1
Energy economics
1
Finance research letters
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Journal of macroeconomics
1
Journal of risk and financial management : JRFM
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The journal of futures markets
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Equilibrium asset and option pricing under jump diffusion
Zhang, Jin E.
;
Zhao, Huimin
;
Chang, Eric Chieh
- In:
Mathematical finance : an international journal of …
22
(
2012
)
3
,
pp. 538-568
Persistent link: https://www.econbiz.de/10009613181
Saved in:
3
Time-varying uncertainty and variance risk premium
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of macroeconomics
69
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013274639
Saved in:
4
Ambiguity on uncertainty and the equity premium
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012485497
Saved in:
5
Investor sentiment, variance risk premium and delta-hedged gains
Chen, Yankun
;
Shu, Jinghong
;
Zhang, Jin E.
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 2952-2964
Persistent link: https://www.econbiz.de/10011615237
Saved in:
6
Equilibrium asset pricing under the Lévy process with stochastic volatility and moment risk premiums
Ruan, Xinfeng
;
Zhu, Wenli
;
Huang, Jiexiang
;
Zhang, Jin E.
- In:
Economic modelling
54
(
2016
),
pp. 326-338
Persistent link: https://www.econbiz.de/10011642179
Saved in:
7
Equilibrium variance risk premium in a cost-free production economy
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of economic dynamics & control
96
(
2018
),
pp. 42-60
Persistent link: https://www.econbiz.de/10012004952
Saved in:
8
Moment spreads in the energy market
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Energy economics
81
(
2019
),
pp. 598-609
Persistent link: https://www.econbiz.de/10012172876
Saved in:
9
The economics of the financial market for volatility trading
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of financial markets
52
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013266318
Saved in:
10
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
