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Schätzung
EU-Staaten
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of economics & finance : IREF
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Journal of international money and finance
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ZEW discussion papers
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Empirica : journal of european economics
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Journal of banking & finance
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European economic review : EER
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Kiel working paper
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ZEW Discussion Papers
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Discussion Paper Series 1
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CESifo Working Paper Series
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HWWA discussion paper
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Kiel Working Paper
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Economics letters
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Bundesbank Series 1 Discussion Paper
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Journal of international financial markets, institutions & money
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The European journal of finance
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ECONIS (ZBW)
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EconStor
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RePEc
1
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1
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1
Evaluating the performance of portfolios with options
Sheedy, Elizabeth A.
;
Trevor, Robert G.
-
1996
Persistent link: https://www.econbiz.de/10000960644
Saved in:
2
New insights into smile, mispricing, and value at risk : the hyperbolic model
Eberlein, Ernst
- In:
The journal of business : B
71
(
1998
)
3
,
pp. 371-405
Persistent link: https://www.econbiz.de/10001247514
Saved in:
3
Implied volatility skews and stock return skewness and kurtosis implied by stock option prices
Corrado, Charles Joseph
- In:
The European journal of finance
3
(
1997
)
1
,
pp. 73-85
Persistent link: https://www.econbiz.de/10001219143
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4
What makes volatility smile? : an empirical investigation of implied volatility functions in Indian market
Inder, Shivani
;
Pasricha, J. S.
- In:
Business analyst : a refereed journal of Shri Ram …
36
(
2015
)
1
,
pp. 127-145
Persistent link: https://www.econbiz.de/10011533053
Saved in:
5
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:
6
Performance of Black-Scholes model with TSRV estimates
Singh, Shivam
;
Vipul
- In:
Managerial finance
41
(
2015
)
8
,
pp. 857-870
Persistent link: https://www.econbiz.de/10011336586
Saved in:
7
Pricing efficiency in CNX Nifty Index options using the Black-Scholes model : a comparative study of alternate volatility measures
Nandan, Tanuj
;
Agrawal, Puja
- In:
Margin: the journal of applied economic research
10
(
2016
)
2
,
pp. 281-304
Persistent link: https://www.econbiz.de/10011690833
Saved in:
8
An empirical test of market efficiency of Indian index options market using the Black-Scholes model and dynamic hedging strategy
Mohanti, Debaditya
;
Priyan, P. K.
- In:
Paradigm : the journal of Institute of Management Technology
18
(
2014
)
2
,
pp. 221-237
Persistent link: https://www.econbiz.de/10011760603
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9
Top executive pay in the United Kingdom : a corporate governance dilemma
McKnight, Phillip J.
;
Tomkins, Cyril R.
- In:
International journal of the economics of business
6
(
1999
)
2
,
pp. 223-243
Persistent link: https://www.econbiz.de/10001448476
Saved in:
10
Prognosemodelle und Handelsansätze für Implizite Volatilitäten
Sachtler, Michael
-
2004
Persistent link: https://www.econbiz.de/10002392690
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