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Schätzung
Theorie
20,569
Theory
20,310
CAPM
19,030
Optionspreistheorie
14,815
Option pricing theory
14,356
Hedging
10,231
Markov chain
7,877
Markov-Kette
7,584
Portfolio-Management
7,234
Volatilität
7,218
Portfolio selection
7,196
Volatility
7,144
Kapitaleinkommen
6,545
Capital income
6,529
Estimation
5,699
Börsenkurs
5,206
Share price
5,174
Optionsgeschäft
5,131
Option trading
4,922
Derivat
4,782
Derivative
4,777
Stochastischer Prozess
4,684
Stochastic process
4,624
USA
4,076
United States
4,006
Risikoprämie
3,724
Risk premium
3,715
Risk
3,577
Risiko
3,562
Aktienmarkt
2,494
Stock market
2,448
Risikomanagement
2,107
Risk management
2,056
Prognoseverfahren
1,964
Forecasting model
1,950
Zinsstruktur
1,900
Yield curve
1,880
Welt
1,824
World
1,808
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Free
1,896
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1,719
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3,417
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2,332
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3,278
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3,278
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1,101
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1,043
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265
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214
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129
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129
Collection of articles written by one author
45
Sammlung
45
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22
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14
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12
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12
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11
Sammelwerk
11
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7
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4
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4
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3
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3
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3
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3
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1
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1
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1
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1
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5,568
German
160
French
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8
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Zaremba, Adam
49
Todorov, Viktor
34
Engle, Robert F.
24
Gupta, Rangan
24
Bollerslev, Tim
17
Damodaran, Aswath
17
Guidolin, Massimo
17
Härdle, Wolfgang
17
McAleer, Michael
17
Bali, Turan G.
16
Cakici, Nusret
16
Faff, Robert W.
16
Ghysels, Eric
16
Hodrick, Robert J.
16
Jagannathan, Ravi
16
Rosenberg, Joshua V.
16
Kelly, Bryan T.
15
Korn, Olaf
15
Prokopczuk, Marcel
15
Sehgal, Sanjay
15
Caporale, Guglielmo Maria
14
Casarin, Roberto
14
Guérin, Pierre
14
Ang, Andrew
13
Guo, Hui
13
Jacobs, Kris
13
Kaufmann, Sylvia
13
Mensi, Walid
13
Nitschka, Thomas
13
Salvador, Enrique
13
Bos, Charles S.
12
Chauvet, Marcelle
12
Hammoudeh, Shawkat
12
Hansen, Lars Peter
12
Hollstein, Fabian
12
Lo, Andrew W.
12
Tauchen, George Eugene
12
Vuolteenaho, Tuomo
12
Balcilar, Mehmet
11
Bekaert, Geert
11
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National Bureau of Economic Research
54
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Federal Reserve Bank of St. Louis
7
Springer Fachmedien Wiesbaden
4
Federal Reserve Bank of Cleveland
3
Forschungsinstitut zur Zukunft der Arbeit
3
Institute of Finance and Accounting <London>
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Verlag Dr. Kovač
3
Centre for Analytical Finance <Århus>
2
Centre for Economic Policy Research
2
Chambre de commerce et d'industrie de Paris
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Eric Cuvillier <Firma>
2
Federal Reserve Bank of New York
2
Goethe-Universität Frankfurt am Main
2
Nationalekonomiska Institutionen <Lund>
2
Shaker Verlag
2
The Wharton Financial Institutions Center
2
University of Chicago / Center for Research in Security Prices
2
University of Hong Kong / School of Economics and Finance
2
Universität Hannover / Wirtschaftswissenschaftliche Fakultät
2
École des Hautes Études Commerciales <Lausanne>
2
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Business Information Centre <Toronto>
1
Christian-Albrechts-Universität zu Kiel
1
Cornell University / Department of Agricultural, Resource and Managerial Economics
1
ESCP-EAP European School of Management
1
Erasmus Research Institute of Management
1
European University Institute / Department of Law
1
Federal Reserve Bank of Kansas City / Research Division
1
Forschungsstelle für Internationales Management
1
Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Harvard Institute of Economic Research
1
Helmut-Schmidt-Universität
1
Institut for Finansiering <Frederiksberg>
1
Institut für Höhere Studien
1
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Published in...
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Journal of financial economics
92
Journal of banking & finance
84
Finance research letters
83
Journal of empirical finance
76
Applied economics
74
International review of financial analysis
70
International review of economics & finance : IREF
69
Journal of econometrics
68
The journal of futures markets
68
Working paper / National Bureau of Economic Research, Inc.
63
Economic modelling
62
NBER working paper series
52
The North American journal of economics and finance : a journal of financial economics studies
50
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
Energy economics
46
The journal of finance : the journal of the American Finance Association
44
Journal of international financial markets, institutions & money
42
Working paper
42
Applied financial economics
37
NBER Working Paper
37
Pacific-Basin finance journal
37
The European journal of finance
37
Applied economics letters
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Journal of economic dynamics & control
32
Journal of international money and finance
32
Research in international business and finance
32
Journal of financial and quantitative analysis : JFQA
31
Journal of risk and financial management : JRFM
31
Management science : journal of the Institute for Operations Research and the Management Sciences
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Economics letters
30
Review of quantitative finance and accounting
30
Discussion paper / Centre for Economic Policy Research
29
International journal of finance & economics : IJFE
28
Discussion paper / Tinbergen Institute
27
Research paper series / Swiss Finance Institute
27
Quantitative finance
25
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
The review of financial studies
24
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ECONIS (ZBW)
5,688
EconStor
59
USB Cologne (business full texts)
1
USB Cologne (EcoSocSci)
1
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date (oldest first)
1
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
2
A time-varying jump tail risk measure using high-frequency options data
Ubukata, Masato
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2633-2653
Persistent link: https://www.econbiz.de/10013440507
Saved in:
3
Empirical study of Nikkei 225 options with the Markov switching GARCH model
Satoyoshi, Kiyotaka
;
Mitsui, Hidetoshi
- In:
Asia-Pacific financial markets
18
(
2011
)
1
,
pp. 55-68
Persistent link: https://www.econbiz.de/10009237749
Saved in:
4
Regime-switching stochastic volatility model : estimation and calibration to VIX options
Goutte, Stéphane
;
Ismail, Amine
;
Pham, Huyên
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 38-75
Persistent link: https://www.econbiz.de/10011746993
Saved in:
5
Hedging
strategy comparisons of volatility index options using diffusion models
Lin, Jun-Biao
- In:
The international journal of business and finance …
9
(
2015
)
3
,
pp. 59-69
Persistent link: https://www.econbiz.de/10011285427
Saved in:
6
Model risk and option
hedging
Giannetti, Antoine
;
Clark, John M.
;
Anderson, Randy I.
- In:
The quarterly review of economics and finance : journal …
44
(
2004
)
5
,
pp. 659-677
Persistent link: https://www.econbiz.de/10002468179
Saved in:
7
Hedging
Strategy Comparisons of Volatility Index Options Using Diffusion Models
Lin, Jun-Biao
-
2016
different
hedging
strategies based on different diffusion models …
Persistent link: https://www.econbiz.de/10013003759
Saved in:
8
Robust
hedging
performance and volatility risk in option markets : application to Standard and Poor's 500 and Taiwan index options
Han, Chuan-Hsiang
;
Chang, Chien-Hung
;
Kuo, Chii-Shyan
; …
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 160-173
Persistent link: https://www.econbiz.de/10011573571
Saved in:
9
The term structure of option-implied volatility and future realized volatility
Shi, Yukun
;
Zhang, Hao
;
Xu, Yaofei
;
Zhao, Yang
- In:
Emerging markets, finance & trade : a journal of the …
55
(
2019
)
13
,
pp. 2997-3022
Persistent link: https://www.econbiz.de/10012211068
Saved in:
10
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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