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Schätzung
Volatility
41,071
Volatilität
40,802
Optionspreistheorie
14,841
Option pricing theory
14,380
Theorie
13,681
Theory
13,325
Börsenkurs
9,921
Share price
9,776
Estimation
8,874
Kapitaleinkommen
7,422
Capital income
7,394
ARCH-Modell
6,616
ARCH model
6,544
Aktienmarkt
6,004
Stock market
5,941
Stochastischer Prozess
5,374
Stochastic process
5,279
Optionsgeschäft
5,145
USA
5,087
Welt
5,042
World
4,943
United States
4,937
Option trading
4,936
Wechselkurs
4,715
Exchange rate
4,622
Prognoseverfahren
4,011
Forecasting model
3,959
Derivat
3,589
Derivative
3,578
Zeitreihenanalyse
3,332
Portfolio-Management
3,306
Portfolio selection
3,279
Time series analysis
3,250
Risk
3,148
Risiko
3,102
volatility
2,657
CAPM
2,483
Finanzmarkt
2,481
Financial market
2,416
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All
Free
3,301
Undetermined
2,884
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All
Article
5,390
Book / Working Paper
3,681
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All
Article in journal
5,170
Aufsatz in Zeitschrift
5,170
Working Paper
1,949
Graue Literatur
1,839
Non-commercial literature
1,839
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1,756
Hochschulschrift
238
Aufsatz im Buch
213
Book section
213
Thesis
189
Collection of articles written by one author
48
Sammlung
48
Conference paper
29
Konferenzbeitrag
29
Bibliografie enthalten
25
Bibliography included
25
Collection of articles of several authors
14
Sammelwerk
14
Aufsatzsammlung
9
Konferenzschrift
7
Systematic review
7
Übersichtsarbeit
7
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5
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4
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3
Amtsdruckschrift
2
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2
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2
Fallstudie
2
Government document
2
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2
Advisory report
1
Bibliografie
1
CD-ROM, DVD
1
Gutachten
1
Mikroform
1
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1
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1
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1
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English
8,893
German
161
French
10
Spanish
5
Italian
3
Undetermined
2
Norwegian
1
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Author
All
McAleer, Michael
90
Gupta, Rangan
85
Pierdzioch, Christian
61
Caporale, Guglielmo Maria
58
Bollerslev, Tim
50
Hautsch, Nikolaus
43
Todorov, Viktor
41
Härdle, Wolfgang
39
Belke, Ansgar
35
Engle, Robert F.
34
Bahmani-Oskooee, Mohsen
33
Asai, Manabu
30
Döpke, Jörg
30
Bouri, Elie
29
Buch, Claudia M.
29
Gil-Alaña, Luis A.
27
Caporin, Massimiliano
26
Ma, Feng
26
Chang, Chia-Lin
25
Herwartz, Helmut
25
Koopman, Siem Jan
25
Wohar, Mark E.
25
Andersen, Torben
22
Cheung, Yin-Wong
21
Kumar, Dilip
21
Mumtaz, Haroon
21
Rodriguez, Gabriel
21
Xuan Vinh Vo
21
Allen, David E.
20
Balcilar, Mehmet
20
Mittnik, Stefan
20
Chan, Joshua
19
Hafner, Christian M.
19
Spagnolo, Nicola
19
Aghion, Philippe
18
Diebold, Francis X.
18
Lettau, Martin
18
Mensi, Walid
18
Tiwari, Aviral Kumar
18
Bali, Turan G.
17
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National Bureau of Economic Research
84
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Institut für Weltwirtschaft
6
University of Canterbury / Dept. of Economics and Finance
6
Centre for Analytical Finance <Århus>
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Federal Reserve Bank of Cleveland
3
Forschungsinstitut zur Zukunft der Arbeit
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Kansantaloustieteen Laitos <Tampere>
3
Australian National University / Faculty of Economics and Commerce
2
Centre for Quantitative Economics & Computing
2
Chambre de commerce et d'industrie de Paris
2
European University Institute / Department of Economics
2
Federal Reserve Bank of St. Louis
2
Goethe-Universität Frankfurt am Main
2
Institute of European Finance <Bangor, Gwynedd>
2
Internationaler Währungsfonds / Research Department
2
Rodney L. White Center for Financial Research
2
Springer Fachmedien Wiesbaden
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Verlag Dr. Kovač
2
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
2
American Enterprise Institute for Public Policy Research
1
Berliner Handels- und Frankfurter Bank
1
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Boston College / Department of Economics
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
1
Centre for Economic Policy Research
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Deutsches Institut für Wirtschaftsforschung
1
ESCP-EAP European School of Management
1
Economic Research Forum for the Arab Countries, Iran and Turkey
1
Eric Cuvillier <Firma>
1
Federal Reserve Bank of New York
1
Federal Reserve System / Division of Research and Statistics
1
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Published in...
All
Energy economics
154
Finance research letters
137
Applied economics
131
International review of economics & finance : IREF
120
Economic modelling
116
International review of financial analysis
108
Journal of econometrics
108
The North American journal of economics and finance : a journal of financial economics studies
97
Journal of banking & finance
90
Journal of empirical finance
86
Working paper / National Bureau of Economic Research, Inc.
86
The journal of futures markets
84
NBER working paper series
81
Working paper
81
Applied economics letters
79
Applied financial economics
78
Research in international business and finance
74
Journal of international money and finance
72
NBER Working Paper
72
Journal of international financial markets, institutions & money
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Economics letters
64
Discussion paper / Tinbergen Institute
61
CESifo working papers
55
Journal of risk and financial management : JRFM
55
Discussion paper / Centre for Economic Policy Research
51
The European journal of finance
49
International journal of finance & economics : IJFE
48
International journal of forecasting
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
44
Journal of financial economics
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
International Journal of Energy Economics and Policy : IJEEP
39
Pacific-Basin finance journal
37
Quantitative finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
35
Journal of economic dynamics & control
34
International journal of economics and finance
32
SFB 649 discussion paper
32
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Source
All
ECONIS (ZBW)
8,865
EconStor
199
USB Cologne (EcoSocSci)
5
USB Cologne (business full texts)
1
OLC EcoSci
1
Showing
1
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10
of
9,071
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date (oldest first)
1
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:
2
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
3
Price discovery in the
volatility
index option market : a univariate GARCH approach
Venter, Pierre J
;
Maré, E.
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494881
Saved in:
4
The cumulant risk premium
Kyle, Albert S.
;
Todorov, Karamfil
-
2023
Persistent link: https://www.econbiz.de/10014414346
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
Does options improve the information absorption? : evidence from the introduction of weekly index options
Jain, Prachi
;
Kotha, Kiran Kumar
- In:
International review of finance : the official journal …
22
(
2022
)
4
,
pp. 770-776
Persistent link: https://www.econbiz.de/10013472716
Saved in:
7
An empirical testing of Black-Scholes option pricing model : a study of option moneyness (at-the-money)
Rinky
;
Singh, Shakti
- In:
International Journal of Financial Markets and …
9
(
2023
)
3
,
pp. 208-229
Persistent link: https://www.econbiz.de/10015064444
Saved in:
8
Variance risk premiums and aging firms
Neururer, Thaddeus
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014581299
Saved in:
9
Volatility
and price information contained in selected agricultural futures options
Egelkraut, Thorsten Michael
-
2005
Persistent link: https://www.econbiz.de/10003380192
Saved in:
10
Estimating probability distributions of future asset prices : empirical transformations from option-implied risk-neutral to real-world density functions
Vincent-Humphreys, Rupert de
;
Noss, Joseph
-
2012
Persistent link: https://www.econbiz.de/10009559811
Saved in:
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