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Testing the Implied Volatility...
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Schätzung
Bank
65,122
Schweden
42,653
Volatility
40,916
Volatilität
40,648
Theorie
32,077
Theory
31,443
Sweden
26,563
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20,253
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15,123
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Option pricing theory
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Derivat
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Derivative
13,923
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Deutschland
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Welt
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World
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Germany
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Bank lending
8,198
Geldpolitik
7,841
EU-Staaten
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Monetary policy
7,243
ARCH-Modell
6,778
ARCH model
6,696
Aktienmarkt
6,665
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McAleer, Michael
91
Gupta, Rangan
88
Caporale, Guglielmo Maria
77
Buch, Claudia M.
73
Pierdzioch, Christian
61
Bollerslev, Tim
49
Härdle, Wolfgang
48
Hautsch, Nikolaus
47
Koopman, Siem Jan
47
Holmlund, Bertil
46
Belke, Ansgar
42
Todorov, Viktor
40
Gil-Alaña, Luis A.
38
Bahmani-Oskooee, Mohsen
36
Engle, Robert F.
36
Herwartz, Helmut
35
Levine, Ross
35
Döpke, Jörg
34
Lindahl, Mikael
32
Bandick, Roger
31
Asai, Manabu
30
Bouri, Elie
30
Diebold, Francis X.
29
Koetter, Michael
29
Kim, Don H.
28
Palme, Mårten
28
Caporin, Massimiliano
27
Wohar, Mark E.
27
Craig, Ben R.
26
Ma, Feng
26
Memmel, Christoph
26
Mumtaz, Haroon
26
Chang, Chia-Lin
25
Xuan Vinh Vo
24
Alexius, Annika
23
Allen, David E.
23
Upper, Christian
23
Andersen, Torben
22
Audrino, Francesco
22
Cheung, Yin-Wong
22
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
24
Institut für Weltwirtschaft
12
Forschungsinstitut zur Zukunft der Arbeit
11
Federal Reserve Bank of St. Louis
7
Umeå universitet
7
Institute of Finance and Accounting <London>
6
Springer Fachmedien Wiesbaden
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Umeå Universitet / Institutionen för Nationalekonomi
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University of Canterbury / Dept. of Economics and Finance
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Federal Reserve Bank of Cleveland
5
Goethe-Universität Frankfurt am Main
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Institute of European Finance <Bangor, Gwynedd>
5
Nationalekonomiska Institutionen <Lund>
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Chambre de commerce et d'industrie de Paris
4
Nationalekonomiska Institutionen <Göteborg>
4
Rodney L. White Center for Financial Research
4
Verlag Dr. Kovač
4
Bonn Graduate School of Economics
3
Centre for Analytical Finance <Århus>
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Centre for Economic Policy Research
3
European University Institute / Department of Economics
3
Federal Reserve System / Division of Research and Statistics
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Institutionen för Skogsekonomi <Ume°a>
3
Kansantaloustieteen Laitos <Tampere>
3
University of Exeter / Department of Economics
3
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
3
Australian National University / Faculty of Economics and Commerce
2
Banque de France / Direction des Etudes Economiques et de la Recherche
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Centre for Quantitative Economics & Computing
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Federal Reserve Bank of San Francisco
2
Georgetown University / Economics Department
2
Helmut-Schmidt-Universität
2
Ifo Institut
2
Internationaler Währungsfonds / Research Department
2
Queen Mary College / Department of Economics
2
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Applied economics
185
Journal of banking & finance
185
Working paper / National Bureau of Economic Research, Inc.
178
Finance research letters
174
NBER working paper series
163
Energy economics
159
International review of economics & finance : IREF
159
Economic modelling
150
Applied financial economics
143
NBER Working Paper
141
Discussion paper / Centre for Economic Policy Research
138
International review of financial analysis
135
Applied economics letters
132
Working paper
131
Journal of econometrics
115
Journal of international money and finance
115
The North American journal of economics and finance : a journal of financial economics studies
115
Journal of empirical finance
107
CESifo working papers
106
The journal of futures markets
103
Journal of international financial markets, institutions & money
102
Research in international business and finance
98
Discussion paper series / IZA
86
Economics letters
83
International journal of finance & economics : IJFE
80
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Discussion paper / Tinbergen Institute
79
Journal of financial economics
77
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
75
The European journal of finance
71
Discussion paper
69
Journal of risk and financial management : JRFM
69
International journal of forecasting
59
Finance and economics discussion series
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
58
Journal of economic dynamics & control
56
Discussion paper / Deutsche Bundesbank
54
Working Paper
53
The journal of finance : the journal of the American Finance Association
51
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ECONIS (ZBW)
15,116
EconStor
468
USB Cologne (EcoSocSci)
7
USB Cologne (business full texts)
2
OLC EcoSci
1
RePEc
1
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1
Arbitrage-free valuation of bilateral counterparty risk for interest-rate products : impact of volatilities and correlations
Brigo, Damiano
;
Pallavicini, Andrea
;
Papatheodorou, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 773-802
Persistent link: https://www.econbiz.de/10009381011
Saved in:
2
Arbitragefreie Bewertung von Zinsderivaten
Heitmann, Frank
-
1997
Persistent link: https://www.econbiz.de/10000959293
Saved in:
3
Forecasting
swap
rate
volatility
with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
-
2023
Persistent link: https://www.econbiz.de/10013502696
Saved in:
4
Die Bewertung von Zinsoptionen
Walter, Ulrich
-
1996
Persistent link: https://www.econbiz.de/10000560789
Saved in:
5
Stock price default boundary : a Black-Cox model approach
Shi, Yunkun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
Saved in:
6
Estimating the term structure of interest rates and pricing of interest rate derivatives
Meier, Iwan
-
2000
Persistent link: https://www.econbiz.de/10001547188
Saved in:
7
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
8
Volatility
indices and implied uncertainty measures of European government bond futures
Baran, Jaroslav
;
Voříšek, Jan
-
2020
Persistent link: https://www.econbiz.de/10013384851
Saved in:
9
volatility
index
Asensio, Ivan Oscar
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 619-638
Persistent link: https://www.econbiz.de/10012194910
Saved in:
10
Volatility
level dependence and linear-rational term structure models
Backwell, Alex
;
Ramnarayan, Kalind
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
13
,
pp. 3622-3638
Persistent link: https://www.econbiz.de/10013462321
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