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Why do we smile? : On the dete...
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Share price
Volatility
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40,811
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Germany
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Derivat
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3,505
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3,473
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Gupta, Rangan
104
Caporale, Guglielmo Maria
58
McAleer, Michael
54
Ma, Feng
39
Bollerslev, Tim
37
Bouri, Elie
37
Ryu, Doojin
34
Bloom, Nicholas
33
Spagnolo, Nicola
32
Hautsch, Nikolaus
31
Lux, Thomas
29
Pierdzioch, Christian
29
Todorov, Viktor
27
Salisu, Afees A.
25
Wohar, Mark E.
25
Corbet, Shaen
24
Härdle, Wolfgang
24
Lettau, Martin
24
Bansal, Ravi
23
Stulz, René M.
23
Andersen, Torben
22
Bekaert, Geert
22
Demirer, Rıza
22
Gil-Alaña, Luis A.
22
Molnár, Peter
21
Zaremba, Adam
21
Ang, Andrew
20
Chiang, Thomas C.
20
Christiansen, Charlotte
20
Davis, Steven J.
20
Kang, Wensheng
20
Campbell, John Y.
19
Hale, Galina
19
Jiang, George J.
19
Narayan, Paresh Kumar
19
Ratti, Ronald A.
19
Tauchen, George Eugene
19
Tong, Hui
19
Balcilar, Mehmet
18
Kang, Sang Hoon
18
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National Bureau of Economic Research
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OECD
6
New York Stock Exchange
4
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3
Center for Economic Research <Tilburg>
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Ekonomiska forskningsinstitutet <Stockholm>
3
Institut für Weltwirtschaft
3
Kansantaloustieteen Laitos <Tampere>
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
University of Canterbury / Dept. of Economics and Finance
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Bolsa de Comercio <Santiago de Chile>
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Centre for Economic Policy Research
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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International Stock Exchange of the United Kingdom and the Republic of Ireland <London>
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Internationaler Währungsfonds / Research Department
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University of Otago / Department of Finance and Quantitative Analysis
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Arbeitsgemeinschaft der Deutschen Wertpapierbörsen
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Australian National University / Faculty of Economics and Commerce
1
Australian Stock Exchange indices
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Berliner Bank <1950->
1
Bombay Stock Exchange Limited
1
Bonn Graduate School of Economics
1
Brown University / Department of Economics
1
CFA Institute <Charlottesville, Va.> / Research Foundation
1
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Finance research letters
230
International review of financial analysis
150
NBER working paper series
141
Energy economics
139
Working paper / National Bureau of Economic Research, Inc.
127
International review of economics & finance : IREF
124
The North American journal of economics and finance : a journal of financial economics studies
122
Journal of banking & finance
118
Applied economics
113
Research in international business and finance
103
Applied economics letters
102
Economic modelling
99
NBER Working Paper
98
Journal of empirical finance
96
Journal of financial economics
94
Journal of international financial markets, institutions & money
93
Pacific-Basin finance journal
90
The journal of futures markets
80
Journal of risk and financial management : JRFM
77
Journal of econometrics
72
Applied financial economics
71
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
68
International Journal of Energy Economics and Policy : IJEEP
66
The journal of finance : the journal of the American Finance Association
61
Journal of financial markets
57
The European journal of finance
57
Cogent economics & finance
55
Finance India : the quarterly journal of Indian Institute of Finance
55
International journal of economics and financial issues : IJEFI
55
Discussion paper / Centre for Economic Policy Research
53
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53
The review of financial studies
50
Economics letters
48
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
48
International journal of economics and finance
47
Research paper series / Swiss Finance Institute
47
Review of quantitative finance and accounting
44
CESifo working papers
43
Investment management and financial innovations
42
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
11,553
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1
Volatility
and the pricing kernel
Schreindorfer, David
;
Sichert, Tobias
-
2022
-
This draft: January 31, 2022
Persistent link: https://www.econbiz.de/10012816005
Saved in:
2
The information content of alternate implied
volatility
models : case of Indian markets
Kumar, A. Vinay
;
Jaiswal, Shikha
- In:
Journal of emerging market finance
12
(
2013
)
3
,
pp. 293-321
Persistent link: https://www.econbiz.de/10010360587
Saved in:
3
The information content of option-based forecasts of
volatility
: evidence from the Italian stock market
Muzzioli, Silvia
- In:
The quarterly journal of finance
3
(
2013
)
1
,
pp. 13500051-135000546
Persistent link: https://www.econbiz.de/10010198265
Saved in:
4
Options on troubled stock
Câmara, António
;
Popova, Ivilina
;
Simkins, Betty J.
- In:
The journal of futures markets
34
(
2014
)
7
,
pp. 637-657
Persistent link: https://www.econbiz.de/10010507943
Saved in:
5
Zum Hedging europäischer Aktienoptionen bei stochastischen Volatilitäten
Holtrode, Rainer
-
2000
Persistent link: https://www.econbiz.de/10001498200
Saved in:
6
Smiles, skews, implied distributions and market expectations from option prices : the case of American equity options
Allen, Aidan
;
Alles, Lakshman
-
2000
Persistent link: https://www.econbiz.de/10001509334
Saved in:
7
Option pricing using subordinated and infinitely divisible return processes : an empirical analysis of the German DAX-index options market
Rieken, Sascha
-
1999
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001440110
Saved in:
8
Optionspreise und implizite Kursprozesse
Wallmeier, Martin
- In:
Finanzwirtschaft, Kapitalmarkt und Banken : Festschrift …
,
(pp. 331-346)
.
2003
Persistent link: https://www.econbiz.de/10001736363
Saved in:
9
The continuous limit of weak GARCH
Alexander, Carol
;
Lazar, Emese
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 197-216
Persistent link: https://www.econbiz.de/10012483807
Saved in:
10
Cash mergers and the
volatility
smile
Bester, C. Alan
;
Martinez, Victor H.
;
Rosu, Ioanid
-
2018
variables used in the merger literature. As predicted by the model, a graph of the target firm's implied
volatility
against the …
Persistent link: https://www.econbiz.de/10011951308
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