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USA
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612,623
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21,507
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20,917
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20,070
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19,171
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18,796
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18,185
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18,111
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16,410
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16,164
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16,062
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15,788
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Neumark, David
310
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291
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250
Heckman, James J.
244
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234
Auerbach, Alan J.
227
Gupta, Rangan
226
Cutler, David M.
225
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215
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210
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207
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205
Krueger, Alan B.
205
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203
Mitchell, Olivia S.
202
Katz, Lawrence F.
196
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195
Goldin, Claudia
195
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193
Stulz, René M.
193
Kotlikoff, Laurence J.
192
Feldstein, Martin S.
191
Haltiwanger, John C.
189
Hanson, Gordon H.
189
Fairlie, Robert W.
183
Hamermesh, Daniel S.
176
Viscusi, W. Kip
172
Audretsch, David B.
171
Wise, David A.
170
Currie, Janet M.
167
Card, David E.
164
Slemrod, Joel
164
Gil-Alaña, Luis A.
163
Borjas, George J.
160
Acemoglu, Daron
159
Bloom, Nicholas
157
Chiswick, Barry R.
156
Gordon, Robert J.
153
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148
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99
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American journal of agricultural economics
1,542
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1,454
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1,375
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1,317
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1,206
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928
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American economic journal : a journal of the American Economic Association
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Business horizons
594
ILR review : the journal of work and policy
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USB Cologne (EcoSocSci)
17,996
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RePEc
1,219
OLC EcoSci
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BASE
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1
Chicago board options exchange
volatility
index CBOE
Mencía, Javier
;
Sentana, Enrique
-
2009
Persistent link: https://www.econbiz.de/10003914404
Saved in:
2
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
-
2010
Persistent link: https://www.econbiz.de/10003945578
Saved in:
3
Stock index
volatility
expectations implied by call options premia
Rindell, Krister
-
1989
Persistent link: https://www.econbiz.de/10000126342
Saved in:
4
Implied
volatility
in option prices and the lead-lag relation between stock and option prices
Boyle, Phelim P.
;
Park, Hun Y.
-
1994
Persistent link: https://www.econbiz.de/10000952926
Saved in:
5
Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and
volatility
forecasting
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 343-371
Persistent link: https://www.econbiz.de/10003354581
Saved in:
6
Volatility
and price information contained in selected agricultural futures options
Egelkraut, Thorsten Michael
-
2005
Persistent link: https://www.econbiz.de/10003380192
Saved in:
7
MCMC estimation of Lévy jump models using stock and option prices
Yu, Cindy L.
;
Li, Haitao
;
Wells, Martin T.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 383-422
Persistent link: https://www.econbiz.de/10009155205
Saved in:
8
Leverage and feedback effects on multifactor wishart stochastic
volatility
for option pricing
Asai, Manabu
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724148
Saved in:
9
Two processes for two prices
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
17
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010363955
Saved in:
10
The shape of option implied
volatility
: a study based on market net demand pressure
Mo, Tianyu
;
Zheng, Zhenlong
;
Lin, William
- In:
China finance review international
2
(
2012
)
1
,
pp. 27-52
Persistent link: https://www.econbiz.de/10009703233
Saved in:
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