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USA
Volatility
40,903
Volatilität
40,635
Optionspreistheorie
14,803
Option pricing theory
14,344
Theorie
13,481
Theory
13,119
Börsenkurs
9,714
Share price
9,570
Schätzung
8,999
Estimation
8,807
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7,318
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7,291
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6,576
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6,505
Aktienmarkt
5,915
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5,851
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5,380
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5,282
Welt
4,950
World
4,852
Wechselkurs
4,686
United States
4,675
Exchange rate
4,591
Prognoseverfahren
3,993
Forecasting model
3,939
Optionsgeschäft
3,393
Option trading
3,369
Derivat
3,318
Zeitreihenanalyse
3,317
Derivative
3,310
Time series analysis
3,234
Portfolio-Management
3,172
Portfolio selection
3,144
Risk
3,076
Risiko
3,033
volatility
2,646
CAPM
2,458
Finanzmarkt
2,424
Ölpreis
2,387
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1,234
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1
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Gupta, Rangan
51
McAleer, Michael
50
Bahmani-Oskooee, Mohsen
33
Bollerslev, Tim
31
Hautsch, Nikolaus
24
Andersen, Torben
23
Caporale, Guglielmo Maria
21
Engle, Robert F.
20
Bali, Turan G.
18
Chang, Chia-Lin
18
Davis, Steven J.
18
Moffitt, Robert A.
18
Castelnuovo, Efrem
17
Hammoudeh, Shawkat
17
Pierdzioch, Christian
17
Asai, Manabu
16
Diebold, Francis X.
16
Fernández-Villaverde, Jesús
15
Ang, Andrew
14
Bekaert, Geert
14
Bouri, Elie
14
Hegerty, Scott W.
14
Bartram, Söhnke M.
13
Fleming, Jeff
13
Stulz, René M.
13
Wohar, Mark E.
13
Caggiano, Giovanni
12
Ghysels, Eric
12
Gil-Alaña, Luis A.
12
Guerrón-Quintana, Pablo A.
12
Guo, Hui
12
Härdle, Wolfgang
12
Jaimovich, Nir
12
Jiang, George J.
12
Lanne, Markku
12
Malik, Farooq
12
Mittnik, Stefan
12
Smith, James P.
12
Beine, Michel
11
Belke, Ansgar
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National Bureau of Economic Research
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Federal Reserve Bank of St. Louis
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
Federal Reserve Bank of New York
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Centre for Analytical Finance <Århus>
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Centre for Growth and Business Cycle Research <Manchester>
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European University Institute / Department of Economics
4
Federal Reserve Bank of Cleveland
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University of Canterbury / Dept. of Economics and Finance
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Federal Reserve System / Division of Research and Statistics
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New York Stock Exchange
3
Rodney L. White Center for Financial Research
3
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Federal Reserve Bank of San Francisco
2
Federal Reserve System / Board of Governors
2
Internationaler Währungsfonds / Research Department
2
Massachusetts Institute of Technology / Department of Economics
2
School of Accounting, Economics and Finance <Geelong>
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
2
Transportation, Water, and Telecommunications Department, The World Bank
2
USA / General Accounting Office
2
Weltbank
2
American Finance Association
1
Birkbeck College / Department of Economics
1
Boston College / Department of Economics
1
Brussels European and Global Economic Laboratory
1
Business Information Centre <Toronto>
1
Center for International Development <Cambridge, Mass.>
1
Chambre de commerce et d'industrie de Paris
1
Columbia University / Center on Global Energy Policy
1
Columbia University / Department of Economics
1
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Ekonomiska forskningsinstitutet <Stockholm>
1
Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
Federal Reserve Bank of Chicago
1
Financial Options Research Centre
1
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Working paper / National Bureau of Economic Research, Inc.
187
The journal of futures markets
158
The review of financial studies
101
The journal of finance : the journal of the American Finance Association
72
Discussion paper / Centre for Economic Policy Research
71
Journal of banking & finance
70
Journal of financial and quantitative analysis : JFQA
60
Applied financial economics
50
Energy economics
47
The journal of derivatives : the official publication of the International Association of Financial Engineers
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
Working paper
44
The North American journal of economics and finance : a journal of financial economics studies
42
Journal of financial economics
41
Journal of empirical finance
40
International review of financial analysis
38
International review of economics & finance : IREF
37
Finance and economics discussion series
36
Applied economics
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Journal of international money and finance
31
The review of economics and statistics
31
Finance research letters
30
Journal of international financial markets, institutions & money
30
The journal of real estate finance and economics
30
Economic modelling
28
Journal of money, credit and banking : JMCB
28
Economics letters
27
Journal of econometrics
25
Journal of economics & business
25
Global finance journal
24
The American economic review
24
The journal of fixed income
24
Econometric Institute research papers
23
NBER working paper series
23
Applied economics letters
22
Staff reports / Federal Reserve Bank of New York
22
International finance discussion papers
21
Journal of economics and finance
21
Real estate economics : journal of the American Real Estate and Urban Economics Association
20
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Source
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ECONIS (ZBW)
4,678
EconStor
133
USB Cologne (EcoSocSci)
4
RePEc
3
OLC EcoSci
1
Showing
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1
Spanning tests for options using principal components methods
Hansen, Charlotte S.
;
Tuypens, Bjorn E.
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 739-746
Persistent link: https://www.econbiz.de/10003491227
Saved in:
2
The Black-Scholes currency option pricing model : evidence for unbiasedness from three currencies against the US dollar
Azar, Samih Antoine
;
Tortian, Annie
- In:
International journal of economics and finance
5
(
2013
)
8
,
pp. 54-64
Persistent link: https://www.econbiz.de/10009787194
Saved in:
3
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:
4
Pricing American options when the underlying asset follows GARCH processes
Stentoft, Lars
- In:
Journal of empirical finance
12
(
2005
)
4
,
pp. 576-611
Persistent link: https://www.econbiz.de/10003144806
Saved in:
5
An empirical test of the Hull-White option pricing model
Corrado, Charles Joseph
- In:
The journal of futures markets
18
(
1998
)
4
,
pp. 363-378
Persistent link: https://www.econbiz.de/10001242646
Saved in:
6
Path-dependent option valuation when the underlying path is discontinuous
Zhou, Chunsheng
-
1997
Persistent link: https://www.econbiz.de/10000633272
Saved in:
7
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
8
A moments and strike matching binominal algorithm for pricing American put options
Jourdain, Benjamin
;
Zanette, Antonino
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10003771585
Saved in:
9
Comparison of two methods for superreplication
Ekström, Erik
;
Tysk, Johan
- In:
Applied mathematical finance
19
(
2012
)
1/2
,
pp. 181-193
Persistent link: https://www.econbiz.de/10009561234
Saved in:
10
Optimal options pricing and trading : a new theory
Alghalith, Moawia
- In:
Journal of derivatives & hedge funds
17
(
2011
)
3
,
pp. 181-185
Persistent link: https://www.econbiz.de/10009385337
Saved in:
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