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United States
Börsenkurs
52,023
Share price
50,488
Volatility
40,439
Volatilität
40,261
Theorie
22,215
Theory
21,734
Kapitaleinkommen
17,755
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17,714
Aktienmarkt
16,134
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15,954
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14,814
Optionspreistheorie
14,728
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14,482
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14,270
USA
11,149
Welt
7,006
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6,867
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6,866
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6,781
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6,322
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6,239
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5,885
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5,836
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5,574
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5,507
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5,464
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5,416
Wechselkurs
5,393
Behavioural finance
5,356
Portfolio-Management
5,335
Portfolio selection
5,299
Exchange rate
5,281
Optionsgeschäft
5,084
Option trading
4,875
Finanzmarkt
4,523
Financial market
4,435
Zeitreihenanalyse
4,361
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4,250
Risk
4,208
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Gupta, Rangan
76
Caporale, Guglielmo Maria
56
McAleer, Michael
50
Stulz, René M.
48
Engle, Robert F.
37
Bollerslev, Tim
36
Bahmani-Oskooee, Mohsen
35
Gil-Alaña, Luis A.
33
Madura, Jeff
31
Hautsch, Nikolaus
28
Pierdzioch, Christian
27
Wohar, Mark E.
27
Campbell, John Y.
26
Andersen, Torben
24
Miller, Stephen M.
24
Siklos, Pierre L.
23
Bali, Turan G.
22
Hammoudeh, Shawkat
22
Karolyi, G. Andrew
22
Schwert, George William
22
Whaley, Robert E.
22
Davis, Steven J.
21
Bekaert, Geert
20
Hess, Dieter
19
Stein, Jeremy C.
19
Veronesi, Pietro
19
Ang, Andrew
18
Bohl, Martin T.
18
Castelnuovo, Efrem
18
Fernández-Villaverde, Jesús
18
Lakonishok, Josef
18
Lettau, Martin
18
Moffitt, Robert A.
18
Brandt, Michael W.
17
Chang, Chia-Lin
17
Gompers, Paul A.
17
Guo, Hui
17
Hong, Harrison G.
17
Pástor, Ľuboš
17
Rubio-Ramírez, Juan Francisco
17
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National Bureau of Economic Research
55
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
15
Federal Reserve Bank of St. Louis
15
Rodney L. White Center for Financial Research
10
Federal Reserve Bank of New York
8
University of Chicago / Center for Research in Security Prices
7
Federal Reserve System / Division of Research and Statistics
6
New York Stock Exchange
6
The Wharton Financial Institutions Center
5
Centre for Analytical Finance <Århus>
4
Centre for Growth and Business Cycle Research <Manchester>
4
European University Institute / Department of Economics
4
Federal Reserve Bank of Cleveland
4
USA / Division of Market Regulation
4
USA / General Accounting Office
4
University of Canterbury / Dept. of Economics and Finance
4
American Finance Association
3
Birkbeck College / Department of Economics
3
Brown University / Department of Economics
3
Center for Economic Research <Tilburg>
3
Duff & Phelps Corp.
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Harvard Institute of Economic Research
3
Institute of Finance and Accounting <London>
3
Internationaler Währungsfonds / Research Department
3
Massachusetts Institute of Technology / Department of Economics
3
School of Finance and Business Economics <Perth, Western Australia>
3
University of British Columbia / Finance Division
3
Universität Mannheim
3
Verlag Dr. Kovač
3
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2
Christian-Albrechts-Universität zu Kiel
2
Edward Elgar Publishing
2
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2
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2
Institut für Weltwirtschaft
2
Institute for Research in the Behavioral, Economic, and Management Sciences
2
International Center for Financial Asset Management and Engineering
2
Karlsruher Institut für Technologie
2
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Working paper / National Bureau of Economic Research, Inc.
408
The journal of finance : the journal of the American Finance Association
381
The review of financial studies
275
The journal of futures markets
247
Journal of financial and quantitative analysis : JFQA
230
Journal of financial economics
199
Journal of banking & finance
156
Discussion paper / Centre for Economic Policy Research
139
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
128
Applied financial economics
115
Journal of economics and finance
83
The journal of business : B
81
International review of economics & finance : IREF
80
Quarterly journal of business and economics : QJBE
80
International review of financial analysis
79
Finance and economics discussion series
71
The journal of real estate finance and economics
71
Applied economics
67
Journal of empirical finance
65
Journal of economics & business
64
The North American journal of economics and finance : a journal of financial economics studies
64
Finance research letters
63
The financial review : the official publication of the Eastern Finance Association
62
Energy economics
61
Working paper
61
Review of quantitative finance and accounting
59
The American economic review
59
The journal of financial research
58
Economics letters
56
Applied economics letters
55
Global finance journal
55
NBER working paper series
55
The journal of derivatives : the official publication of the International Association of Financial Engineers
54
Journal of international financial markets, institutions & money
49
The review of economics and statistics
49
Journal of international money and finance
48
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
CESifo working papers
43
Economic modelling
41
Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
10,855
RePEc
5
EconStor
2
BASE
1
Showing
1
-
10
of
10,863
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The
volatility
edge in options trading : new technical strategies for investing in unstable markets
Augen, Jeff
-
2008
Persistent link: https://www.econbiz.de/10003479607
Saved in:
2
Market risk and model risk for a financial institution writing options
Green, Tracy Clifton
;
Figlewski, Stephen
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1465-1499
Persistent link: https://www.econbiz.de/10001395780
Saved in:
3
The effects of Central Bank intervention on the
volatility
of exchange rates : evidence from the options market
Ko, Jong-moon
- In:
The Korean economic review
11
(
1996
)
2
,
pp. 141-155
Persistent link: https://www.econbiz.de/10001250687
Saved in:
4
Testing momentum effectfor the US market : from equity to option strategies
Siri, Julián R.
;
Serur, Juan A.
;
Dapena, José P.
-
2017
Conventional financial theory considers ex-ante that risk, generally measured by the
volatility
, has to be …
Persistent link: https://www.econbiz.de/10011757486
Saved in:
5
Forecasting implied volatilities for options on index futures : time-series and cross-sectional analysis versus constant elasticity of variance (CEV) model
Tai, Tzu
;
Lee, Cheng F.
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 355-387)
.
2017
Persistent link: https://www.econbiz.de/10011603288
Saved in:
6
The lead-lag relation between spot and option markets and implied
volatility
in option prices
Boyle, Phelim P.
;
Byoun, Soku
;
Park, Hun Y.
- In:
Research in finance
19
(
2002
),
pp. 269-284
Persistent link: https://www.econbiz.de/10001717576
Saved in:
7
Does implied
volatility
imply
volatility
- in bonds?
Bertonazzi, Eric P.
;
Maloney, Michael T.
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 54-60
Persistent link: https://www.econbiz.de/10001706066
Saved in:
8
Implied
volatility
functions : a reprise
Rosenberg, Joshua V.
-
1999
Persistent link: https://www.econbiz.de/10001447936
Saved in:
9
The risks and rewards of selling
volatility
Nandi, Saikat
;
Waggoner, Daniel
- In:
Economic review
86
(
2001
)
1
,
pp. 31-39
Persistent link: https://www.econbiz.de/10001581207
Saved in:
10
Implied
volatility
functions : a reprise
Rosenberg, Joshua V.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 51-64
Persistent link: https://www.econbiz.de/10001497758
Saved in:
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