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Volatilität
Australien
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Ryu, Doojin
15
McAleer, Michael
14
Worthington, Andrew Charles
14
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14
Higgs, Helen
12
Todorov, Viktor
12
Allen, David E.
11
Gannon, Gerard L.
11
Kim, Suk-Joong
11
Guirguis, Michel
10
McKenzie, Michael D.
10
Smales, Lee A.
10
Carr, Peter
9
Fodor, Andy
9
Wang, Xingchun
9
Frino, Alex
8
Giglio, Stefano
8
Kelly, Bryan T.
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8
Bhattacharyya, Sambit
7
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7
Mensi, Walid
7
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Yang, Heejin
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6
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Andersen, Torben
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Ben-David, Itzhak
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Australian National University / Faculty of Economics and Commerce
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Banco Central do Brasil
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Berliner Wissenschafts-Verlag
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Business Information Centre <Toronto>
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Centre for Analytical Finance <Århus>
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Centre for International Economic Studies
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Chambre de commerce et d'industrie de Paris
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Federal Reserve Bank of St. Louis
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FernUniversität in Hagen
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1
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1
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The journal of futures markets
76
Journal of banking & finance
49
International review of financial analysis
37
International journal of theoretical and applied finance
36
Finance research letters
32
Applied mathematical finance
26
Energy economics
25
Review of derivatives research
25
Quantitative finance
23
Applied economics
21
Applied financial economics
21
Pacific-Basin finance journal
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
International review of economics & finance : IREF
18
Journal of financial economics
16
Journal of international financial markets, institutions & money
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Research in international business and finance
16
Journal of financial markets
15
The North American journal of economics and finance : a journal of financial economics studies
15
Working paper / National Bureau of Economic Research, Inc.
15
Journal of econometrics
14
NBER working paper series
14
International journal of financial engineering
13
Research paper series / Swiss Finance Institute
13
The journal of computational finance
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Journal of risk and financial management : JRFM
12
NBER Working Paper
12
Review of Pacific Basin financial markets and policies
12
Review of quantitative finance and accounting
12
Computational economics
11
Global finance journal
11
Journal of economic dynamics & control
11
Applied economics letters
10
Discussion paper / Tinbergen Institute
10
Economic modelling
10
European journal of operational research : EJOR
10
The European journal of finance
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ECONIS (ZBW)
2,163
EconStor
14
USB Cologne (EcoSocSci)
2
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1
The market for options on ten-year Treasury bond futures in
Australia
: some empirical evidence using the Black model
Harrison, Mark
- In:
Review of futures markets
11
(
1994
)
3
,
pp. 369-410
Persistent link: https://www.econbiz.de/10001185975
Saved in:
2
Contingent claims and market completeness in a stochastic volatility model
Romano, Marc
;
Touzi, Nizar
-
1993
Persistent link: https://www.econbiz.de/10000874372
Saved in:
3
Misreaction or misspecification? : a re-examination of volatility anomalies
Jiang, George J.
;
Tian, Yisong Sam
- In:
Journal of banking & finance
34
(
2010
)
10
,
pp. 2358-2369
Persistent link: https://www.econbiz.de/10008857749
Saved in:
4
Violations of put-call parity for CNX nifty index options : a study at national stock exchange
Nandan, Tanuj
;
Agrawal, Puja
- In:
Global review of business and economic research
10
(
2014
)
2
,
pp. 135-152
Persistent link: https://www.econbiz.de/10011343197
Saved in:
5
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:
6
Trading breaks and asymmetric information : the option markets
Kaplanski, Guy
;
Levy, Haim
- In:
Journal of banking & finance
58
(
2015
),
pp. 390-404
Persistent link: https://www.econbiz.de/10011544034
Saved in:
7
A study on the efficiency of option markets : short-term vesus long-term : an implied volatility approach
Wang, Guan Jun
;
Islam, Mazhar M.
;
Bonollo, Michele
- In:
Global review of business and economic research
10
(
2014
)
1
,
pp. 111-119
Persistent link: https://www.econbiz.de/10010438435
Saved in:
8
Tests of option market efficiency : a high frequency data and common volatility component approach
Poon, Ser-Huang
;
Pope, Peter F.
-
1999
Persistent link: https://www.econbiz.de/10001473012
Saved in:
9
Contingent claims and market completeness in a stochastic volatility model
Romano, Marc
- In:
Mathematical finance : an international journal of …
7
(
1997
)
4
,
pp. 399-412
Persistent link: https://www.econbiz.de/10001232776
Saved in:
10
Finanzinnovationen und Basisobjekte : die Aufnahme des Optionshandels an der Deutschen Terminbörse
Stöhr, Norbert
-
1995
Persistent link: https://www.econbiz.de/10000913483
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