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~subject:"Volatilität"
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S&P 500 index option tests of...
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Volatilität
Theorie
625,126
Theory
610,223
USA
330,188
United States
291,615
Schätzung
41,755
Estimation
40,381
Deutschland
33,272
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31,646
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30,842
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Geldpolitik
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EU-Staaten
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17,790
Börsenkurs
17,745
Wirtschaftswachstum
17,684
Share price
17,444
Mathematische Optimierung
17,436
Mathematical programming
17,331
Economic growth
16,856
Großbritannien
16,786
Volatility
16,755
Prognoseverfahren
16,675
Forecasting model
16,338
Optionspreistheorie
14,803
Zeitreihenanalyse
14,677
United Kingdom
14,486
Option pricing theory
14,344
Time series analysis
14,241
Konjunktur
13,491
Innovation
13,219
Kapitaleinkommen
13,065
Wirkungsanalyse
13,052
Spieltheorie
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13,009
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McAleer, Michael
104
Bollerslev, Tim
94
Gupta, Rangan
79
Diebold, Francis X.
73
Andersen, Torben
64
Härdle, Wolfgang
60
Chiarella, Carl
52
Koopman, Siem Jan
52
Lux, Thomas
48
Cui, Zhenyu
46
Hautsch, Nikolaus
43
Todorov, Viktor
43
Pierdzioch, Christian
42
Christoffersen, Peter F.
40
Asai, Manabu
39
Bekaert, Geert
39
Caporin, Massimiliano
39
Caporale, Guglielmo Maria
38
Engle, Robert F.
38
Bahmani-Oskooee, Mohsen
37
Aizenman, Joshua
35
Ghysels, Eric
34
Herwartz, Helmut
34
Carr, Peter
32
Fernández-Villaverde, Jesús
32
Fengler, Matthias R.
31
Schlag, Christian
31
Chang, Chia-Lin
30
Aït-Sahalia, Yacine
29
Jacquier, Antoine (Jack)
29
Zhang, Jin E.
29
Andersen, Torben G.
27
Bali, Turan G.
27
Hafner, Christian M.
27
Jiang, George J.
27
Branger, Nicole
26
Clark, Todd E.
26
Fabozzi, Frank J.
26
Jacobs, Kris
26
Mittnik, Stefan
26
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National Bureau of Economic Research
211
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Centre for Analytical Finance <Århus>
14
Federal Reserve Bank of St. Louis
11
European University Institute / Department of Economics
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Svenska Handelshögskolan <Helsinki>
9
Ekonomiska forskningsinstitutet <Stockholm>
8
Federal Reserve Bank of New York
7
Internationaler Währungsfonds / Research Department
7
Rodney L. White Center for Financial Research
7
Centre for Growth and Business Cycle Research <Manchester>
6
Institut für Schweizerisches Bankwesen <Zürich>
6
Birkbeck College / Department of Economics
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Institute of Finance and Accounting <London>
5
University of Canterbury / Dept. of Economics and Finance
5
Chambre de commerce et d'industrie de Paris
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Federal Reserve Bank of San Francisco
4
Federal Reserve System / Division of Research and Statistics
4
Instituto Valenciano de Investigaciones Económicas
4
School of Accounting, Economics and Finance <Geelong>
4
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
4
The Wharton Financial Institutions Center
4
Brown University / Department of Economics
3
Center for Economic Research <Tilburg>
3
Federal Reserve Bank of Cleveland
3
Federal Reserve System / Board of Governors
3
Institut für Weltwirtschaft
3
International Monetary Fund
3
Massachusetts Institute of Technology / Department of Economics
3
New York Stock Exchange
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
World Bank
3
Business Information Centre <Toronto>
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
2
Centre of Financial Studies
2
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Working paper / National Bureau of Economic Research, Inc.
297
The journal of futures markets
247
Journal of banking & finance
227
International journal of theoretical and applied finance
211
NBER working paper series
204
Finance research letters
176
NBER Working Paper
173
Journal of econometrics
172
Quantitative finance
156
Discussion paper / Centre for Economic Policy Research
132
Journal of empirical finance
132
The North American journal of economics and finance : a journal of financial economics studies
127
Energy economics
126
International review of economics & finance : IREF
123
Economic modelling
119
Economics letters
118
International review of financial analysis
116
Applied economics
114
Journal of financial economics
114
The review of financial studies
112
Working paper
111
Journal of economic dynamics & control
109
Applied mathematical finance
107
Discussion paper / Tinbergen Institute
107
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
101
Applied financial economics
99
Mathematical finance : an international journal of mathematics, statistics and financial theory
98
Journal of international money and finance
92
The journal of finance : the journal of the American Finance Association
91
The European journal of finance
89
Computational economics
86
International journal of forecasting
86
Applied economics letters
81
Research paper series / Swiss Finance Institute
79
The journal of computational finance
75
Journal of international financial markets, institutions & money
73
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
73
Journal of financial and quantitative analysis : JFQA
72
Journal of risk and financial management : JRFM
72
Finance and stochastics
70
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Source
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ECONIS (ZBW)
16,768
EconStor
328
USB Cologne (business full texts)
15
USB Cologne (EcoSocSci)
15
OLC EcoSci
2
ArchiDok
1
RePEc
1
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1
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10
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date (oldest first)
1
Post-'87 crash fears in S&P 500 futures options
Bates, David S.
-
1997
Persistent link: https://www.econbiz.de/10000619727
Saved in:
2
A simplified pricing model for volatility futures
Dupoyet, Brice
;
Daigler, Robert T.
;
Chen, Zhiyao
- In:
The journal of futures markets
31
(
2011
)
4
,
pp. 307-339
Persistent link: https://www.econbiz.de/10008908397
Saved in:
3
A simple nonparametric approach to derivative security valuation
Stutzer, Michael J.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1633-1652
Persistent link: https://www.econbiz.de/10001211779
Saved in:
4
Recovering probability distributions from option prices
Jackwerth, Jens Carsten
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1611-1631
Persistent link: https://www.econbiz.de/10001211781
Saved in:
5
The price of a smile : hedging and spanning in option markets
Buraschi, Andrea
(
contributor
); …
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700533
Saved in:
6
The jump-risk premia implicit in options : evidence from an integrated time-series study
Pan, Jun
- In:
Journal of financial economics
63
(
2002
)
1
,
pp. 3-50
Persistent link: https://www.econbiz.de/10001634368
Saved in:
7
The price of a smile : hedging and spanning in option markets
Buraschi, Andrea
;
Jackwerth, Jens Carsten
- In:
The review of financial studies
14
(
2001
)
2
,
pp. 495-527
Persistent link: https://www.econbiz.de/10001570577
Saved in:
8
The economic value of volatility timing
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 329-352
Persistent link: https://www.econbiz.de/10001575075
Saved in:
9
Post-'87 crash fears in the S&P 500 futures option market
Bates, David S.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 181-238
Persistent link: https://www.econbiz.de/10001437755
Saved in:
10
Volatility estimation for stock index options : a GARCH approach
Chu, Shin-herng
- In:
The quarterly review of economics and finance : journal …
36
(
1996
)
4
,
pp. 431-450
Persistent link: https://www.econbiz.de/10001214235
Saved in:
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