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~subject:"Volatilität"
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Tails, fears and risk premia
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Volatilität
Theorie
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18,265
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McAleer, Michael
182
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166
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128
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Pierdzioch, Christian
87
Diebold, Francis X.
83
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78
Härdle, Wolfgang
68
Bouri, Elie
63
Koopman, Siem Jan
63
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62
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60
Ma, Feng
59
Todorov, Viktor
59
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58
Chang, Chia-Lin
58
Spagnolo, Nicola
58
Chiarella, Carl
56
Bahmani-Oskooee, Mohsen
55
Caporin, Massimiliano
51
Hammoudeh, Shawkat
48
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47
Asai, Manabu
46
Christoffersen, Peter F.
46
Cui, Zhenyu
46
Gil-Alaña, Luis A.
46
Aizenman, Joshua
45
Herwartz, Helmut
45
Wohar, Mark E.
44
Ghysels, Eric
43
Jiang, George J.
41
McMillan, David G.
40
Christiansen, Charlotte
39
Tauchen, George Eugene
39
Belke, Ansgar
38
Hafner, Christian M.
38
Ryu, Doojin
38
Bali, Turan G.
37
Andersen, Torben G.
36
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36
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National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
15
Federal Reserve Bank of St. Louis
11
Svenska Handelshögskolan <Helsinki>
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European University Institute / Department of Economics
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Ekonomiska forskningsinstitutet <Stockholm>
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Institut für Weltwirtschaft
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Federal Reserve Bank of New York
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Institut für Schweizerisches Bankwesen <Zürich>
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Rodney L. White Center for Financial Research
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University of Canterbury / Dept. of Economics and Finance
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Centre for Growth and Business Cycle Research <Manchester>
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Birkbeck College / Department of Economics
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Chambre de commerce et d'industrie de Paris
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve System / Division of Research and Statistics
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5
Center for Economic Research <Tilburg>
4
Federal Reserve Bank of San Francisco
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Gottfried Wilhelm Leibniz Universität Hannover
4
Instituto Valenciano de Investigaciones Económicas
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International Monetary Fund
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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The Wharton Financial Institutions Center
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World Bank
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Brown University / Department of Economics
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Erasmus Research Institute of Management
3
Federal Reserve Bank of Cleveland
3
Federal Reserve System / Board of Governors
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Forschungsinstitut zur Zukunft der Arbeit
3
Kansantaloustieteen Laitos <Tampere>
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
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Finance research letters
373
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363
NBER working paper series
317
Energy economics
313
Journal of banking & finance
309
The journal of futures markets
291
International review of financial analysis
273
NBER Working Paper
262
Applied economics
253
International review of economics & finance : IREF
252
Journal of econometrics
244
The North American journal of economics and finance : a journal of financial economics studies
241
Economic modelling
235
International journal of theoretical and applied finance
220
Journal of empirical finance
207
Quantitative finance
177
Economics letters
173
Working paper
171
Applied economics letters
170
Applied financial economics
168
Journal of financial economics
163
Discussion paper / Centre for Economic Policy Research
162
Journal of international financial markets, institutions & money
160
Research in international business and finance
155
Journal of international money and finance
149
Journal of risk and financial management : JRFM
144
Discussion paper / Tinbergen Institute
141
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
126
Journal of economic dynamics & control
125
The European journal of finance
125
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
125
International journal of forecasting
115
Pacific-Basin finance journal
115
The review of financial studies
114
Applied mathematical finance
109
CESifo working papers
108
The journal of finance : the journal of the American Finance Association
107
Research paper series / Swiss Finance Institute
105
Mathematical finance : an international journal of mathematics, statistics and financial theory
98
International journal of finance & economics : IJFE
93
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ECONIS (ZBW)
26,379
EconStor
464
USB Cologne (EcoSocSci)
23
USB Cologne (business full texts)
17
OLC EcoSci
5
RePEc
2
ArchiDok
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10
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date (oldest first)
1
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:
2
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
3
Stochastic implied volatility : a factor-based model
Hafner, Reinhold
-
2004
volatility derivatives. In the first part, the book develops a unifying
theory
for the analysis of contingent claims under both …
Persistent link: https://www.econbiz.de/10002063039
Saved in:
4
Optionsbewertung bei stochastischer Volatilität
Nagel, Hartmut
-
2001
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001530489
Saved in:
5
Three essays on the econometrics of options markets
Lazarov, Zdravetz N.
-
2004
Persistent link: https://www.econbiz.de/10002613885
Saved in:
6
The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
Saved in:
7
Post-'87 crash fears in S&P 500 futures options
Bates, David S.
-
1997
Persistent link: https://www.econbiz.de/10000619727
Saved in:
8
Empirical performance of alternative option pricing models
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
5
,
pp. 2003-2049
Persistent link: https://www.econbiz.de/10001232333
Saved in:
9
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
- In:
Review of derivatives research
1
(
1996
)
2
,
pp. 139-157
Persistent link: https://www.econbiz.de/10001218119
Saved in:
10
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:
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