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~subject:"Volatilität"
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Option pricing and market effi...
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Volatilität
Optionspreistheorie
14,810
Option pricing theory
14,351
Efficient market hypothesis
7,895
Effizienzmarkthypothese
7,846
Theorie
5,971
Theory
5,825
Volatility
4,293
Stochastischer Prozess
3,293
Stochastic process
3,242
Optionsgeschäft
2,945
Option trading
2,927
Börsenkurs
2,764
Share price
2,739
Derivat
2,584
Derivative
2,580
Schätzung
2,113
Estimation
2,090
Aktienmarkt
1,859
Stock market
1,804
Kapitaleinkommen
1,568
Capital income
1,567
USA
1,555
United States
1,529
Portfolio-Management
1,464
Portfolio selection
1,452
CAPM
1,395
Hedging
1,313
Black-Scholes-Modell
1,112
Finanzmarkt
1,088
Financial market
1,077
Black-Scholes model
1,059
Zinsstruktur
988
Yield curve
977
Anlageverhalten
912
Behavioural finance
906
Prognoseverfahren
760
Forecasting model
753
Risiko
714
Risk
713
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Online availability
All
Free
1,526
Undetermined
1,247
Type of publication
All
Article
2,523
Book / Working Paper
1,837
Type of publication (narrower categories)
All
Article in journal
2,410
Aufsatz in Zeitschrift
2,410
Graue Literatur
500
Non-commercial literature
500
Working Paper
494
Arbeitspapier
458
Hochschulschrift
120
Aufsatz im Buch
108
Book section
108
Thesis
88
Collection of articles written by one author
21
Sammlung
21
Bibliografie enthalten
17
Bibliography included
17
Collection of articles of several authors
16
Conference paper
16
Konferenzbeitrag
16
Sammelwerk
16
Forschungsbericht
13
Lehrbuch
7
Textbook
6
Aufsatzsammlung
5
Amtsdruckschrift
4
Dissertation u.a. Prüfungsschriften
4
Government document
4
Accompanied by computer file
2
Bibliografie
2
Case study
2
Elektronischer Datenträger als Beilage
2
Fallstudie
2
Glossar enthalten
2
Glossary included
2
Konferenzschrift
2
Systematic review
2
Übersichtsarbeit
2
CD-ROM, DVD
1
Handbook
1
Handbuch
1
Ratgeber
1
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Language
All
English
4,279
German
77
French
3
Spanish
2
Undetermined
2
Swedish
1
Author
All
Cui, Zhenyu
44
Carr, Peter
26
Härdle, Wolfgang
25
Jacquier, Antoine (Jack)
25
Chiarella, Carl
24
Jacobs, Kris
24
Gatheral, Jim
22
Nguyen, Duy
21
Alòs, Elisa
20
Fengler, Matthias R.
20
Lorig, Matthew
20
Takahashi, Akihiko
20
Zhang, Jin E.
20
Guyon, Julien
19
Christoffersen, Peter F.
18
Wang, Xingchun
16
Benth, Fred Espen
15
Escobar, Marcos
15
Grasselli, Martino
15
Elliott, Robert J.
14
Forde, Martin
14
Fouque, Jean-Pierre
14
Jacquier, Antoine
14
Jiang, George J.
14
Kang, Boda
14
Le Floc'h, Fabien
14
Oosterlee, Cornelis W.
14
Schoutens, Wim
14
Skiadopoulos, George
14
Wu, Liuren
14
Ewald, Christian-Oliver
13
Grzelak, Lech A.
13
Madan, Dilip B.
13
Schlag, Christian
13
Todorov, Viktor
13
Wong, Hoi Ying
13
Zheng, Wendong
13
Branger, Nicole
12
Fabozzi, Frank J.
12
Heston, Steven L.
12
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Institution
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National Bureau of Economic Research
19
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Centre for Analytical Finance <Århus>
6
Institut für Schweizerisches Bankwesen <Zürich>
6
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
4
Chambre de commerce et d'industrie de Paris
3
Svenska Handelshögskolan <Helsinki>
3
Centre of Financial Studies
2
Federal Reserve Bank of St. Louis
2
Kansantaloustieteen Laitos <Tampere>
2
National Centre of Competence in Research - Financial Valuation and Risk Management
2
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Berliner Wissenschafts-Verlag
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Danmarks Nationalbank
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
FernUniversität in Hagen
1
Hochschule für Bankwirtschaft
1
Institute of Finance and Accounting <London>
1
International Center for Financial Asset Management and Engineering
1
International Center for Financial Asset Management and Engineering <Genève>
1
Karlsruher Institut für Technologie
1
Melbourne Business School
1
School of Economics <Bundoora, Victoria> / Department of Economics
1
Springer Fachmedien Wiesbaden
1
Technische Hochschule Mittelhessen
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
University of Canterbury / Dept. of Economics and Finance
1
Universität Duisburg <1980-2002>
1
Universität Ulm
1
Verlag Dr. Kovač
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Wharton School
1
Wharton School / Finance Department
1
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Published in...
All
International journal of theoretical and applied finance
158
Quantitative finance
105
Journal of banking & finance
82
The journal of futures markets
82
Applied mathematical finance
74
The journal of computational finance
65
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
Finance research letters
55
Review of derivatives research
49
International journal of financial engineering
47
European journal of operational research : EJOR
43
Journal of econometrics
42
The North American journal of economics and finance : a journal of financial economics studies
42
Finance and stochastics
40
Computational economics
39
Journal of economic dynamics & control
36
The journal of derivatives : the official publication of the International Association of Financial Engineers
36
Journal of mathematical finance
35
Research paper series / Swiss Finance Institute
31
Journal of financial economics
30
Risks : open access journal
30
Energy economics
29
Applied economics
27
International review of financial analysis
27
Annals of finance
26
Insurance / Mathematics & economics
26
Review of quantitative finance and accounting
26
The European journal of finance
26
International review of economics & finance : IREF
25
Journal of risk and financial management : JRFM
23
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Journal of empirical finance
21
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
NBER working paper series
19
Economic modelling
18
The journal of finance : the journal of the American Finance Association
17
Applied financial economics
16
Asia-Pacific financial markets
16
Discussion paper / Tinbergen Institute
16
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
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Source
All
ECONIS (ZBW)
4,299
EconStor
36
USB Cologne (business full texts)
15
USB Cologne (EcoSocSci)
10
Showing
1
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4,360
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date (oldest first)
1
Contingent claims and market completeness in a stochastic volatility model
Romano, Marc
;
Touzi, Nizar
-
1993
Persistent link: https://www.econbiz.de/10000874372
Saved in:
2
The model-free implied volatility and its information content
Jiang, George J.
;
Tian, Yisong Sam
- In:
The review of financial studies
18
(
2005
)
4
,
pp. 1305-1342
Persistent link: https://www.econbiz.de/10003352823
Saved in:
3
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:
4
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:
5
Overreactions in the foreign currency options market
Han, Joong H.
;
Kang, Byung Jin
;
Chang, Ki Cheon
;
Byun, …
- In:
Asia-Pacific journal of financial studies
45
(
2016
)
3
,
pp. 380-404
Persistent link: https://www.econbiz.de/10011550792
Saved in:
6
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:
7
Three essays on the econometrics of options markets
Lazarov, Zdravetz N.
-
2004
Persistent link: https://www.econbiz.de/10002613885
Saved in:
8
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
-
2000
Persistent link: https://www.econbiz.de/10001456681
Saved in:
9
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
-
2000
Persistent link: https://www.econbiz.de/10001453874
Saved in:
10
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
- In:
Review of derivatives research
5
(
2002
)
1
,
pp. 51-80
Persistent link: https://www.econbiz.de/10001652021
Saved in:
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