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Volatility
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Bollerslev, Tim
76
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48
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43
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41
Lux, Thomas
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Aizenman, Joshua
33
Chiarella, Carl
33
Gupta, Rangan
32
Todorov, Viktor
32
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31
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30
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27
Asai, Manabu
25
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25
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24
Caporale, Guglielmo Maria
23
Clark, Todd E.
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Schlag, Christian
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22
Ghysels, Eric
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Meddahi, Nour
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Yu, Jun
22
Andersen, Torben G.
21
Bauwens, Luc
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Chan, Joshua
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Engle, Robert F.
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Ryu, Doojin
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Carriero, Andrea
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Giglio, Stefano
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Instituto Valenciano de Investigaciones Económicas
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Federal Reserve System / Division of Research and Statistics
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Springer Fachmedien Wiesbaden
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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World Bank
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
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Kansantaloustieteen Laitos <Tampere>
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Journal of banking & finance
140
Journal of econometrics
137
Finance research letters
118
International journal of theoretical and applied finance
106
The journal of futures markets
104
Economics letters
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Journal of empirical finance
87
Discussion paper / Tinbergen Institute
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Journal of financial economics
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Economic modelling
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Journal of economic dynamics & control
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Discussion paper / Centre for Economic Policy Research
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International journal of forecasting
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International review of financial analysis
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Quantitative finance
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International review of economics & finance : IREF
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Applied economics
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Applied mathematical finance
67
Energy economics
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Journal of international money and finance
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The European journal of finance
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The review of financial studies
60
Computational economics
57
The North American journal of economics and finance : a journal of financial economics studies
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Journal of forecasting
56
Applied economics letters
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Econometric reviews
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Research paper series / Swiss Finance Institute
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The journal of finance : the journal of the American Finance Association
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Finance and stochastics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of risk and financial management : JRFM
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Review of derivatives research
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ECONIS (ZBW)
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EconStor
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ArchiDok
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Other ZBW resources
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1
Implied volatility in option prices and the lead-lag relation between stock and option prices
Boyle, Phelim P.
;
Park, Hun Y.
-
1994
Persistent link: https://www.econbiz.de/10000952926
Saved in:
2
New evidence on price and volatility effects of stock option introductions
Kabir, Rezaul
-
1997
Persistent link: https://www.econbiz.de/10000959703
Saved in:
3
A hybrid derivative trading system based on volatility and return forecasting
Enke, David
;
Amornwattana, Sunisa
- In:
The engineering economist : a journal devoted to the …
53
(
2008
)
3
,
pp. 259-292
Persistent link: https://www.econbiz.de/10003762819
Saved in:
4
Optionsbewertung mit stochastischer Volatilität : Implementation des Heston-Modells
Muck, Matthias
;
Rudolf, Markus
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
35
(
2006
)
6
,
pp. 325-330
Persistent link: https://www.econbiz.de/10003324884
Saved in:
5
Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 343-371
Persistent link: https://www.econbiz.de/10003354581
Saved in:
6
Static hedging of barrier options under general asset dynamics : unification and application
Nalholm, Morten
;
Poulsen, Rolf
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 46-60
Persistent link: https://www.econbiz.de/10003346503
Saved in:
7
Information quality and options
Vanden, Joel M.
- In:
The review of financial studies
21
(
2008
)
6
,
pp. 2635-2676
Persistent link: https://www.econbiz.de/10003805104
Saved in:
8
Volatility information trading in the option market
Ni, Sophie X.
;
Pan, Jun
;
Poteshman, Allen M.
- In:
The journal of finance : the journal of the American …
63
(
2008
)
3
,
pp. 1059-1091
Persistent link: https://www.econbiz.de/10003822210
Saved in:
9
Exotic option pricing in Heston's stochastic volatility model
Griebsch, Susanne A.
-
2008
Persistent link: https://www.econbiz.de/10003881039
Saved in:
10
Alternative formulas to compute implied standard deviation
Ang, James S.
;
Jou, Gwoduan David
;
Lai, Tsong-yue
- In:
Review of Pacific Basin financial markets and policies
12
(
2009
)
2
,
pp. 159-176
Persistent link: https://www.econbiz.de/10003871567
Saved in:
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