//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
An Options-Based Solution to t...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
preferences
789
Preferences
461
options
415
Options
396
Präferenztheorie
216
Theory of preferences
204
Optionspreistheorie
196
Option pricing theory
190
Optionsgeschäft
176
Option trading
174
Theorie
169
Theory
141
Derivat
129
Derivative
129
Experiment
127
Volatilität
127
Konsumentenverhalten
93
Consumer behaviour
90
electronic markets
76
Schätzung
75
Estimation
69
Hedging
68
Portfolio-Management
57
futures
56
Portfolio selection
55
Risk
46
Risk management
45
Capital income
43
Kapitaleinkommen
43
Entscheidung
42
Risk premium
42
Decision
41
Risikoprämie
41
Futures
38
Prognoseverfahren
38
Derivatives
37
Spieltheorie
37
Verhaltensökonomik
37
Game theory
36
more ...
less ...
Online availability
All
Undetermined
79
Free
30
Type of publication
All
Article
118
Book / Working Paper
18
Type of publication (narrower categories)
All
Article in journal
109
Aufsatz in Zeitschrift
109
Arbeitspapier
14
Working Paper
14
Graue Literatur
13
Non-commercial literature
13
Aufsatz im Buch
2
Book section
2
Article
1
Conference paper
1
Konferenzbeitrag
1
research-article
1
more ...
less ...
Language
All
English
127
Undetermined
9
Author
All
McAleer, Michael
11
Todorov, Viktor
8
Chang, Chia-Lin
6
Hammoudeh, Shawkat
5
Power, Gabriel J.
5
Gagnon, Marie-Hélène
4
Mateus, Cesario
3
Singh, Vipul Kumar
3
Toupin, Dominique
3
Adjemian, Michael K.
2
Allen, David
2
Allen, David E.
2
Andersen, Torben
2
Badshah, Ihsan Ullah
2
Bollerslev, Tim
2
Borochin, Paul
2
Byun, Suk Joon
2
Diavatopoulos, Dean
2
Fodor, Andy
2
Funke, Michael
2
Fusari, Nicola
2
García-Machado, Juan J.
2
Goutte, Stéphane
2
Hull, Blair
2
Hull, John
2
Jimenez-Martin, Juan-Angel
2
Kim, Sol
2
Koerniadi, Hardjo
2
Kongsilp, Worawuth
2
Lambrinoudakis, Costas
2
Loermann, Julius
2
Moessner, Richhild
2
Nasekin, Sergey
2
Prokopczuk, Marcel
2
Rhee, Dong Woo
2
Ross, David Gaddis
2
Rybczyński, Jarosław
2
Skiadopoulos, George
2
Stasinakis, Charalampos
2
Wese Simen, Chardin
2
more ...
less ...
Institution
All
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
2
Department of Economics and Finance, College of Business and Economics
1
Institute of Economic Research, Kyoto University
1
Published in...
All
Journal of econometrics
6
Quantitative finance
6
Journal of banking & finance
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Applied economics
4
Journal of financial economics
4
Economic modelling
3
Energy economics
3
The North American Journal of Economics and Finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics letters
2
Documentos de Trabajo del ICAE
2
Finance research letters
2
International journal of financial engineering
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Investigaciones europeas de Dirección y Economía de la Empresa : IEDEE
2
Journal of derivatives & hedge funds
2
Journal of risk and financial management : JRFM
2
Review of derivatives research
2
Staff reports / Federal Reserve Bank of New York
2
The European journal of finance
2
The journal of asset management
2
The journal of investing : JOI
2
Working papers / Bank for International Settlements
2
Agricultural finance review
1
Annals of financial economics
1
Annual review of financial economics
1
Applied economic perspectives and policy
1
Applied mathematical finance
1
Asia-Pacific journal of financial studies
1
Business analyst : a refereed journal of Shri Ram College of Commerce
1
China Finance Review International
1
China finance review international
1
Digital Finance
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Discussion paper / Tinbergen Institute
1
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
1
Eurasian economic review : a journal of the Eurasia Business and Economics Society
1
Finance and society
1
more ...
less ...
Source
All
ECONIS (ZBW)
125
RePEc
9
EconStor
1
Other ZBW resources
1
Showing
1
-
10
of
136
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Cryptocurrency volatility markets
Woebbeking, Fabian
- In:
Digital Finance
3
(
2021
)
3-4
,
pp. 273-298
-day cryptocurrency
options
data, which spans over the COVID-19 pandemic period. CVX data therefore capture 'normal' market dynamics as …
Persistent link: https://www.econbiz.de/10014501763
Saved in:
2
Estimating probability distributions of future asset prices : empirical transformations from option-implied risk-neutral to real-world density functions
Vincent-Humphreys, Rupert de
;
Noss, Joseph
-
2012
Persistent link: https://www.econbiz.de/10009559811
Saved in:
3
Stock market momentum, business conditions, and GARCH option pricing models
Chiang, Min-Hsien
;
Huang, Hsin-yi
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 488-505
Persistent link: https://www.econbiz.de/10009302078
Saved in:
4
The impact of weekly
options
on stock returns and volatility
Cai, Francis
;
Xu, LianZan
;
Chen, Haiyang
;
Zhang, Ge
- In:
The international journal of finance
26
(
2014
)
1
,
pp. 52-64
Persistent link: https://www.econbiz.de/10010513612
Saved in:
5
Impacts of derivative markets on spot market volatility and their persistence
Fong, Lik
;
Han, Chulwoo
- In:
Applied economics
47
(
2015
)
22/24
,
pp. 2250-2258
Persistent link: https://www.econbiz.de/10010516655
Saved in:
6
Do Aussie markets smile? : implied volatility functions and determinants
Tanha, Hassan
;
Dempsey, Michael
- In:
Applied economics
47
(
2015
)
28/30
,
pp. 3143-3163
Persistent link: https://www.econbiz.de/10011289355
Saved in:
7
Implied idiosyncratic volatility and stock return predictability
Mateus, Cesario
;
Konsilp, Worawuth
- In:
Journal of mathematical finance
4
(
2014
)
5
,
pp. 338-352
Persistent link: https://www.econbiz.de/10011312407
Saved in:
8
The relationship between conditional value at risk and option prices with a closed-form solution
Mitra, Sovan
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 400-425
Persistent link: https://www.econbiz.de/10010528975
Saved in:
9
New solvable stochastic volatility models for pricing volatility derivatives
Itkin, Andrey
- In:
Review of derivatives research
16
(
2013
)
2
,
pp. 111-134
Persistent link: https://www.econbiz.de/10009774404
Saved in:
10
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724823
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->