//--> //--> //--> //-->
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
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
Volatility smile am ODAX-Markt...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Volatility
40,945
Volatilität
40,677
Optionspreistheorie
14,814
Option pricing theory
14,355
Theorie
13,643
Theory
13,288
Börsenkurs
9,883
Share price
9,739
Schätzung
9,029
Estimation
8,832
Kapitaleinkommen
7,392
Capital income
7,365
ARCH-Modell
6,585
ARCH model
6,514
Aktienmarkt
5,979
Stock market
5,916
Stochastischer Prozess
5,360
Stochastic process
5,265
Optionsgeschäft
5,130
USA
5,061
Welt
4,977
Option trading
4,921
United States
4,912
World
4,881
Wechselkurs
4,694
Exchange rate
4,600
Prognoseverfahren
3,988
Forecasting model
3,936
Derivat
3,581
Derivative
3,571
Zeitreihenanalyse
3,314
Portfolio-Management
3,274
Portfolio selection
3,250
Time series analysis
3,232
Risk
3,111
Risiko
3,069
volatility
2,647
Finanzmarkt
2,466
CAPM
2,461
Financial market
2,401
more ...
less ...
Online availability
All
Free
21,147
Undetermined
13,282
Type of publication
All
Article
30,510
Book / Working Paper
25,745
Other
51
Journal
22
Type of publication (narrower categories)
All
Article in journal
27,439
Aufsatz in Zeitschrift
27,439
Working Paper
9,401
Graue Literatur
8,820
Non-commercial literature
8,820
Arbeitspapier
8,410
Aufsatz im Buch
1,713
Book section
1,713
Hochschulschrift
1,201
Thesis
969
Collection of articles of several authors
271
Sammelwerk
271
Collection of articles written by one author
247
Sammlung
247
Lehrbuch
233
Textbook
221
Article
176
Conference paper
159
Konferenzbeitrag
159
Aufsatzsammlung
150
Bibliografie enthalten
140
Bibliography included
140
Dissertation u.a. Prüfungsschriften
140
research-article
85
Konferenzschrift
74
Amtsdruckschrift
69
Government document
69
Forschungsbericht
62
Systematic review
61
Übersichtsarbeit
61
Glossar enthalten
59
Glossary included
59
Handbook
48
Handbuch
48
Conference proceedings
38
Ratgeber
36
Case study
31
Fallstudie
31
Guidebook
26
Reprint
25
more ...
less ...
Language
All
English
52,621
Undetermined
1,925
German
1,370
Spanish
150
French
136
Portuguese
49
Italian
33
Polish
24
Czech
15
Dutch
11
Russian
9
Romanian
6
Hungarian
3
Swedish
3
Croatian
2
Chinese
2
Arabic
1
Danish
1
Norwegian
1
Slovak
1
Serbian
1
more ...
less ...
Author
All
McAleer, Michael
375
Gupta, Rangan
247
Caporale, Guglielmo Maria
195
Bollerslev, Tim
152
Chang, Chia-Lin
146
Härdle, Wolfgang
133
Diebold, Francis X.
121
Pierdzioch, Christian
120
Bouri, Elie
115
Madan, Dilip B.
111
Fabozzi, Frank J.
109
Andersen, Torben
103
Aizenman, Joshua
102
Spagnolo, Nicola
101
Chiarella, Carl
98
Engle, Robert F.
94
Ma, Feng
94
Koopman, Siem Jan
88
Hammoudeh, Shawkat
82
Bekaert, Geert
81
Hautsch, Nikolaus
81
Todorov, Viktor
80
Carr, Peter
75
Cui, Zhenyu
75
Bahmani-Oskooee, Mohsen
74
Caporin, Massimiliano
73
Christoffersen, Peter F.
72
Lux, Thomas
72
Buch, Claudia M.
71
Kočenda, Evžen
70
Prokopczuk, Marcel
70
Tiwari, Aviral Kumar
70
Joshi, Mark S.
69
McMillan, David G.
69
Asai, Manabu
67
Takahashi, Akihiko
66
Hafner, Christian M.
64
Corbet, Shaen
63
Ryu, Doojin
63
Schoutens, Wim
63
more ...
less ...
Institution
All
National Bureau of Economic Research
562
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
171
C.E.P.R. Discussion Papers
57
Institut für Schweizerisches Bankwesen <Zürich>
57
Centre for Analytical Finance <Århus>
42
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
40
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
36
HAL
30
EconWPA
29
Université Paris-Dauphine (Paris IX)
26
Agricultural and Applied Economics Association - AAEA
22
World Bank
21
Ekonomiska forskningsinstitutet <Stockholm>
20
Svenska Handelshögskolan <Helsinki>
19
Chambre de commerce et d'industrie de Paris
18
National Centre of Competence in Research North South <Bern>
18
Reserve Bank of Australia
17
CESifo
16
Federal Reserve Bank of St. Louis
16
International Monetary Fund
16
Center for Economic Research <Tilburg>
15
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
Society for Computational Economics - SCE
15
European Association of Agricultural Economists - EAAE
13
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
12
Department of Economics and Finance, College of Business and Economics
12
Inter-American Development Bank
12
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
11
Cowles Foundation for Research in Economics, Yale University
11
European University Institute / Department of Economics
11
Institute of Economic Research, Kyoto University
11
Internationaler Währungsfonds / Research Department
11
Rodney L. White Center for Financial Research
11
Tilburg University, Center for Economic Research
11
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
10
Department of Economics, Oxford University
10
Federal Reserve Bank of New York
10
Institut für Weltwirtschaft
10
more ...
less ...
Published in...
All
Finance research letters
694
Energy economics
687
The journal of futures markets
620
International journal of theoretical and applied finance
575
NBER working paper series
548
Journal of banking & finance
537
Working paper / National Bureau of Economic Research, Inc.
528
NBER Working Paper
459
International review of financial analysis
453
Applied economics
406
International review of economics & finance : IREF
403
Economic modelling
373
The North American journal of economics and finance : a journal of financial economics studies
373
Journal of econometrics
350
Mathematical finance : an international journal of mathematics, statistics and financial theory
303
Applied financial economics
299
Research in international business and finance
298
Working paper
292
Journal of empirical finance
291
Quantitative finance
290
Applied economics letters
289
Applied mathematical finance
289
The journal of derivatives : the official publication of the International Association of Financial Engineers
273
The journal of computational finance
271
Discussion paper / Centre for Economic Policy Research
270
Economics letters
269
Finance and stochastics
266
Journal of economic dynamics & control
255
Journal of financial economics
255
Journal of international financial markets, institutions & money
252
Journal of international money and finance
245
Journal of risk and financial management : JRFM
232
Discussion paper / Tinbergen Institute
225
The European journal of finance
223
Review of derivatives research
203
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
201
The review of financial studies
190
Computational economics
189
Pacific-Basin finance journal
187
Research paper series / Swiss Finance Institute
186
more ...
less ...
Source
All
ECONIS (ZBW)
52,086
RePEc
2,218
EconStor
1,183
USB Cologne (EcoSocSci)
401
USB Cologne (business full texts)
204
BASE
117
Other ZBW resources
99
OLC EcoSci
17
ArchiDok
3
more ...
less ...
Showing
1
-
10
of
56,328
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Do Chinese retail option traders know anything about market
volatility
?
Liu, Ming-hua
;
Rangan, Nanda K.
- In:
Frontiers of business research in China : selected …
6
(
2012
)
4
,
pp. 508-526
Persistent link: https://www.econbiz.de/10009688736
Saved in:
2
At least-squares approach for estimating the
volatility
implied by option premia : overcoming smiles and frowns
Kensinger, John W.
- In:
Research in finance
31
(
2015
),
pp. 173-185
Persistent link: https://www.econbiz.de/10011347423
Saved in:
3
Option smiling when investors' estimates of asset
volatility
disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Saved in:
4
A study of relevance of Black-Scholes model on option prices of Indian stock market
Srivastava, Anubha
;
Shastri, Manjula
- In:
International journal of governance and financial …
1
(
2018
)
1
,
pp. 82-104
Persistent link: https://www.econbiz.de/10012253558
Saved in:
5
Rare disasters, credit, and option market puzzles
Christoffersen, Peter F.
;
Du, Du
;
Elkamhi, Redouane
- In:
Management science : journal of the Institute for …
63
(
2017
)
5
,
pp. 1341-1364
Persistent link: https://www.econbiz.de/10011684726
Saved in:
6
Simplified option pricing techniques
Alghalith, Moawia
;
Floros, Christos
;
Poufinas, Thomas
- In:
Annals of financial economics
14
(
2019
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012015473
Saved in:
7
Taylor expansion for derivative securities pricing as a precondition for strategic market decisions
Burtnyak, Ivan
;
Malytska, Anna
- In:
Problems and perspectives in management : PPM ; …
16
(
2018
)
1
,
pp. 224-231
Persistent link: https://www.econbiz.de/10011958357
Saved in:
8
Option pricing via breakeven
volatility
Hull, Blair
;
Li, Anlong
;
Qiao, Xiao
- In:
Financial analysts journal : FAJ
79
(
2023
)
1
,
pp. 99-119
Persistent link: https://www.econbiz.de/10013540890
Saved in:
9
Does options improve the information absorption? : evidence from the introduction of weekly index options
Jain, Prachi
;
Kotha, Kiran Kumar
- In:
International review of finance : the official journal …
22
(
2022
)
4
,
pp. 770-776
Persistent link: https://www.econbiz.de/10013472716
Saved in:
10
The information content of the
volatility
index options trading volume
Gu, Chen
;
Guo, Xu
;
Kurov, Alexander
;
Stan, Raluca
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1721-1737
Persistent link: https://www.econbiz.de/10013465809
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...
//-->