//--> //--> //--> //-->
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
41,129
Volatilität
40,860
Optionspreistheorie
14,849
Option pricing theory
14,388
Theorie
13,691
Theory
13,336
Börsenkurs
9,918
Share price
9,774
Schätzung
9,066
Estimation
8,869
Kapitaleinkommen
7,409
Capital income
7,382
ARCH-Modell
6,618
ARCH model
6,547
Aktienmarkt
5,998
Stock market
5,935
Stochastischer Prozess
5,378
Stochastic process
5,283
Optionsgeschäft
5,149
USA
5,076
Welt
5,015
Option trading
4,940
United States
4,927
World
4,919
Wechselkurs
4,715
Exchange rate
4,621
Prognoseverfahren
4,007
Forecasting model
3,955
Derivat
3,590
Derivative
3,579
Zeitreihenanalyse
3,340
Portfolio-Management
3,299
Portfolio selection
3,275
Time series analysis
3,258
Risk
3,142
Risiko
3,100
volatility
2,659
Finanzmarkt
2,479
CAPM
2,475
Financial market
2,414
more ...
less ...
Online availability
All
Free
21,225
Undetermined
13,415
Type of publication
All
Article
30,688
Book / Working Paper
25,790
Other
51
Journal
22
Type of publication (narrower categories)
All
Article in journal
27,569
Aufsatz in Zeitschrift
27,569
Working Paper
9,430
Graue Literatur
8,851
Non-commercial literature
8,851
Arbeitspapier
8,438
Aufsatz im Buch
1,718
Book section
1,718
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
188
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
52,841
Undetermined
1,925
German
1,373
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
250
Caporale, Guglielmo Maria
197
Bollerslev, Tim
153
Chang, Chia-Lin
146
Härdle, Wolfgang
133
Diebold, Francis X.
121
Pierdzioch, Christian
121
Bouri, Elie
117
Madan, Dilip B.
111
Fabozzi, Frank J.
109
Andersen, Torben
103
Aizenman, Joshua
102
Spagnolo, Nicola
102
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
81
Carr, Peter
75
Cui, Zhenyu
75
Bahmani-Oskooee, Mohsen
74
Caporin, Massimiliano
73
Christoffersen, Peter F.
72
Lux, Thomas
72
Buch, Claudia M.
71
Tiwari, Aviral Kumar
71
Kočenda, Evžen
70
Prokopczuk, Marcel
70
Joshi, Mark S.
69
McMillan, David G.
69
Asai, Manabu
67
Takahashi, Akihiko
66
Hafner, Christian M.
65
Corbet, Shaen
63
Jacobs, Kris
63
Ryu, Doojin
63
more ...
less ...
Institution
All
National Bureau of Economic Research
568
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
International Monetary Fund
17
Reserve Bank of Australia
17
CESifo
16
Federal Reserve Bank of St. Louis
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
697
Energy economics
693
The journal of futures markets
620
International journal of theoretical and applied finance
575
NBER working paper series
554
Journal of banking & finance
537
Working paper / National Bureau of Economic Research, Inc.
528
NBER Working Paper
461
International review of financial analysis
453
Applied economics
409
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
364
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
294
Applied economics letters
293
Journal of empirical finance
291
Quantitative finance
290
Applied mathematical finance
289
Economics letters
274
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
Finance and stochastics
266
Journal of financial economics
262
Journal of economic dynamics & control
255
Journal of international financial markets, institutions & money
252
Journal of international money and finance
247
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
Computational economics
195
Pacific-Basin finance journal
192
The review of financial studies
190
Research paper series / Swiss Finance Institute
185
more ...
less ...
Source
All
ECONIS (ZBW)
52,296
RePEc
2,218
EconStor
1,196
USB Cologne (EcoSocSci)
401
USB Cologne (business full texts)
204
BASE
117
Other ZBW resources
99
OLC EcoSci
17
ArchiDok
3
more ...
less ...
Showing
81
-
90
of
56,551
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
81
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:
82
Efficiently pricing double barrier derivatives in stochastic
volatility
models
Escobar, Marcos
;
Hieber, Peter
;
Scherer, Matthias
- In:
Review of derivatives research
17
(
2014
)
2
,
pp. 191-216
Persistent link: https://www.econbiz.de/10010529630
Saved in:
83
Forecasting option smile dynamics
Le, Van
;
Zurbruegg, Ralf
- In:
International review of financial analysis
35
(
2014
),
pp. 32-45
Persistent link: https://www.econbiz.de/10010529632
Saved in:
84
Implied
volatility
smiles in the Nikkei 225 options
Fukuta, Yuichi
;
Wenjie Ma
- In:
Applied financial economics
23
(
2013
)
7/9
,
pp. 789-804
Persistent link: https://www.econbiz.de/10009750979
Saved in:
85
Closed-form approximate solutions of window barrier options with term-structure
volatility
and interest rates using the boundary integral method
Hsiao, Yi-long
- In:
Journal of mathematical finance
2
(
2012
)
4
,
pp. 291-302
Persistent link: https://www.econbiz.de/10009725339
Saved in:
86
The intraday and overnight behavior of SPY options and adjusted delta hedging
Simon, David P.
- In:
The journal of futures markets
33
(
2013
)
5
,
pp. 443-468
Persistent link: https://www.econbiz.de/10009726365
Saved in:
87
Pricing VIX options with stochastic
volatility
and random jumps
Lian, Guang-hua
;
Zhu, Song-ping
- In:
Decisions in economics and finance : DEF ; a journal of …
36
(
2013
)
1
,
pp. 71-88
Persistent link: https://www.econbiz.de/10009729063
Saved in:
88
The performance of model based option trading strategies
Eraker, Bjørn
- In:
Review of derivatives research
16
(
2013
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009729949
Saved in:
89
Volatility
risk premium decomposition of LIFFE equity options
Lin, Bing-huei
;
Lin, Yueh-neng
;
Chen, Yin-jung
- In:
International review of economics & finance : IREF
24
(
2012
),
pp. 315-326
Persistent link: https://www.econbiz.de/10009690153
Saved in:
90
The information content of derivatives for monetary policy : implied volatilities and probabilities
Neuhaus, Holger
-
1995
Persistent link: https://www.econbiz.de/10009699999
Saved in:
First
Prev
5
6
7
8
9
10
11
12
13
14
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->