//--> //--> //--> //-->
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
Parametric modeling of implied...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
33
Theory
33
USA
21
United States
21
China
18
Volatility
14
Volatilität
14
Estimation
12
Schätzung
12
Option pricing theory
11
Optionspreistheorie
11
Gemeindefinanzen
10
Local government finance
10
Derivat
8
Derivative
8
Development aid
8
Entwicklungshilfe
8
Immobilienpreis
8
Real estate price
8
Räumliche Verteilung
8
Spatial distribution
8
Welt
8
World
8
Finanzausgleich
7
Finanzpolitik
7
Fiscal policy
7
Intergovernmental transfers
7
Länderfinanzen
7
Public budget
7
State government finance
7
Öffentlicher Haushalt
7
Business cycle
6
Cities and towns - Massachusetts
6
EU countries
6
EU-Staaten
6
Ethnic discrimination
6
Ethnische Diskriminierung
6
Immobilienmakler
6
Impact assessment
6
Konjunktur
6
more ...
less ...
Online availability
All
Free
139
Undetermined
40
Type of publication
All
Book / Working Paper
148
Article
107
Type of publication (narrower categories)
All
Article in journal
53
Aufsatz in Zeitschrift
53
Working Paper
47
Graue Literatur
28
Non-commercial literature
28
Arbeitspapier
26
Aufsatz im Buch
4
Book section
4
Collection of articles of several authors
1
Collection of articles written by one author
1
Hochschulschrift
1
Konferenzschrift
1
Mehrbändiges Werk
1
Multi-volume publication
1
Sammelwerk
1
Sammlung
1
Thesis
1
research-article
1
more ...
less ...
Language
All
English
203
Undetermined
52
Author
All
Zhao, Bo
203
Hodges, Stewart D.
29
Hodges, Stewart
22
Chakrabarti, Prabal
15
Coyne, David
15
Bradbury, Katharine
14
Green, DeAnna
14
Kodrzycki, Yolanda K.
13
Yinger, John
13
Benton, Marques
11
Walker, Richard
11
Clewlow, Les
8
Jackson, Osborne
7
Muñoz, Ana Patricia
7
Skiadopoulos, George
7
Plasse, David
6
Blanchard, Lloyd
5
Boyarchenko, Nina
5
Cerrato, Mario
5
Crosby, John
5
Neuberger, Anthony
5
Ondrich, Jan
5
Park, Cyn-Young
5
Storesletten, Kjetil
5
Zilibotti, Fabrizio
5
Browne, Ana Patricia Muñoz with Lynn
4
Browne, Lynn
4
Browne, Lynn Elaine
4
Chen, Zhiqi
4
Kodrzycki, Yolanda
4
Munoz, Ana Patricia
4
Triest, Robert K.
4
Walker, Richard C.
4
Bradbury, Katharine L.
3
Carbonell, Sol
3
Cheng, Tingting
3
Henderson, Brian J.
3
Ng, Linda F.Y.
3
Steiger, Anna
3
Tian, Shu
3
more ...
less ...
Institution
All
Federal Reserve Bank of Boston
18
Financial Options Research Centre
4
Center for Policy Research, Maxwell School
2
National Bureau of Economic Research
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Carleton University, Department of Economics
1
Department of Economics, Adam Smith Business School
1
Federal Reserve Bank of New York
1
Institute of Finance and Accounting <London>
1
National Bureau of Economic Research (NBER)
1
more ...
less ...
Published in...
All
FRB of Boston Working Paper
16
Working Papers
16
Working papers / Federal Reserve Bank of Boston
16
Public and Community Affairs Discussion Papers
7
Journal of urban economics
6
Review of derivatives research
6
New England Public Policy Center Working Paper
5
Working Papers / Federal Reserve Bank of Boston
5
European financial management : the journal of the European Financial Management Association
4
FRB Boston Research Data Report
3
FRB of Boston Public Policy Brief
3
Journal of Asian economics
3
Journal of Urban Economics
3
Journal of financial and quantitative analysis : JFQA
3
Municipal finance journal : the state and local financing and municipal securities advisor
3
New England Public Policy Center Policy Brief
3
The journal of fixed income
3
Applied Energy
2
Center for Policy Research Working Papers
2
Economic modelling
2
Economics letters
2
FRB of Boston NEPPC Working Paper
2
FRB of Boston Public Policy Discussion Paper
2
Finance research letters
2
Financial analysts' journal : FAJ
2
Journal of Financial and Quantitative Analysis
2
Journal of economic dynamics & control
2
Journal of forecasting
2
MPRA Paper
2
Modern economy
2
NBER working paper series
2
National tax journal
2
Options
2
Public Policy Discussion Paper
2
Public Policy Discussion Papers
2
Public finance review : PFR
2
Syracuse University Center for Policy Research Working Paper
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Working paper / National Bureau of Economic Research, Inc.
2
15-1
1
more ...
less ...
Source
All
ECONIS (ZBW)
160
RePEc
51
EconStor
21
OLC EcoSci
19
Other ZBW resources
3
USB Cologne (EcoSocSci)
1
Showing
31
-
40
of
255
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
How large are the benefits from using options?
Neuberger, Anthony
;
Hodges, Stewart D.
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
2
,
pp. 201-220
Persistent link: https://www.econbiz.de/10001690141
Saved in:
32
Simulating the evolution of the implied distribution
Skiadopoulos, George
;
Hodges, Stewart D.
- In:
European financial management : the journal of the …
7
(
2001
)
4
,
pp. 497-521
Persistent link: https://www.econbiz.de/10001627611
Saved in:
33
An evaluation of tests of distributional forecasts
Noceti, Pablo
;
Smith, Jeremy
;
Hodges, Stewart D.
- In:
Journal of forecasting
22
(
2003
)
6/7
,
pp. 447-455
Persistent link: https://www.econbiz.de/10001836448
Saved in:
34
The dynamics of the S&P 500 implied volatility surface
Skiadopoulos, George
;
Hodges, Stewart D.
;
Clewlow, Les
- In:
Review of derivatives research
3
(
1999
)
3
,
pp. 263-282
Persistent link: https://www.econbiz.de/10001493260
Saved in:
35
Optimal delta-hedging under transactions costs
Clewlow, Les
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1353-1376
Persistent link: https://www.econbiz.de/10001222045
Saved in:
36
Quasi mean reversion in an efficient stock market : the characterisation of economic equilibria which support black-scholes option pricing
Hodges, Stewart D.
- In:
The economic journal : the journal of the Royal …
103
(
1993
)
417
,
pp. 395-405
Persistent link: https://www.econbiz.de/10001146005
Saved in:
37
Optimal replication of contingent claims under transactions costs
Hodges, Stewart D.
- In:
Review of futures markets
8
(
1989
)
2
,
pp. 222-239
Persistent link: https://www.econbiz.de/10001083702
Saved in:
38
Lease valuation when taxable earnings are a scarce resource
Franks, Julian R.
- In:
The journal of finance : the journal of the American …
42
(
1987
)
4
,
pp. 987-1005
Persistent link: https://www.econbiz.de/10001055597
Saved in:
39
On the evaluation of compound options
Selby, Michael J. P.
- In:
Management science : journal of the Institute for …
33
(
1987
)
3
,
pp. 347-355
Persistent link: https://www.econbiz.de/10001025320
Saved in:
40
Interst rate derivatives in a Duffie and Kan model with stochastic volatility : an Arrow-Debreu pricing approach
Nunes, Jo~ao Pedro Vidal
;
Clewlow, Les
;
Hodges, Stewart D.
- In:
Review of derivatives research
3
(
1999
)
1
,
pp. 5-66
Persistent link: https://www.econbiz.de/10001445808
Saved in:
First
Prev
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...
//-->