//--> //--> //--> //-->
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
Predicting stock market volati...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
USA
46
United States
46
Volatility
33
Volatilität
32
Theorie
28
Theory
28
Börsenkurs
24
Share price
23
Derivat
20
Derivative
20
Option pricing theory
17
Optionspreistheorie
17
Index futures
14
Index-Futures
14
Estimation
12
Schätzung
12
Option trading
11
Optionsgeschäft
11
Commodity derivative
10
Rohstoffderivat
10
Stock option
9
Aktienindex
8
Aktienoption
8
Arbitrage
8
Portfolio selection
8
Portfolio-Management
8
Stock index
8
ARCH model
7
ARCH-Modell
7
CAPM
7
Capital income
6
Commodity exchange
6
Handelsvolumen der Börse
6
Kapitaleinkommen
6
Trading volume
6
Warenbörse
6
Commodity market
5
Dividende
5
Rohstoffmarkt
5
Aktienmarkt
4
more ...
less ...
Online availability
All
Free
42
Undetermined
35
Type of publication
All
Article
162
Book / Working Paper
68
Other
1
Type of publication (narrower categories)
All
Article in journal
68
Aufsatz in Zeitschrift
68
Arbeitspapier
4
Aufsatz im Buch
4
Book section
4
Working Paper
4
CD-ROM, DVD
1
Conference proceedings
1
Glossar enthalten
1
Glossary included
1
Graue Literatur
1
Konferenzschrift
1
Lehrbuch
1
Non-commercial literature
1
Textbook
1
more ...
less ...
Language
All
Undetermined
122
English
109
Author
All
Whaley, Robert E.
151
Fleming, Jeff
81
Ostdiek, Barbara
54
Kirby, Chris
51
Smith, Tom
35
Stoll, Hans R.
25
Bollen, Nicolas P. B.
15
Dumas, Bernard
13
Barraclough, Kathryn
12
Shi, Jing
7
Gray, Stephen F.
6
Powell, John G.
6
Gray, Stephen
5
Barone-Adesi, Giovanni
4
Beneish, Messod D.
4
Bollen, Nicolas P.B.
4
Harvey, Campbell R.
4
Paye, Bradley S.
4
WHALEY, ROBERT E.
4
Bilson, Chris M.
3
Birt, Jacqueline L.
3
Foster, F. Douglas
3
Kapadia, Nishad
3
Pool, Veronika Krepely
3
Robinson, David T.
3
BARRACLOUGH, KATHRYN
2
Back, Kerry
2
Miller, Merton H.
2
Muthuswamy, Jayaram
2
O'Neill, Michael J.
2
Sagi, Jacob S.
2
Tengulov, Angel
2
Whaley, Robert E
2
Willis, Richard H.
2
BOLLEN, NICOLAS P.B.
1
Bilson, Chris
1
Birt, Jacqueline
1
Boyle, Phelim P.
1
Cheung, Joseph K.
1
Cocquemas, François
1
more ...
less ...
Institution
All
C.E.P.R. Discussion Papers
1
Chambre de commerce et d'industrie de Paris
1
National Bureau of Economic Research
1
National Bureau of Economic Research (NBER)
1
Published in...
All
The journal of finance : the journal of the American Finance Association
27
The journal of futures markets
13
Journal of financial economics
11
The journal of portfolio management : a publication of Institutional Investor
9
Journal of Finance
7
Journal of Financial Economics
7
Australian journal of management
5
Journal of Futures Markets
5
Journal of banking & finance
5
Journal of empirical finance
4
Advances in futures and options research : a research annual
3
Australian Journal of Management
3
Journal of econometrics
3
Journal of financial and quantitative analysis : JFQA
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Economics letters
2
Financial analysts' journal : FAJ
2
Financial markets and asset pricing
2
Journal of Banking & Finance
2
Journal of Econometrics
2
Journal of Financial Econometrics
2
Journal of Financial Markets
2
Journal of Financial and Quantitative Analysis
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial markets
2
Journal of investment management : JOIM
2
The journal of business : B
2
Working paper series
2
Accounting & Finance
1
Accounting Research Journal
1
Accounting and Finance (Forthcoming)
1
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
CEPR Discussion Papers
1
Discussion paper / Centre for Economic Policy Research
1
Economics Letters
1
Energy Economics
1
Energy economics
1
Financial analysts journal : FAJ
1
Financial markets and instruments
1
Geld, Banken und Versicherungen : Beiträge zum ... Symposium Geld, Banken und Versicherungen
1
more ...
less ...
Source
All
ECONIS (ZBW)
142
OLC EcoSci
43
RePEc
42
Other ZBW resources
2
BASE
1
USB Cologne (EcoSocSci)
1
Showing
61
-
70
of
231
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
61
Understanding the VIX
Whaley, Robert E.
- In:
The journal of portfolio management : a publication of …
35
(
2008/09
)
3
,
pp. 98-105
Persistent link: https://www.econbiz.de/10003852143
Saved in:
62
Trading volatility : at what cost?
Whaley, Robert E.
- In:
The journal of portfolio management : a publication of …
40
(
2013
)
1
,
pp. 95-108
Persistent link: https://www.econbiz.de/10010246274
Saved in:
63
On the valuation of American call options on stocks with known dividends
Whaley, Robert E.
- In:
Journal of financial economics
9
(
1981
)
2
,
pp. 207-211
Persistent link: https://www.econbiz.de/10002978696
Saved in:
64
Valuation of American call options on dividend-paying stocks : empirical tests
Whaley, Robert E.
- In:
Journal of financial economics
10
(
1982
)
1
,
pp. 29-58
Persistent link: https://www.econbiz.de/10002978703
Saved in:
65
Return and risk of CBOE buy write monthly index
Whaley, Robert E.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
2
,
pp. 35-42
Persistent link: https://www.econbiz.de/10001745231
Saved in:
66
Derivatives
Whaley, Robert E.
-
2003
Persistent link: https://www.econbiz.de/10001832928
Saved in:
67
Valuation of American futures options : theory and empirical tests
Whaley, Robert E.
- In:
The journal of finance : the journal of the American …
41
(
1986
)
1
,
pp. 127-150
Persistent link: https://www.econbiz.de/10001008808
Saved in:
68
Intraday price observations : on computing portfolio returns
Whaley, Robert E.
- In:
Review of futures markets
12
(
1994
)
1
,
pp. 175-190
Persistent link: https://www.econbiz.de/10001183623
Saved in:
69
Derivatives : markets, valuation, and risk management
Whaley, Robert E.
-
2006
Persistent link: https://www.econbiz.de/10004266465
Saved in:
70
Derivatives : markets, valuation, and risk management
Whaley, Robert E.
-
2006
Persistent link: https://www.econbiz.de/10013490231
Saved in:
First
Prev
3
4
5
6
7
8
9
10
11
12
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->