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Information Content of Option...
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Volatility
41,047
Volatilität
40,778
Theorie
24,795
Theory
24,152
Optionspreistheorie
14,838
Börsenkurs
14,755
Share price
14,481
Option pricing theory
14,377
Schätzung
13,127
Estimation
12,658
Risikoprämie
12,448
Risk premium
12,316
Kapitaleinkommen
12,084
Capital income
12,039
Welt
9,560
World
9,314
Aktienmarkt
8,774
Stock market
8,675
USA
8,180
United States
7,815
ARCH-Modell
6,849
ARCH model
6,755
Portfolio-Management
6,120
Portfolio selection
6,029
CAPM
5,910
Risk
5,794
Wechselkurs
5,740
Risiko
5,711
Exchange rate
5,639
Prognoseverfahren
5,612
Stochastischer Prozess
5,604
Forecasting model
5,528
Stochastic process
5,497
Informationswert
5,247
Optionsgeschäft
5,139
Information value
5,057
Option trading
4,930
Financial crisis
4,601
Finanzkrise
4,495
Finanzmarkt
4,420
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All
Free
85,740
Undetermined
21,449
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Book / Working Paper
95,841
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48,546
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59
Journal
23
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Article in journal
36,226
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36,226
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20,595
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16,007
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16,007
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15,328
Aufsatz im Buch
2,217
Book section
2,217
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1,880
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1,774
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1,379
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382
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382
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373
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373
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238
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230
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230
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225
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189
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180
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180
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171
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147
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135
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113
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113
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98
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94
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85
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85
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71
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62
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62
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53
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50
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50
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112,772
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27,312
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2,806
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528
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344
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125
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123
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94
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81
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64
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46
Polish
46
Romanian
43
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24
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21
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15
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10
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10
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8
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6
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6
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5
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5
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McAleer, Michael
605
Caporale, Guglielmo Maria
418
Gupta, Rangan
317
Chang, Chia-Lin
239
Hasan, Iftekhar
211
Bekaert, Geert
192
Madan, Dilip B.
189
Bollerslev, Tim
183
Spagnolo, Nicola
177
Härdle, Wolfgang
166
Fabozzi, Frank J.
158
Stulz, René M.
157
Lucey, Brian M.
153
Cumming, Douglas J.
152
Diebold, Francis X.
148
Harvey, Campbell R.
148
Bali, Turan G.
144
Hautsch, Nikolaus
143
Platen, Eckhard
142
Pierdzioch, Christian
141
Aizenman, Joshua
139
Theissen, Erik
137
Renneboog, Luc
136
Kočenda, Evžen
134
Zaremba, Adam
134
Bouri, Elie
133
Afonso, António
132
Caporin, Massimiliano
129
Koopman, Siem Jan
123
Sarno, Lucio
123
Engle, Robert F.
122
Chiarella, Carl
121
Buch, Claudia M.
120
Acharya, Viral V.
118
Belke, Ansgar
117
Cotter, John
117
Faff, Robert W.
116
Fratzscher, Marcel
114
Massa, Massimo
113
Hammoudeh, Shawkat
111
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1,499
National Bureau of Economic Research
1,023
C.E.P.R. Discussion Papers
699
National Bureau of Economic Research (NBER)
681
Université Paris-Dauphine (Paris IX)
390
EconWPA
268
Tilburg University, Center for Economic Research
144
CESifo
143
Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations
123
Center for Financial Studies
122
Tinbergen Instituut
115
International Monetary Fund (IMF)
113
Institut für Schweizerisches Bankwesen <Zürich>
109
East Asian Bureau of Economic Research (EABER)
100
London School of Economics (LSE)
97
Bank of Canada
91
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
89
Zentrum für Europäische Wirtschaftsforschung (ZEW)
88
Banca d'Italia
87
Finance Discipline Group, Business School
85
Institut de Préparation à l'Administration et à la Gestion (IPAG)
85
de Nederlandsche Bank
82
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
81
William Davidson Institute, University of Michigan
74
Suomen Pankki
68
Deutsche Bundesbank
67
Økonomisk Institut, Copenhagen Business School
65
Society for Computational Economics - SCE
63
Université Paris-Dauphine
63
Department of Economics and Business, Universitat Pompeu Fabra
62
Tinbergen Institute
62
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
60
Centre Emile Bernheim, Solvay Brussels School of Economics and Management
60
Institut für Weltwirtschaft (IfW)
60
School of Economics and Management, University of Aarhus
58
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
57
Department of Economics, Oxford University
56
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
56
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
55
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
55
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MPRA Paper
1,453
NBER working paper series
1,009
Finance research letters
841
Working paper / National Bureau of Economic Research, Inc.
816
Energy economics
741
NBER Working Paper
709
Journal of banking & finance
708
CEPR Discussion Papers
700
NBER Working Papers
678
The journal of futures markets
669
ECB Working Paper
623
Working Paper
598
International journal of theoretical and applied finance
595
International review of financial analysis
549
IMF Working Paper
537
Working paper
528
CESifo Working Paper
522
CESifo working papers
504
International review of economics & finance : IREF
499
Applied economics
477
Journal of financial economics
439
Economic modelling
424
The North American journal of economics and finance : a journal of financial economics studies
423
Research paper series / Swiss Finance Institute
422
Discussion paper / Centre for Economic Policy Research
405
Journal of empirical finance
392
CESifo Working Paper Series
389
Journal of econometrics
388
Economics letters
371
Economics Papers from University Paris Dauphine
369
Journal of Banking & Finance
366
Applied financial economics
364
Discussion paper / Tinbergen Institute
364
Journal of international money and finance
364
Research in international business and finance
351
Applied economics letters
344
Journal of risk and financial management : JRFM
338
Journal of international financial markets, institutions & money
335
The review of financial studies
332
Journal of economic dynamics & control
315
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ECONIS (ZBW)
114,717
RePEc
20,785
EconStor
7,435
USB Cologne (business full texts)
656
USB Cologne (EcoSocSci)
446
OLC EcoSci
135
BASE
130
Other ZBW resources
113
ArchiDok
52
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Showing
71
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71
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:
72
Default risk and option returns
Vasquez, Aurelio
;
Xiao, Xiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2144-2167
Persistent link: https://www.econbiz.de/10014519915
Saved in:
73
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:
74
Understanding delta-hedged option returns in stochastic
volatility
environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
Saved in:
75
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
3
,
pp. 1081-1145
Persistent link: https://www.econbiz.de/10011378591
Saved in:
76
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:
77
The information content of OTC individual put option implied
volatility
for credit default swap spreads
Park, Yuen Jung
;
Kim, Tong Suk
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
4
,
pp. 491-516
Persistent link: https://www.econbiz.de/10009618798
Saved in:
78
GARCH option pricing models, the CBOE VIX, and variance risk premium
Hao, Jinji
;
Zhang, Jin E.
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
3
,
pp. 556-580
Persistent link: https://www.econbiz.de/10009786515
Saved in:
79
Inferring
volatility
dynamics and risk premia from the S&P 500 and VIX markets
Bardgett, Chris
;
Gourier, Elise
;
Leippold, Markus
-
2013
of the parameters driving the risk-neutral conditional distributions and term structure of
volatility
, thereby enhancing …
Persistent link: https://www.econbiz.de/10010256394
Saved in:
80
Volatility
concepts and risk management tools
Bams, Dennis
;
Blanchard, Gildas
;
Lehnert, Thorsten
-
2015
Persistent link: https://www.econbiz.de/10011547074
Saved in:
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