//--> //--> //--> //-->
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
Recovering implied volatility
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Volatility
40,990
Volatilität
40,720
Optionspreistheorie
14,818
Option pricing theory
14,359
Theorie
13,859
Theory
13,475
Börsenkurs
9,936
Share price
9,792
Schätzung
9,218
Estimation
9,007
Kapitaleinkommen
7,503
Capital income
7,473
ARCH-Modell
6,600
ARCH model
6,528
Aktienmarkt
6,001
Stock market
5,939
Stochastischer Prozess
5,369
Stochastic process
5,273
Optionsgeschäft
5,132
USA
5,090
Welt
5,030
United States
4,934
Option trading
4,923
World
4,923
Wechselkurs
4,710
Exchange rate
4,615
Prognoseverfahren
4,137
Forecasting model
4,064
Derivat
3,608
Derivative
3,599
Zeitreihenanalyse
3,410
Portfolio-Management
3,403
Portfolio selection
3,373
Time series analysis
3,320
Risk
3,150
Risiko
3,101
volatility
2,656
CAPM
2,561
Finanzmarkt
2,484
Financial market
2,417
more ...
less ...
Online availability
All
Free
22,119
Undetermined
13,938
Type of publication
All
Article
31,404
Book / Working Paper
26,702
Other
63
Journal
22
Type of publication (narrower categories)
All
Article in journal
27,831
Aufsatz in Zeitschrift
27,831
Working Paper
9,726
Graue Literatur
8,982
Non-commercial literature
8,982
Arbeitspapier
8,559
Aufsatz im Buch
1,723
Book section
1,723
Hochschulschrift
1,206
Thesis
985
Collection of articles of several authors
271
Sammelwerk
271
Collection of articles written by one author
247
Sammlung
247
Lehrbuch
233
Article
221
Textbook
221
Conference paper
162
Konferenzbeitrag
162
Aufsatzsammlung
152
Bibliografie enthalten
140
Bibliography included
140
Dissertation u.a. Prüfungsschriften
140
research-article
113
Konferenzschrift
76
Amtsdruckschrift
70
Government document
70
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
53,692
Undetermined
2,677
German
1,387
Spanish
157
French
143
Portuguese
49
Italian
34
Polish
25
Czech
18
Dutch
11
Russian
11
Romanian
7
Hungarian
3
Swedish
3
Turkish
3
Croatian
2
Chinese
2
Arabic
1
Danish
1
Norwegian
1
Slovak
1
Serbian
1
more ...
less ...
Author
All
McAleer, Michael
384
Gupta, Rangan
247
Caporale, Guglielmo Maria
195
Bollerslev, Tim
157
Chang, Chia-Lin
146
Härdle, Wolfgang
143
Diebold, Francis X.
122
Pierdzioch, Christian
121
Bouri, Elie
116
Fabozzi, Frank J.
111
Madan, Dilip B.
111
Andersen, Torben
103
Aizenman, Joshua
102
Spagnolo, Nicola
101
Chiarella, Carl
100
Koopman, Siem Jan
97
Engle, Robert F.
95
Ma, Feng
94
Bekaert, Geert
89
Todorov, Viktor
86
Hautsch, Nikolaus
85
Hammoudeh, Shawkat
82
Carr, Peter
80
Cui, Zhenyu
75
Prokopczuk, Marcel
75
Bahmani-Oskooee, Mohsen
74
Caporin, Massimiliano
73
Christoffersen, Peter F.
73
Lux, Thomas
72
Buch, Claudia M.
71
Kočenda, Evžen
70
Tiwari, Aviral Kumar
70
Asai, Manabu
69
Joshi, Mark S.
69
McMillan, David G.
69
Ryu, Doojin
66
Takahashi, Akihiko
66
Hafner, Christian M.
65
Clements, Adam
64
Jacobs, Kris
64
more ...
less ...
Institution
All
National Bureau of Economic Research
565
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
212
C.E.P.R. Discussion Papers
94
Institut für Schweizerisches Bankwesen <Zürich>
57
EconWPA
47
Université Paris-Dauphine (Paris IX)
46
HAL
44
Centre for Analytical Finance <Århus>
42
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
40
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
36
European Central Bank
30
Agricultural and Applied Economics Association - AAEA
26
School of Economics and Management, University of Aarhus
26
CESifo
25
Society for Computational Economics - SCE
25
Reserve Bank of Australia
22
World Bank
21
Ekonomiska forskningsinstitutet <Stockholm>
20
Svenska Handelshögskolan <Helsinki>
19
Tilburg University, Center for Economic Research
19
Banque de France
18
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
18
Chambre de commerce et d'industrie de Paris
18
Deutsche Bundesbank
18
National Centre of Competence in Research North South <Bern>
18
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
17
Federal Reserve Bank of St. Louis
16
International Monetary Fund
16
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
16
Tinbergen Instituut
16
Center for Economic Research <Tilburg>
15
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
14
Department of Economics, Oxford University
14
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
14
Institute for the Study of Labor (IZA)
14
National Centre for Econometric Research (NCER)
14
School of Economics and Finance, Queen Mary
14
Cowles Foundation for Research in Economics, Yale University
13
Department of Economics and Finance, College of Business and Economics
13
European Association of Agricultural Economists - EAAE
13
more ...
less ...
Published in...
All
Finance research letters
701
Energy economics
694
The journal of futures markets
620
International journal of theoretical and applied finance
577
NBER working paper series
551
Journal of banking & finance
544
Working paper / National Bureau of Economic Research, Inc.
528
International review of financial analysis
460
NBER Working Paper
460
Applied economics
412
International review of economics & finance : IREF
406
Journal of econometrics
385
Economic modelling
384
The North American journal of economics and finance : a journal of financial economics studies
377
Mathematical finance : an international journal of mathematics, statistics and financial theory
303
Applied financial economics
299
Research in international business and finance
299
Journal of empirical finance
295
Applied economics letters
294
Working paper
294
Quantitative finance
293
Applied mathematical finance
290
Economics letters
279
Journal of financial economics
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
267
Journal of economic dynamics & control
257
Journal of international financial markets, institutions & money
256
Journal of international money and finance
249
Journal of risk and financial management : JRFM
236
Discussion paper / Tinbergen Institute
231
The European journal of finance
226
MPRA Paper
210
Review of derivatives research
204
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
189
more ...
less ...
Source
All
ECONIS (ZBW)
52,669
RePEc
3,192
EconStor
1,407
USB Cologne (EcoSocSci)
401
USB Cologne (business full texts)
210
BASE
157
Other ZBW resources
135
OLC EcoSci
17
ArchiDok
3
more ...
less ...
Showing
1
-
10
of
58,191
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Do Aussie markets smile? : implied
volatility
functions and determinants
Tanha, Hassan
;
Dempsey, Michael
- In:
Applied economics
47
(
2015
)
28/30
,
pp. 3143-3163
Persistent link: https://www.econbiz.de/10011289355
Saved in:
2
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:
3
Modeling
volatility
smile : empirical evidence from India
Singh, Vipul Kumar
- In:
Journal of derivatives & hedge funds
19
(
2013
)
3
,
pp. 208-240
Persistent link: https://www.econbiz.de/10010259418
Saved in:
4
What makes
volatility
smile? : an empirical investigation of implied
volatility
functions in Indian market
Inder, Shivani
;
Pasricha, J. S.
- In:
Business analyst : a refereed journal of Shri Ram …
36
(
2015
)
1
,
pp. 127-145
Persistent link: https://www.econbiz.de/10011533053
Saved in:
5
What determines
volatility
smile in China?
Li, Pengshi
;
Xian, Aichuan
;
Lin, Yan
- In:
Economic modelling
96
(
2021
),
pp. 326-335
Persistent link: https://www.econbiz.de/10012745422
Saved in:
6
Belief heterogeneity in the option markets and the cross-section of stock returns
Borochin, Paul
;
Zhao, Yanhui
- In:
Journal of banking & finance
107
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012224402
Saved in:
7
An option theoretic approach to market efficiency
Bhattacharya, Rajeev R.
- In:
Annals of financial economics
14
(
2019
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012226607
Saved in:
8
Pricing and hedging competitiveness of the tree option pricing models : evidence from India
Singh, Vipul Kumar
- In:
The journal of asset management
17
(
2016
)
6
,
pp. 453-475
Persistent link: https://www.econbiz.de/10011648199
Saved in:
9
Is Petrobras
options
market efficient? : a study using the delta-gamma neutral strategy
Araújo, Gustavo Silva
;
Ribeiro, Ricardo Alves Carmo
- In:
Latin American business review : journal of the …
17
(
2016
)
4
,
pp. 315-331
Persistent link: https://www.econbiz.de/10011649370
Saved in:
10
Options
, equity risks, and the value of capital structure adjustments
Borochin, Paul
;
Yang, Jie
- In:
The journal of corporate finance : contracting, …
42
(
2017
),
pp. 150-178
Persistent link: https://www.econbiz.de/10011674037
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...
//-->