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Quality issues of implied vola...
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Volatility
41,012
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40,741
Optionspreistheorie
14,821
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14,400
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14,362
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14,033
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4,923
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2,657
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375
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248
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136
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121
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121
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116
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116
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111
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103
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102
Spagnolo, Nicola
102
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98
Engle, Robert F.
98
Ma, Feng
96
Koopman, Siem Jan
88
Hammoudeh, Shawkat
83
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81
Hautsch, Nikolaus
81
Todorov, Viktor
81
Carr, Peter
79
Cui, Zhenyu
75
Bahmani-Oskooee, Mohsen
74
Caporin, Massimiliano
74
McMillan, David G.
74
Ryu, Doojin
74
Christoffersen, Peter F.
73
Lux, Thomas
72
Prokopczuk, Marcel
72
Tiwari, Aviral Kumar
72
Buch, Claudia M.
71
Kočenda, Evžen
70
Joshi, Mark S.
69
Asai, Manabu
67
Takahashi, Akihiko
66
Hafner, Christian M.
65
Jacobs, Kris
65
Schoutens, Wim
65
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C.E.P.R. Discussion Papers
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Centre for Analytical Finance <Århus>
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17
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11
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11
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11
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11
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11
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11
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10
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807
Finance research letters
712
Energy economics
693
Journal of banking & finance
584
NBER working paper series
584
International journal of theoretical and applied finance
578
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562
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484
International review of financial analysis
470
International review of economics & finance : IREF
427
Applied economics
423
Economic modelling
380
The North American journal of economics and finance : a journal of financial economics studies
380
Journal of econometrics
364
Applied financial economics
320
Mathematical finance : an international journal of mathematics, statistics and financial theory
304
Applied economics letters
303
Journal of financial economics
303
Research in international business and finance
303
Journal of empirical finance
302
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296
Quantitative finance
293
Applied mathematical finance
290
The journal of derivatives : the official publication of the International Association of Financial Engineers
284
Discussion paper / Centre for Economic Policy Research
281
Economics letters
276
The journal of computational finance
271
Finance and stochastics
267
Journal of economic dynamics & control
261
Journal of international financial markets, institutions & money
258
Journal of international money and finance
248
Journal of risk and financial management : JRFM
234
The European journal of finance
233
Discussion paper / Tinbergen Institute
230
The review of financial studies
228
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
210
Review of derivatives research
207
Pacific-Basin finance journal
206
The journal of finance : the journal of the American Finance Association
205
Computational economics
191
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ECONIS (ZBW)
55,493
RePEc
2,331
EconStor
1,241
USB Cologne (EcoSocSci)
506
USB Cologne (business full texts)
222
BASE
124
Other ZBW resources
103
OLC EcoSci
17
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Showing
21
-
30
of
60,040
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
Co-movement of
volatility
risk premium : evidence from single stock options market in India
Chakrabarti, Prasenjit
- In:
Applied economics letters
28
(
2021
)
14
,
pp. 1181-1186
Persistent link: https://www.econbiz.de/10012589986
Saved in:
22
Contract size changes in the options market : effects on market efficiency and investor behaviour
Park, Seongkyu
;
Ryu, Doojin
- In:
Applied economics
53
(
2021
)
57
,
pp. 6670-6682
Persistent link: https://www.econbiz.de/10012697955
Saved in:
23
Does options improve the information absorption? : evidence from the introduction of weekly index options
Jain, Prachi
;
Kotha, Kiran Kumar
- In:
International review of finance : the official journal …
22
(
2022
)
4
,
pp. 770-776
Persistent link: https://www.econbiz.de/10013472716
Saved in:
24
The information content of the
volatility
index options trading volume
Gu, Chen
;
Guo, Xu
;
Kurov, Alexander
;
Stan, Raluca
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1721-1737
Persistent link: https://www.econbiz.de/10013465809
Saved in:
25
An empirical testing of Black-Scholes option pricing model : a study of option moneyness (at-the-money)
Rinky
;
Singh, Shakti
- In:
International Journal of Financial Markets and …
9
(
2023
)
3
,
pp. 208-229
Persistent link: https://www.econbiz.de/10015064444
Saved in:
26
Stock index
volatility
expectations implied by call options premia
Rindell, Krister
-
1989
Persistent link: https://www.econbiz.de/10000767421
Saved in:
27
Collateral Smile
Leippold, Markus
;
Su, Lujing
-
2011
prices, which translates into skew and smile patterns for implied
volatility
curves even under constant volatilities … the market. collateral requirements, funding costs,
volatility
smile, option pricing …
Persistent link: https://www.econbiz.de/10009375107
Saved in:
28
The determinants of exchange settlement practices and the implication of
volatility
smile : evidence from the Taiwan Futures Exchange
Szu, Wen-ming
;
Wang, Ming-chun
;
Yang, Wan-ru
- In:
International review of economics & finance : IREF
20
(
2011
)
4
,
pp. 826-838
Persistent link: https://www.econbiz.de/10009303803
Saved in:
29
Conjoint analysis of option and
volatility
models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
Saved in:
30
Hedging strategy comparisons of
volatility
index options using diffusion models
Lin, Jun-Biao
- In:
The international journal of business and finance …
9
(
2015
)
3
,
pp. 59-69
Persistent link: https://www.econbiz.de/10011285427
Saved in:
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