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Quality issues of implied vola...
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Volatility
41,011
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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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3,268
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3,134
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2,796
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375
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248
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196
Bollerslev, Tim
153
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Härdle, Wolfgang
136
Diebold, Francis X.
121
Pierdzioch, Christian
121
Bouri, Elie
116
Fabozzi, Frank J.
116
Madan, Dilip B.
111
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103
Aizenman, Joshua
102
Spagnolo, Nicola
102
Chiarella, Carl
98
Engle, Robert F.
98
Ma, Feng
96
Koopman, Siem Jan
88
Hammoudeh, Shawkat
83
Bekaert, Geert
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
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65
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65
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598
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172
Institut für Schweizerisches Bankwesen <Zürich>
61
C.E.P.R. Discussion Papers
57
Centre for Analytical Finance <Århus>
42
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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EconWPA
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HAL
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17
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17
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15
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11
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11
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11
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11
Tilburg University, Center for Economic Research
11
Tinbergen Instituut
11
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
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The journal of futures markets
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
NBER Working Paper
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
Working paper
296
Quantitative finance
293
Applied mathematical finance
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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)
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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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3
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Showing
41
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50
of
60,039
Sort
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date (oldest first)
41
Stylized patterns of implied
volatility
in India : a case study of NSE Nifty options
Shaikh, Imlak
;
Padhi, Puja
- In:
Journal of Indian business research
6
(
2014
)
3
,
pp. 231-254
Persistent link: https://www.econbiz.de/10010492684
Saved in:
42
On the relationship of implied, realized and historical
volatility
: evidence from NSE equity index options
Padhi, Puja
;
Shaikh, Imlak
- In:
Journal of business economics and management
15
(
2014
)
5
,
pp. 915-934
Persistent link: https://www.econbiz.de/10010484378
Saved in:
43
Effects of macroeconomic news announcements on risk-neutral distribution : evidence from KOSPI200 intraday options data
Kim, Sol
;
Lee, Geul
- In:
Asia-Pacific journal of financial studies
40
(
2011
)
3
,
pp. 403-432
Persistent link: https://www.econbiz.de/10009388576
Saved in:
44
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
45
Information content of derivatives under varying market conditions and moneyness : the case of S&P CNX Nifty Index options
Pathak, Rajesh
;
Bhattacharjee, Kaushik
;
Reddy, Nagi
- In:
Global business review
16
(
2015
)
2
,
pp. 281-302
Persistent link: https://www.econbiz.de/10011408718
Saved in:
46
Dynamic linkages between implied
volatility
indices of developed and emerging financial markets : an econometric approach
Gupta, Divya
;
Kamilla, Usha
- In:
Global business review
16
(
2015
)
5
,
pp. 46-57
Persistent link: https://www.econbiz.de/10011410378
Saved in:
47
Investor sentiment and value and growth stock index options
Coakley, Jerry
;
Dotsis, George
;
Liu, Xiaoquan
;
Zhai, Jia
- In:
The European journal of finance
20
(
2014
)
10/12
,
pp. 1211-1229
Persistent link: https://www.econbiz.de/10010465894
Saved in:
48
The lead-lag relation between spot and option markets and implied
volatility
in option prices
Boyle, Phelim P.
;
Byoun, Soku
;
Park, Hun Y.
- In:
Research in finance
19
(
2002
),
pp. 269-284
Persistent link: https://www.econbiz.de/10001717576
Saved in:
49
Hedging Strategy Comparisons of
Volatility
Index Options Using Diffusion Models
Lin, Jun-Biao
-
2016
With the innovation of derivatives, the Standard and Poor's (S&P) 500 index -- as an underlying asset of the
volatility
…. Since the financial crisis of 2008, the degree of market
volatility
has increased substantially. In addition, a random …
Persistent link: https://www.econbiz.de/10013003759
Saved in:
50
The impact of COVID-19 on tail risk : evidence from Nifty index options
Agarwalla, Sobhesh Kumar
;
Varma, Jayanth Rama
;
Virmani, …
- In:
Economics letters
204
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607446
Saved in:
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