'
기초자산시장과 옵션시장의 장기기억속성 비교에 관한 연구' 의 주제별 논문영향력
| 주제 |
|
|
|---|---|---|
| 동일주제 총논문수 | 논문피인용 총횟수 | 주제별 논문영향력의 평균 |
| 7 | 0 |
0.0% |
주제별 논문영향력
' 기초자산시장과 옵션시장의 장기기억속성 비교에 관한 연구' 의 참고문헌
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한국옵션시장에서 거래의 정보효과에 관한 실증분석
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한국옵션시장에서 거래의 정보효과에 관한 실증분석
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주식가격변화의 장기기억속성 존재 및 영향요인에 대한 실증연구
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주식가격변화의 장기기억속성 존재 및 영향요인에 대한 실증연구
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주식가격변화의 상대적 효율성에 관한 실증연구 : KOSPI와 S&P500 시장지수를 중심으로
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옵션내재변동성의 정보효과에 관한 실증연구
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옵션 내재변동성의 변화에 따른 거래행태의 변화에 관한 연구
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옵션 내재변동성의 변화에 따른 거래행태의 변화에 관한 연구
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분수브라운운동을 가정한 옵션가격결정모형의 유용성에 관한 연구
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델타헤징모형의 유용성 비교연구
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내재정보를 이용한 가격동학 특성에 관한 연구
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내재정보를 이용한 가격동학 특성에 관한 연구
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Why option prices lag stock prices : a trading based explanation
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Why option prices lag stock prices : a trading based explanation
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Trading costs and the relative rate of price discovery in stock, futures and option markets
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Trading costs and the relative rate of price discovery in stock, futures and option markets
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Theory of Value
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Theory of Value
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The role of securities in the optimal allocation of risk-bearing
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The role of securities in the optimal allocation of risk-bearing
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The pricing of options and corporate liabilities
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The pricing of options and corporate liabilities
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The lead-lag relationship between stock index options and the stock index market
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The lead-lag relationship between stock index options and the stock index market
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The interrelation of stock and options market trading volume data
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The interrelation of stock and options market trading volume data
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The estimation and application of long memory time series models
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The estimation and application of long memory time series models
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Put-call parity and expected returns
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Put-call parity and expected returns
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Price changes of related securities : the case of call options and stocks
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Price changes of related securities : the case of call options and stocks
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Option pricing and the martingale restriction
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Option pricing and the martingale restriction
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Option prices as predictors of equilibrium stock prices
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Option prices as predictors of equilibrium stock prices
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On the usefulness of implied risk-neutral distributions
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On the usefulness of implied risk-neutral distributions
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Nonparametric estimation of state-price densities implicit in financial asset prices
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Nonparametric estimation of state-price densities implicit in financial asset prices
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No-arbitrage option pricing: new evidence on the validity of the martingale propertyBrenner, M. [1997]
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No-arbitrage option pricing: new evidence on the validity of the martingale property
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Mosaic organization of DNA nucleotidesPeng, C. K. Physical Review E: Statistical, Nonlinear, and Soft Matter Physics 49 (2) : 1685 ~ 1694 [1994]
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Mosaic organization of DNA nucleotidesPeng, C. K. Physical Review E: Statistical, Nonlinear, and Soft Matter Physics 49 2 1685-1694 [1994]
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Long-term storage capacity of reservoirs
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Long-term storage capacity of reservoirs
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Long-term memory and volatility clustering in high-frequency price changes
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Long-term memory and volatility clustering in high-frequency price changes
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KOSPI200 현물, 선물 및 옵션시장의 시장 미시구조에 관한 시계열연구
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KOSPI200 현물, 선물 및 옵션시장의 시장 미시구조에 관한 시계열연구
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KOSPI200 일중 점프에 대한 변동성지수의 정보효과
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Is the KOSPI 200 options market efficient? Parametric and nonparametric tests of the martingale restriction
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Is the KOSPI 200 Options Market Efficient? Parametric and Nonparametric Tests of the Martingale Restriction
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Intraday price change and trading volume relations in the stock and option markets
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Intraday price change and trading volume relations in the stock and option markets
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Implied risk-neutral probability density functions from option prices: theory and applicationBahra, B. [1997]
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Implied risk-neutral probability density functions from option prices: theory and application
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Fractional white noise calculus and applications to finance, Infinite Dimensional Analysis
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Fractional white noise calculus and applications to finance, Infinite Dimensional Analysis
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Estimating long-range dependence : finite sample properties confidence intervals
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Estimating long-range dependence : finite sample properties confidence intervals
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Efficient capital markets : a review of theory and empirical work
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Efficient capital markets : A review of theory and empirical work
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Do S&P 500 index options violate the martingale restriction?
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Do S&P 500 index options violate the martingale restriction?
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Call option valuation for discrete normal mixtures
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Call option valuation for discrete normal mixtures
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Bounds of probability
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Bounds of Probability
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An empirical analysis of the price discovery and the pricing bias in the KOSPI 200 stock index derivatives market
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An empirical analysis of the price discovery and the pricing bias in the KOSPI 200 stock index derivatives market