Keyphrases
Incomplete Markets
37%
Jump Risk
37%
China
37%
Predictive Power
28%
Implied Volatility
25%
Volatility
24%
Chen Model
18%
Equity Returns
18%
Fixed Income Markets
18%
Implied Volatility Term Structure
18%
Huang's Model
18%
Spread Option Pricing
18%
Open-end Fund
18%
State Preferences
18%
Risk-neutral Density
18%
Volatility Uncertainty
18%
Lognormal
18%
LIBOR
18%
Options Markets
18%
COVID-19
18%
Crash Risk
18%
Lottery Preference
18%
Commodity Pricing
18%
CMS Spread Option
18%
Liquidity
18%
Chinese Stock Market
18%
Investment Decisions
18%
Time Decay
18%
Bid-ask Spread
18%
Market States
18%
Risk-return Relation
18%
Realized Jumps
18%
Joint Density
18%
Credit Default Swaps
18%
Monetary Theory
18%
Financial Studies
18%
Finance Research
18%
Swap Rate
15%
Pricing Model
15%
Interest Rate Models
15%
Explanatory Power
13%
Asset Pricing
13%
Volatility Spread
12%
Detrending
12%
Forward Measure
11%
Log-normally Distributed
11%
Risk Factors
10%
Market Maker
10%
Jump Component
10%
Arrival Rate
10%
Economics, Econometrics and Finance
Volatility
100%
Pricing
40%
Incomplete Market
37%
Interest Rate
23%
Asset Pricing
21%
Credit Derivative
18%
Investors
18%
Fixed Income Market
18%
Macroeconomic Variable
18%
Hedging
18%
Currency Option
18%
Interbank Market
18%
Capital Market Returns
18%
Risk Premium
18%
Bid-Ask Spread
18%
Finance
18%
Risk Factor
17%
Commodity Market
6%
Measure of Dispersion
6%
Factor Model
6%
Event Study
6%
Difference-In-Differences
6%
Trade Dispute
6%
Futures Market
6%
Monetary Theory
5%