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subject:"Estimation"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~isPartOf:"Emerging markets, finance and trade : EMFT"
~isPartOf:"Journal of banking & finance"
~person:"Prokopczuk, Marcel"
~subject:"Aktienmarkt"
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Estimation
Zeitreihenanalyse
Aktienmarkt
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6
Commodity derivative
4
Rohstoffderivat
4
Commodities
3
Commodity exchange
3
Risikoprämie
3
Risk premium
3
Theorie
3
Theory
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Volatility
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Volatilität
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Prokopczuk, Marcel
Zaremba, Adam
7
Cakici, Nusret
3
Wese Simen, Chardin
3
Berkman, Henk
2
Bianchi, Robert
2
Bremus, Franziska
2
Czapkiewicz, Anna
2
DeLisle, R. Jared
2
Dungey, Mardi H.
2
Füss, Roland
2
Gil-Alaña, Luis A.
2
Harris, Richard D. F.
2
Hollstein, Fabian
2
Huang, Tao
2
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2
Lee, Chien-chiang
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Li, Junye
2
Liu, Xiaochun
2
Maydybura, Alina
2
Moreno, Antonio
2
Paschke, Raphael
2
Philip, Dennis
2
Reghezza, Alessio
2
Rösch, Daniel
2
Samet, Anis
2
Schweikert, Karsten
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Shaban, Mohamed
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Shaffer, Sherrill
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Spierdijk, Laura
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Strohsal, Till
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Thorp, Susan
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Wang, Feifei
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Wang, Jun
2
Wang, Yang
2
Wen, Fenghua
2
Xia, Xiaohua
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Abbritti, Mirko
1
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Emerging markets, finance and trade : EMFT
Journal of banking & finance
Energy economics
1
Journal of commodity markets
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial markets
1
Journal of international money and finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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The Quarterly Journal of Finance : QJF
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ECONIS (ZBW)
6
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1
Testing factor models in the cross-section
Hollstein, Fabian
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013538943
Saved in:
2
Measuring commodity market quality
Lauter, Tobias
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013538965
Saved in:
3
Curve momentum
Paschke, Raphael
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012226133
Saved in:
4
Variance risk in commodity markets
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Journal of banking & finance
81
(
2017
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
Saved in:
5
Seasonal Stochastic Volatility : implications for the pricing of commodity options
Arismendi Zambrano, Juan Carlos
;
Back, Janis
; …
- In:
Journal of banking & finance
66
(
2016
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011634553
Saved in:
6
Jump and variance risk premia in the S&P 500
Neumann, Maximilian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
69
(
2016
),
pp. 72-83
Persistent link: https://www.econbiz.de/10011635040
Saved in:
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