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subject:"Innovation"
type_genre:"Sammlung"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Innovation
Volatility
Theorie
566
Theory
566
Portfolio selection
145
Portfolio-Management
145
Stochastic process
116
Stochastischer Prozess
116
Option pricing theory
103
Optionspreistheorie
103
Volatilität
76
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67
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67
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65
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Brigo, Damiano
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International journal of theoretical and applied finance
Research policy : policy, management and economic studies of science, technology and innovation
169
Economics letters
141
Journal of econometrics
130
Economic modelling
116
Journal of banking & finance
114
Journal of economic dynamics & control
98
Finance research letters
91
Journal of evolutionary economics : JEE
87
Journal of empirical finance
82
Economics of innovation and new technology
81
International journal of industrial organization
79
Journal of financial economics
79
International journal of forecasting
77
Energy economics
74
Technological forecasting & social change : an international journal
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
International review of economics & finance : IREF
71
Applied economics
68
Journal of economic behavior & organization : JEBO
68
Journal of international money and finance
65
The review of financial studies
65
International review of financial analysis
63
Macroeconomic dynamics
60
Applied economics letters
57
The European journal of finance
57
European economic review : EER
56
Journal of forecasting
55
Management science : journal of the Institute for Operations Research and the Management Sciences
53
Journal of monetary economics
52
Econometric reviews
51
Computational economics
49
Quantitative finance
48
The North American journal of economics and finance : a journal of financial economics studies
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Applied mathematical finance
44
Journal of economic theory
44
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
76
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1
Portfolio insurance under rough volatility and Volterra processes
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807860
Saved in:
2
Volatility inference and return dependencies in stochastic volatility models
Pfante, Oliver
;
Bertschinger, Nils
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10012019759
Saved in:
3
Global and regional risks in currency returns
Rendon, Jairo A.
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012183303
Saved in:
4
Drawdown measures and return moments
Möller, Philipp M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011957033
Saved in:
5
Heterogeneity in risk preferences leads to stochastic volatility
Leisen, Dietmar
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011926621
Saved in:
6
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
7
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011453874
Saved in:
8
The stress-dependent random walk
Gremm, Martin
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011419399
Saved in:
9
CVA with wrong way risk : sensitivities, volatility and hedging
El Hajjaji, Omar
;
Subbotin, Alexander
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
Saved in:
10
A change of measure preserving the affine structure in the Barndorff-Nielsen and Shephard model for commodity markets
Benth, Fred Espen
;
Ortiz-Latorre, Salvador
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011403907
Saved in:
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