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subject:"Prognoseverfahren"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Oil price"
~subject:"Option trading"
~subject:"Optionspreistheorie"
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Prognoseverfahren
Oil price
Option trading
Optionspreistheorie
Volatility
151
Volatilität
151
Theorie
71
Theory
71
Stochastic process
47
Stochastischer Prozess
47
Option pricing theory
36
Estimation
30
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Börsenkurs
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Stochastic volatility
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Branger, Nicole
3
Chang, Chien-hung
3
Lin, Yueh-neng
3
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2
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2
Cui, Zhenyu
2
Ibraimi, Meriton
2
Ielpo, Florian
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1
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1
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1
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1
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Journal of economic dynamics & control
Energy economics
444
Finance research letters
203
International journal of theoretical and applied finance
168
The journal of futures markets
144
Journal of banking & finance
136
International Journal of Energy Economics and Policy : IJEEP
135
Quantitative finance
131
International journal of forecasting
125
International review of financial analysis
123
International review of economics & finance : IREF
120
Journal of forecasting
116
The North American journal of economics and finance : a journal of financial economics studies
115
Economic modelling
112
Applied economics
102
Journal of econometrics
90
Applied mathematical finance
76
Journal of empirical finance
75
The journal of computational finance
65
Working paper
64
Mathematical finance : an international journal of mathematics, statistics and financial theory
63
Computational economics
62
The European journal of finance
59
Applied economics letters
58
Research in international business and finance
56
The journal of derivatives : the official publication of the International Association of Financial Engineers
55
Review of derivatives research
54
European journal of operational research : EJOR
49
Journal of financial economics
49
Journal of risk and financial management : JRFM
49
Risks : open access journal
49
Applied financial economics
48
Discussion paper / Tinbergen Institute
48
International journal of financial engineering
48
International journal of finance & economics : IJFE
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Journal of international financial markets, institutions & money
44
Finance and stochastics
42
Department of Economics working paper series
41
Journal of mathematical finance
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ECONIS (ZBW)
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1
Exact simulation of the Hull and White stochastic volatility model
Brignone, Riccardo
;
Gonzato, Luca
- In:
Journal of economic dynamics & control
163
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015050813
Saved in:
2
The stock implied volatility and the implied dividend volatility
Quaye, Enoch Nii Boi
;
Tunaru, Radu
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013383766
Saved in:
3
Modeling tail risks of inflation using unobserved component quantile regressions
Pfarrhofer, Michael
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013543015
Saved in:
4
The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model
Choi, Jaehyuk
;
Wu, Lixin
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628256
Saved in:
5
CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang
;
Yang, Wensheng
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
Saved in:
6
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps
Wan, Xiangwei
;
Yang, Nian
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-37
Persistent link: https://www.econbiz.de/10012666952
Saved in:
7
Pricing discretely monitored barrier options : When Malliavin calculus expansions meet Hilbert transforms
Cai, Ning
;
Li, Chenxu
;
Shi, Chao
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-41
Persistent link: https://www.econbiz.de/10012668507
Saved in:
8
Nonlinear effect of sentiment on momentum
Li, Kai
- In:
Journal of economic dynamics & control
133
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014535145
Saved in:
9
The contribution of intraday jumps to forecasting the density of returns
Chorro, Christophe
;
Ielpo, Florian
;
Sévi, Benoît
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012502523
Saved in:
10
Factor investing for the long run
Lioui, Abraham
;
Tarelli, Andrea
- In:
Journal of economic dynamics & control
117
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012503351
Saved in:
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