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subject:"USA"
~isPartOf:"Journal of econometrics"
~subject:"CAPM"
~subject:"Kreditrisiko"
~subject:"Stochastic process"
~subject:"Warenbörse"
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USA
CAPM
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Derivat
24
Derivative
24
Option pricing theory
15
Optionspreistheorie
15
Volatility
13
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13
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11
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8
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5
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Chang, Chia-Lin
2
Gouriéroux, Christian
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Monfort, Alain
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Amengual, Dante
1
Aït-Sahalia, Yacine
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Ng, Lilian K.
1
Park, Yang-Ho
1
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1
Renne, Jean-Paul
1
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1
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Journal of econometrics
The journal of futures markets
208
International journal of theoretical and applied finance
98
Journal of banking & finance
87
The journal of finance : the journal of the American Finance Association
53
Journal of financial economics
38
Advances in futures and options research : a research annual
35
Journal of financial and quantitative analysis : JFQA
35
Review of derivatives research
32
The journal of fixed income
32
Applied mathematical finance
31
Quantitative finance
30
The journal of derivatives : the official publication of the International Association of Financial Engineers
29
Finance research letters
26
Energy economics
25
The review of financial studies
25
Journal of mathematical finance
24
Working paper / National Bureau of Economic Research, Inc.
24
International review of financial analysis
23
The journal of computational finance
22
The journal of structured finance
22
European journal of operational research : EJOR
21
Finance and economics discussion series
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
The journal of credit risk : published quarterly by Incisive Media
20
Journal of economic dynamics & control
19
International journal of financial engineering
18
Review of futures markets
18
The European journal of finance
18
The North American journal of economics and finance : a journal of financial economics studies
18
Finance and stochastics
17
International review of economics & finance : IREF
17
Review of quantitative finance and accounting
17
SpringerLink / Bücher
17
The financial review : the official publication of the Eastern Finance Association
17
Working paper
17
American journal of agricultural economics
16
Annals of finance
14
Applied economics letters
14
Journal of financial services research : JFSR
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ECONIS (ZBW)
14
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1
Closed-form implied volatility surfaces for stochastic volatility models with jumps
Aït-Sahalia, Yacine
;
Li, Chenxu
;
Li, Chen Xu
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 364-392
Persistent link: https://www.econbiz.de/10012619431
Saved in:
2
Resolution of policy uncertainty and sudden declines in volatility
Amengual, Dante
;
Xiu, Dacheng
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011974676
Saved in:
3
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
4
The effects of asymmetric volatility and jumps on the pricing of VIX derivatives
Park, Yang-Ho
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 313-328
Persistent link: https://www.econbiz.de/10011617156
Saved in:
5
Learning, confidence, and option prices
Shaliastovich, Ivan
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 18-42
Persistent link: https://www.econbiz.de/10011498730
Saved in:
6
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
7
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
8
Model-based pricing for financial derivatives
Zhu, Ke
;
Ling, Shiqing
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 447-457
Persistent link: https://www.econbiz.de/10011499705
Saved in:
9
Extremum estimation and numerical derivatives
Hong, Han
;
Mahajan, Aprajit
;
Nekipelov, Denis N.
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 250-263
Persistent link: https://www.econbiz.de/10011500338
Saved in:
10
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
1
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