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type_genre:"Multi-volume publication"
~isPartOf:"Journal of econometrics"
~subject:"Balancing accounts"
~subject:"Option trading"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Working Paper"
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Balancing accounts
Option trading
Derivat
24
Derivative
24
Option pricing theory
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Optionspreistheorie
15
Volatility
13
Volatilität
13
Stochastic process
11
Stochastischer Prozess
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Theorie
8
Theory
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Estimation theory
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Optionsgeschäft
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Schätztheorie
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ARCH model
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Closed-form expansion
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Futures exchange
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Chang, Chia-Lin
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McAleer, Michael
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Lieberman, Offer
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Park, Yang-Ho
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Phillips, Peter C. B.
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Xiu, Dacheng
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Journal of econometrics
The journal of futures markets
25
International journal of theoretical and applied finance
22
Review of derivatives research
17
Applied mathematical finance
16
International journal of financial engineering
14
Finance research letters
13
International review of economics & finance : IREF
13
Journal of banking & finance
13
Quantitative finance
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The North American journal of economics and finance : a journal of financial economics studies
13
The journal of derivatives : JOD
12
European journal of operational research : EJOR
11
Journal of financial economics
11
KoR : internationale und kapitalmarktorientierte Rechnungslegung ; IFRS
11
International review of financial analysis
8
Journal of economic dynamics & control
8
Journal of financial markets
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Journal of mathematical finance
8
The European journal of finance
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WPg : Kompetenz schafft Vertrauen
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Risks : open access journal
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Economic modelling
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Applied economics letters
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Computational economics
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Energy economics
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Global finance journal
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Review of quantitative finance and accounting
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The journal of computational finance
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Annals of finance
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Applied financial economics
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Cogent economics & finance
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Finance and stochastics
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Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
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IRZ : Zeitschrift für internationale Rechnungslegung
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Journal of derivatives & hedge funds
4
Journal of risk and financial management : JRFM
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
5
Hermite polynomial based expansion of European option prices
Xiu, Dacheng
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 158-177
Persistent link: https://www.econbiz.de/10010372651
Saved in:
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