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~accessRights:"restricted"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of futures markets"
~subject:"Financial market"
~subject:"Finanzmarkt"
~subject:"Multivariate distribution"
~subject:"Schätzung"
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Financial market
Finanzmarkt
Multivariate distribution
Schätzung
Statistical distribution
60
Statistische Verteilung
60
Option pricing theory
26
Optionspreistheorie
26
Volatility
22
Volatilität
22
Capital income
20
Kapitaleinkommen
20
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17
Theory
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option pricing
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Probability theory
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Estimation theory
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Chang, Kuang-Liang
2
Adewuyi, Adeolu O.
1
Agarwalla, Sobhesh Kumar
1
Albulescu, Claudiu Tiberiu
1
Belomestny, Denis
1
Bianconi, Marcelo
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Cai, Yuzhi
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Dong, Xiyong
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1
Härdle, Wolfgang
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1
Kim, Jong-Min
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1
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1
Krymova, Ekaterina
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Li, Changhong
1
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1
Lynch, Christopher
1
Mestel, Benjamin
1
Michaelsen, Markus
1
Mo, Guoli
1
Monteiro, Ana M.
1
Pierdzioch, Christian
1
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Salisu, Afees A.
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Santos, António A. F.
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Sun, Bo-Yi
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Varma, Jayanth Rama
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1
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1
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International journal of theoretical and applied finance
The North American journal of economics and finance : a journal of financial economics studies
The journal of futures markets
Insurance / Mathematics & economics
24
Journal of econometrics
23
Applied economics
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
International journal of forecasting
16
Finance research letters
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Economic modelling
11
International review of financial analysis
10
International review of economics & finance : IREF
9
The European journal of finance
9
Discussion papers / CEPR
8
Economics letters
8
European journal of operational research : EJOR
8
Journal of international financial markets, institutions & money
8
Quantitative finance
8
Computational economics
7
Econometric reviews
7
Energy economics
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Journal of empirical finance
6
Journal of financial econometrics
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Research in international business and finance
6
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
5
Journal of banking & finance
5
Research paper series / Swiss Finance Institute
5
Scandinavian actuarial journal
5
Discussion paper / Centre for Economic Policy Research
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International journal of financial engineering
4
Journal of applied econometrics
4
Journal of economic dynamics & control
4
Journal of financial economics
4
Journal of risk
4
Pacific-Basin finance journal
4
Studies in economics and finance
4
Swiss Finance Institute Research Paper
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ECONIS (ZBW)
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1
Lottery and bubble stocks and the cross-section of option-implied tail risks
Agarwalla, Sobhesh Kumar
;
Saurav, Sumit
;
Varma, Jayanth Rama
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 231-249
Persistent link: https://www.econbiz.de/10012817879
Saved in:
2
Option prices for risk-neutral density estimation using nonparametric methods through big data and large-scale problems
Monteiro, Ana M.
;
Santos, António A. F.
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 152-171
Persistent link: https://www.econbiz.de/10012796300
Saved in:
3
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Saved in:
4
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
5
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
6
Tail risk and investors' concerns : evidence from Brazil
Freire, Gustavo
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013187641
Saved in:
7
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors
Quatto, Piero
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013187663
Saved in:
8
A model of dynamic tail dependence between crude oil prices and exchange rates
Guo, Ranran
;
Ye, Wuyi
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013188337
Saved in:
9
Asymmetric dependence structures for regional stock markets : an unconditional quantile regression approach
Dong, Xiyong
;
Li, Changhong
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012656873
Saved in:
10
An investigation on mixed housing-cycle structures and asymmetric tail dependences
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012658920
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