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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Applied mathematical finance"
~isPartOf:"The journal of financial research"
~subject:"Risikoprämie"
~subject:"USA"
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Risikoprämie
USA
Derivat
152
Derivative
152
Theorie
101
Theory
101
Option pricing theory
79
Optionspreistheorie
79
United States
78
Interest rate derivative
49
Zinsderivat
49
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43
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33
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33
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Chance, Don M.
4
Park, Hun Y.
4
Barone-Adesi, Giovanni
3
Seale, William E.
3
Tucker, Alan L.
3
Barnhill, Theodore M.
2
Benth, Fred Espen
2
Fabozzi, Frank J.
2
Jordan, James V.
2
Ma, Christopher K.
2
Overdahl, James A.
2
Rao, Ramesh P.
2
Ronn, Ehud I.
2
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2
Scott, Louis O.
2
Shastri, Kuldeep
2
Smirlock, Michael L.
2
Adkins, Lee Chester
1
Ahmadi, Hamid Z.
1
Albert, Robert L.
1
Arak, Marcelle V.
1
Arnott, Robert D.
1
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1
Bates, David S.
1
Becker, Kent Gregory
1
Bera, Anil K.
1
Bhattacharya, Anand K.
1
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1
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1
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1
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1
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1
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1
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1
Carter, David A.
1
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1
Chan, Wing Hong
1
Chatterjee, Sris
1
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1
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1
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Advances in futures and options research : a research annual
Applied mathematical finance
The journal of financial research
The journal of futures markets
540
The journal of finance : the journal of the American Finance Association
91
Journal of banking & finance
90
The review of financial studies
88
Working paper / National Bureau of Economic Research, Inc.
85
Journal of financial and quantitative analysis : JFQA
67
Energy economics
61
Journal of financial economics
50
Applied financial economics
47
Journal of international money and finance
42
The journal of derivatives : the official publication of the International Association of Financial Engineers
37
International review of financial analysis
36
Review of futures markets
35
The journal of alternative investments
33
The journal of fixed income
32
International review of economics & finance : IREF
31
NBER working paper series
31
Discussion paper / Centre for Economic Policy Research
29
The journal of business : B
29
American journal of agricultural economics
28
Journal of empirical finance
28
Working paper
28
Journal of international financial markets, institutions & money
27
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
24
NBER Working Paper
24
The financial review : the official publication of the Eastern Finance Association
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Journal of money, credit and banking : JMCB
21
Review of quantitative finance and accounting
21
The journal of structured finance
21
Applied economics
20
Economic review
16
Global finance journal
16
Journal of agricultural and applied economics
16
Economics letters
15
Finance and economics discussion series
15
International journal of theoretical and applied finance
14
Econometric Institute research papers
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ECONIS (ZBW)
82
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1
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82
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1
Pricing the excess volatility in foreign exchange risk premium and forward rate bias
Swan, Tina T.
;
Swan, Bruce Q.
;
Chen, Xinfu
- In:
Applied mathematical finance
29
(
2022
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10013554066
Saved in:
2
A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power
futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
Saved in:
3
Trade size clustering in the E-Mini index
futures
markets
Wang, Qin
;
Zhang, Jun
- In:
The journal of financial research
39
(
2016
)
3
,
pp. 247-261
Persistent link: https://www.econbiz.de/10011547625
Saved in:
4
The economic value of using realized volatility in forecasting future implied volatility
Chan, Wing Hong
;
Jha, Ranjini
;
Kalimipalli, Madhu
- In:
The journal of financial research
32
(
2009
)
3
,
pp. 231-259
Persistent link: https://www.econbiz.de/10003966444
Saved in:
5
Information and noise in financial markets : evdence from the e-mini index
futures
Kurov, Alexander
- In:
The journal of financial research
31
(
2008
)
3
,
pp. 247-270
Persistent link: https://www.econbiz.de/10003765710
Saved in:
6
Slippage and the choice of market or limit orders in
futures
trading
Brown, Scott
;
Koch, Timothy W.
;
Powers, Eric
- In:
The journal of financial research
32
(
2009
)
3
,
pp. 309-335
Persistent link: https://www.econbiz.de/10003966453
Saved in:
7
Pricing of spread options on a bivariate jump market and stability to model risk
Benth, Fred Espen
;
Di Nunno, Giulia
;
Khedher, Asma
; …
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 28-62
Persistent link: https://www.econbiz.de/10010505172
Saved in:
8
A multivariate default model with spread and event risk
Mai, Jan-Frederik
;
Olivares, Pablo
;
Schenk, Steffen
; …
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 51-83
Persistent link: https://www.econbiz.de/10010351857
Saved in:
9
The economic significance of the forecast bias of S&P 100 index option implied volatility
Fleming, Jeff
- In:
Advances in futures and options research : a research annual
10
(
1999
),
pp. 219-251
Persistent link: https://www.econbiz.de/10001434835
Saved in:
10
The skewness premium : option pricing under asymmetric processes
Bates, David S.
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 51-82
Persistent link: https://www.econbiz.de/10001226772
Saved in:
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