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~isPartOf:"Applied economics"
~isPartOf:"Quantitative finance"
~isPartOf:"Review of derivatives research"
~isPartOf:"The European journal of finance"
~subject:"Börsenkurs"
~subject:"Volatility"
~subject:"Volatilität"
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Börsenkurs
Volatility
Volatilität
Option pricing theory
489
Optionspreistheorie
489
CAPM
248
Theorie
242
Theory
242
Stochastic process
190
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190
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145
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Gatheral, Jim
4
Radoičić, Radoš
4
Wang, Xingchun
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3
Felpel, Mike
3
Horvath, Blanka Nora
3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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Applied economics
Quantitative finance
Review of derivatives research
The European journal of finance
International journal of theoretical and applied finance
191
Journal of banking & finance
191
Journal of financial economics
148
Finance research letters
145
NBER working paper series
125
Working paper / National Bureau of Economic Research, Inc.
103
The journal of futures markets
100
NBER Working Paper
98
International review of financial analysis
94
Applied mathematical finance
88
International review of economics & finance : IREF
87
The North American journal of economics and finance : a journal of financial economics studies
86
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81
Journal of empirical finance
79
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76
Journal of economic dynamics & control
75
Management science : journal of the Institute for Operations Research and the Management Sciences
74
The journal of finance : the journal of the American Finance Association
74
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72
Research paper series / Swiss Finance Institute
72
Review of quantitative finance and accounting
71
The journal of computational finance
67
The review of financial studies
64
Energy economics
57
Finance and stochastics
56
European journal of operational research : EJOR
54
International journal of financial engineering
54
Economic modelling
53
Economics letters
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51
Computational economics
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Journal of risk and financial management : JRFM
47
The journal of derivatives : the official publication of the International Association of Financial Engineers
47
Discussion paper / Centre for Economic Policy Research
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
308
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1
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
Saved in:
2
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
3
Technical analysis as a sentiment barometer and the cross-section of stock returns
Ding, Wenjie
;
Mazouz, Khelifa
;
Ap Gwilym, Owain
;
Wang, …
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1617-1636
Persistent link: https://www.econbiz.de/10014419182
Saved in:
4
An adaptive model for security prices driven by latent values : parameter estimation and option
pricing
effects
Hilliard, Jimmy E.
;
Hilliard, Jitka
;
Ni, Yinan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10013367896
Saved in:
5
Hedging quantitative easing
Melia, Adrian
;
Song, Xiaojing
;
Tippett, Mark
;
Burg, …
- In:
The European journal of finance
30
(
2024
)
3
,
pp. 323-338
Persistent link: https://www.econbiz.de/10014547880
Saved in:
6
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
7
A subdiffusive stochastic volatility jump model
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 979-1002
Persistent link: https://www.econbiz.de/10014304413
Saved in:
8
Antinoise in U.S. equity markets
Cheng, Enoch
;
Struck, Clemens C.
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 2069-2087
Persistent link: https://www.econbiz.de/10012696815
Saved in:
9
Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
Saved in:
10
Testing the accruals anomaly based on the speed of price adjustment
Choy, Siu Kai
;
Lobo, Gerald J.
;
Tan, Yongxian
- In:
The European journal of finance
28
(
2022
)
16
,
pp. 1664-1684
Persistent link: https://www.econbiz.de/10013532256
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