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~isPartOf:"Applied economics"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Börsenkurs"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Börsenkurs
Volatility
Volatilität
Option pricing theory
319
Optionspreistheorie
319
CAPM
228
Theorie
176
Theory
176
Stochastic process
148
Stochastischer Prozess
148
Capital income
119
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109
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108
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94
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93
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84
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Gatheral, Jim
4
Radoičić, Radoš
4
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Horvath, Blanka Nora
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3
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2
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Song, Shiyu
2
Talukdar, Bakhtear
2
Tudor, Sebastian F.
2
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2
Yamazaki, Akira
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Applied economics
Quantitative finance
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
144
The journal of futures markets
100
International review of financial analysis
94
Applied mathematical finance
88
International review of economics & finance : IREF
86
The North American journal of economics and finance : a journal of financial economics studies
86
Mathematical finance : an international journal of mathematics, statistics and financial theory
81
Journal of empirical finance
79
Pacific-Basin finance journal
76
Journal of economic dynamics & control
75
Management science : journal of the Institute for Operations Research and the Management Sciences
74
Journal of econometrics
72
The journal of finance : the journal of the American Finance Association
72
Review of quantitative finance and accounting
71
The journal of computational finance
65
The review of financial studies
64
Energy economics
57
Finance and stochastics
56
Review of derivatives research
56
European journal of operational research : EJOR
54
International journal of financial engineering
54
Economic modelling
53
Economics letters
53
Journal of financial markets
51
Computational economics
47
Journal of risk and financial management : JRFM
47
The journal of derivatives : the official publication of the International Association of Financial Engineers
47
Journal of international financial markets, institutions & money
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Journal of mathematical finance
44
Journal of financial and quantitative analysis : JFQA
42
Research in international business and finance
40
Applied financial economics
38
Annals of finance
37
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
252
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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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