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~isPartOf:"Economic modelling"
~isPartOf:"Quantitative finance"
~isPartOf:"Review of derivatives research"
~isPartOf:"The European journal of finance"
~subject:"CAPM"
~subject:"Volatilität"
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CAPM
Volatilität
Option pricing theory
488
Optionspreistheorie
488
Theorie
230
Theory
230
Volatility
229
Stochastic process
192
Stochastischer Prozess
192
Option trading
144
Optionsgeschäft
144
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122
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122
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103
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90
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39
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428
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English
432
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Yang, Chunpeng
10
Wang, Xingchun
4
Zaremba, Adam
4
Zhang, Rengui
4
Arouri, Mohamed
3
Dunis, Christian
3
Escobar, Marcos
3
Felpel, Mike
3
Gatheral, Jim
3
Guesmi, Khaled
3
Guillaume, Florence
3
Hainaut, Donatien
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kienitz, Jörg
3
Kim, Jeong-Hoon
3
McWalter, Thomas A.
3
Ormos, Mihály
3
Radoičić, Radoš
3
Ren, Yu
3
Rubio, Gonzalo
3
Satchell, Stephen
3
Schoutens, Wim
3
Wang, Guanying
3
Yamazaki, Akira
3
Zhang, Wei
3
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
An, Yunbi
2
Bayer, Christian
2
Bessler, Wolfgang
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
Chen, Son-nan
2
Clewlow, Les
2
Coakley, Jerry
2
Czapkiewicz, Anna
2
De Marco, Stefano
2
Deelstra, Griselda
2
Ding, Rui
2
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International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
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Economic modelling
Quantitative finance
Review of derivatives research
The European journal of finance
NBER working paper series
407
Journal of banking & finance
358
Working paper / National Bureau of Economic Research, Inc.
350
Journal of financial economics
347
NBER Working Paper
288
The journal of finance : the journal of the American Finance Association
269
International journal of theoretical and applied finance
240
The review of financial studies
234
Finance research letters
220
Journal of economic dynamics & control
201
Journal of empirical finance
180
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157
Mathematical finance : an international journal of mathematics, statistics and financial theory
153
International review of financial analysis
150
Journal of financial and quantitative analysis : JFQA
137
Research paper series / Swiss Finance Institute
134
Management science : journal of the Institute for Operations Research and the Management Sciences
131
Journal of econometrics
121
The North American journal of economics and finance : a journal of financial economics studies
119
International review of economics & finance : IREF
117
Economics letters
116
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116
Applied economics
112
Review of quantitative finance and accounting
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109
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92
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92
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91
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86
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84
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82
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79
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
79
Journal of monetary economics
78
The journal of computational finance
72
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ECONIS (ZBW)
432
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432
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1
A default contagion model for
pricing
defaultable bonds from an information based perspective
Nakagawa, Hidetoshi
;
Takada, Hideyuki
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 169-185
Persistent link: https://www.econbiz.de/10013490963
Saved in:
2
Does model complexity improve
pricing
accuracy? : the case of CoCos
Koziol, Christian
;
Weitz, Sebastian Georg
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 261-284
Persistent link: https://www.econbiz.de/10012659679
Saved in:
3
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:
4
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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