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Option trading
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Optionsgeschäft
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Japan
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Market microstructure
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Global COE Hi-Stat discussion paper series
The journal of futures markets
194
International journal of theoretical and applied finance
112
Journal of banking & finance
95
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
The journal of computational finance
61
Quantitative finance
59
Finance research letters
56
Applied mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
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Finance and stochastics
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Journal of financial economics
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The North American journal of economics and finance : a journal of financial economics studies
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International review of economics & finance : IREF
35
Journal of financial markets
34
Computational economics
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International journal of financial engineering
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Journal of financial and quantitative analysis : JFQA
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The review of financial studies
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Working paper / National Bureau of Economic Research, Inc.
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European journal of operational research : EJOR
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Journal of mathematical finance
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International review of financial analysis
27
Research paper series / Swiss Finance Institute
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Review of quantitative finance and accounting
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Management science : journal of the Institute for Operations Research and the Management Sciences
26
NBER working paper series
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The European journal of finance
24
The journal of finance : the journal of the American Finance Association
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Wiley trading series
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Asia-Pacific financial markets
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Applied economics
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Applied financial economics
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NBER Working Paper
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Risks : open access journal
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Swiss Finance Institute Research Paper
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Journal of risk and financial management : JRFM
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Annals of finance
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The journal of derivatives : JOD
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ECONIS (ZBW)
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Pricing Nikkei 225 options using realized volatility
Ubukata, Masato
;
Watanabe, Toshiaki
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2013
Persistent link: https://www.econbiz.de/10009689980
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2
An empirical analysis of the Nikkei 225 put options using realized GARCH models
Takeuchi-Nogimori, Asuka
-
2012
Persistent link: https://www.econbiz.de/10009618595
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3
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
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2012
Persistent link: https://www.econbiz.de/10010202343
Saved in:
4
Investigating impacts of self-exciting jumps in returns and volatility : a Bayesian learning approach
Fulop, Andras
;
Li, Junye
;
Yu, Jun
-
2012
Persistent link: https://www.econbiz.de/10010202344
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