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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"NBER working paper series"
~type_genre:"Conference paper"
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Search: subject_exact:"Volatilität"
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Volatility
5
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International journal of theoretical and applied finance
Journal of banking & finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
NBER working paper series
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
7
Journal of Asian economics
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Advances in applied economic research : proceedings of the 2016 International Conference on Applied Economics (ICOAE)
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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Business Development and Economic Governance in Southeastern Europe : 13th International Conference on the Economies of the Balkan and Eastern European Countries (EBEEC), Pafos, Cyprus, 2021
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Economic modelling
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International journal of economics and financial issues : IJEFI
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Austrian Economics 150 Years after Carl Menger : 10th International Conference The Austrian School in the 21st Century : papers presented on November 4th and 5th, 2021
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Economic dynamics and sustainable development ; Part 2
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Efficiency in business and economics : proceedings from the 7th International Conference on Efficiency as a Source of the Wealth of Nations (ESWN), Wrocław 2017
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ECONIS (ZBW)
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1
First-order asymptotics of path-dependent derivatives in multiscale stochastic volatility environment
Saporito, Yuri F.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011889526
Saved in:
2
Skewed Lévy models and implied volatility skew
Olivera, Federico de
;
Barbachan, José Santiago Fajardo
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011854458
Saved in:
3
Expansion formulas for European quanto options in a local volatility FX-LIBOR model
Hok, Julien
;
Ngare, Philip
;
Papapantoleon, Antonis
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011854564
Saved in:
4
Heterogeneity in risk preferences leads to stochastic volatility
Leisen, Dietmar
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011926621
Saved in:
5
Structural breaks in volatility spillovers between international financial markets : contagion or mere interdependence?
Jung, Robert
;
Maderitsch, Robert
- In:
Journal of banking & finance
47
(
2014
),
pp. 331-342
Persistent link: https://www.econbiz.de/10010506950
Saved in:
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