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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of futures markets"
~subject:"ARCH-Modell"
~subject:"Finanzmarkt"
~subject:"Multivariate distribution"
~subject:"Option pricing theory"
~subject:"Schätzung"
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ARCH-Modell
Finanzmarkt
Multivariate distribution
Option pricing theory
Schätzung
Statistical distribution
124
Statistische Verteilung
124
Theorie
46
Theory
46
Optionspreistheorie
45
Volatility
33
Volatilität
33
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26
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26
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84
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Bouchaud, Jean-Philippe
2
Chang, Kuang-Liang
2
Corrado, Charles Joseph
2
Du, Lingshan
2
Jeanblanc, Monique
2
Liang, Fang
2
Perote, Javier
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1
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1
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1
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1
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Crépey, S.
1
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International journal of theoretical and applied finance
The North American journal of economics and finance : a journal of financial economics studies
The journal of futures markets
Insurance / Mathematics & economics
56
Journal of econometrics
54
Applied economics
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Discussion paper / Tinbergen Institute
31
Finance research letters
28
International journal of forecasting
28
Journal of banking & finance
26
Risks : open access journal
26
Economic modelling
23
Quantitative finance
23
International review of financial analysis
22
Journal of empirical finance
21
Economics letters
20
SFB 649 discussion paper
18
The European journal of finance
18
Computational economics
17
International review of economics & finance : IREF
17
Research paper series / Swiss Finance Institute
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of forecasting
16
Journal of economic dynamics & control
15
Journal of risk and financial management : JRFM
15
The journal of derivatives : the official publication of the International Association of Financial Engineers
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
European journal of operational research : EJOR
13
Journal of risk
13
Review of derivatives research
13
Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Energy economics
12
Journal of mathematical finance
12
Swiss Finance Institute Research Paper
12
Discussion paper / Center for Economic Research, Tilburg University
11
International journal of financial engineering
11
Journal of applied econometrics
11
Journal of financial econometrics
11
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ECONIS (ZBW)
84
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1
Option pricing with dynamic conditional skewness
Liang, Fang
;
Du, Lingshan
- In:
The journal of futures markets
44
(
2024
)
7
,
pp. 1154-1188
Persistent link: https://www.econbiz.de/10014553957
Saved in:
2
Option pricing with overnight and intraday volatility
Liang, Fang
;
Du, Lingshan
;
Huang, Zhuo
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1576-1614
Persistent link: https://www.econbiz.de/10014432919
Saved in:
3
Option prices for risk-neutral density estimation using nonparametric methods through big data and large-scale problems
Monteiro, Ana M.
;
Santos, António A. F.
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 152-171
Persistent link: https://www.econbiz.de/10012796300
Saved in:
4
Lottery and bubble stocks and the cross-section of option-implied tail risks
Agarwalla, Sobhesh Kumar
;
Saurav, Sumit
;
Varma, Jayanth Rama
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 231-249
Persistent link: https://www.econbiz.de/10012817879
Saved in:
5
Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators : an affine jump-diffusion approach
Aschakulporn, Pakorn
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 365-388
Persistent link: https://www.econbiz.de/10012817922
Saved in:
6
Option pricing with maximum entropy densities : the inclusion of higher-order moments
Ardakani, Omid M.
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1821-1836
Persistent link: https://www.econbiz.de/10013465823
Saved in:
7
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Saved in:
8
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
9
Option implied VIX, Skew and Kurtosis term structures
Madan, Dilip B.
;
Wang, King
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012662046
Saved in:
10
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
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