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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Börsenkurs"
~subject:"Volatility"
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Börsenkurs
Volatility
Hedging
156
Theorie
78
Theory
78
Option pricing theory
67
Optionspreistheorie
67
Derivat
51
Derivative
51
Portfolio selection
45
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45
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34
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34
Volatilität
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Rohstoffderivat
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Benth, Fred Espen
3
Carr, Peter
2
Alexander, Carol
1
Amar, Amine Ben
1
An, Yunbi
1
Anderson, Randy I.
1
Arai, Takuji
1
Assaf, Ata
1
Belkhir, Mohamed
1
Brody, Dorje C.
1
Chen, Sheng-Hung
1
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1
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1
Chiu, Tien-yu
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Clark, John M.
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Hughston, Lane P.
1
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1
Isleimeyyeh, Mohammad
1
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International journal of theoretical and applied finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
198
The journal of futures markets
105
Finance research letters
63
International review of financial analysis
60
International review of economics & finance : IREF
47
Economic modelling
42
Applied economics
35
Journal of banking & finance
35
Applied economics letters
34
The North American journal of economics and finance : a journal of financial economics studies
33
Working paper
30
Working paper / National Bureau of Economic Research, Inc.
28
International Journal of Energy Economics and Policy : IJEEP
27
Research in international business and finance
25
American journal of agricultural economics
24
Journal of international money and finance
24
The energy journal
24
NBER working paper series
23
Journal of international financial markets, institutions & money
21
Journal of commodity markets
20
NBER Working Paper
19
Applied mathematical finance
18
Econometric Institute research papers
18
Discussion paper / Centre for Economic Policy Research
17
IMF working papers
17
International journal of finance & economics : IJFE
17
Quantitative finance
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Discussion paper / Tinbergen Institute
13
Journal of empirical finance
13
The journal of finance : the journal of the American Finance Association
13
Cogent economics & finance
12
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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The European journal of finance
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Applied financial economics
11
CAMA working paper series
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Economics letters
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ECONIS (ZBW)
42
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1
Smile modeling in commodity markets
Nastasi, Emanuele
;
Pallavicini, Andrea
;
Sartorelli, Giulio
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012271006
Saved in:
2
Natural gas price, market fundamentals and hedging effectiveness
Song Zan Chiou Wei
;
Chen, Sheng-Hung
;
Zhu, Zhen
- In:
The quarterly review of economics and finance : journal …
78
(
2020
),
pp. 321-337
Persistent link: https://www.econbiz.de/10012431299
Saved in:
3
Macroeconomic determinants of foreign exchange rate exposure
Fuchs, Fabian U.
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 77-102
Persistent link: https://www.econbiz.de/10013336073
Saved in:
4
Asymmetric cyclical connectedness on the commodity markets : further insights from bull and bear markets
Amar, Amine Ben
;
Goutte, Stéphane
;
Isleimeyyeh, Mohammad
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 386-400
Persistent link: https://www.econbiz.de/10013336303
Saved in:
5
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
6
Correlations and volatility spillovers between China and Southeast Asian stock markets
Zhong, Yi
;
Liu, Jiapeng
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 57-69
Persistent link: https://www.econbiz.de/10012656194
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7
Volatility and liquidity on high-frequency electricity futures markets : empirical analysis and stochastic modeling
Kremer, Marcel
;
Benth, Fred Espen
;
Felten, Björn
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012271026
Saved in:
8
Pricing and hedging of VIX options for Barndorff-Nielsen and Shephard models
Arai, Takuji
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012183209
Saved in:
9
Islamic banks and political risk : international evidence
Belkhir, Mohamed
;
Grira, Jocelyn
;
Hassan, M. Kabir
; …
- In:
The quarterly review of economics and finance : journal …
74
(
2019
),
pp. 39-55
Persistent link: https://www.econbiz.de/10012296875
Saved in:
10
Exchange rate exposure of REITs
Ngo, Thanh
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 249-258
Persistent link: https://www.econbiz.de/10011792332
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