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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Estimation"
~subject:"Oil price"
~subject:"Risikoprämie"
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Estimation
Oil price
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Christoffersen, Peter F.
3
Jacobs, Kris
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Feunou, Bruno
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Fournier, Mathieu
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Karoui, Mehdi
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Meddahi, Nour
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Pan, Xuhui
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Journal of banking & finance
Journal of financial and quantitative analysis : JFQA
CREATES research paper
6
Journal of financial economics
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Review of finance : journal of the European Finance Association
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Rotman School of Management working paper / University of Toronto Rotman School of Management
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
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Option-based estimation of the price of coskewness and cokurtosis risk
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
; …
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
1
,
pp. 65-91
Persistent link: https://www.econbiz.de/10012437371
Saved in:
2
Oil volatility risk and expected stock returns
Christoffersen, Peter F.
;
Pan, Xuhui
- In:
Journal of banking & finance
95
(
2018
),
pp. 5-26
Persistent link: https://www.econbiz.de/10011966688
Saved in:
3
The economic value of realized volatility : using high-frequency returns for option valuation
Christoffersen, Peter F.
;
Feunou, Bruno
;
Jacobs, Kris
; …
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 663-697
Persistent link: https://www.econbiz.de/10010487742
Saved in:
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