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~isPartOf:"Journal of econometrics"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Share price"
~subject:"Volatilität"
~subject:"Yield curve"
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Share price
Volatilität
Yield curve
Option pricing theory
343
Optionspreistheorie
343
CAPM
214
Volatility
208
Stochastic process
169
Stochastischer Prozess
169
Theorie
151
Theory
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Todorov, Viktor
8
Aït-Sahalia, Yacine
6
Bollerslev, Tim
6
Tauchen, George Eugene
5
Xiu, Dacheng
5
Gatheral, Jim
4
Radoičić, Radoš
4
Felpel, Mike
3
Horvath, Blanka Nora
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Jacquier, Antoine
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Kienitz, Jörg
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Kim, Jeong-Hoon
3
McWalter, Thomas A.
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Pirjol, Dan
3
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Andersen, Torben
2
Bandi, Federico M.
2
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2
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2
Bondarenko, Oleg
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Friz, Peter K.
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Gallant, A. Ronald
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Garces, Len Patrick Dominic M.
2
Ghysels, Eric
2
Grobys, Klaus
2
Gudkov, Nikolay
2
Gulisashvili, Archil
2
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2
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Journal of econometrics
Quantitative finance
The European journal of finance
International journal of theoretical and applied finance
223
Journal of banking & finance
210
Journal of financial economics
179
Finance research letters
155
NBER working paper series
145
Working paper / National Bureau of Economic Research, Inc.
117
NBER Working Paper
116
Mathematical finance : an international journal of mathematics, statistics and financial theory
110
Applied mathematical finance
107
The journal of futures markets
107
International review of financial analysis
103
International review of economics & finance : IREF
90
The North American journal of economics and finance : a journal of financial economics studies
90
Journal of economic dynamics & control
88
The journal of finance : the journal of the American Finance Association
86
The review of financial studies
84
Journal of empirical finance
83
The journal of computational finance
83
Finance and stochastics
79
Management science : journal of the Institute for Operations Research and the Management Sciences
79
Research paper series / Swiss Finance Institute
78
Pacific-Basin finance journal
77
Review of quantitative finance and accounting
74
Applied economics
72
Review of derivatives research
71
International journal of financial engineering
69
The journal of derivatives : the official publication of the International Association of Financial Engineers
67
European journal of operational research : EJOR
60
Energy economics
57
Economics letters
56
Discussion paper / Centre for Economic Policy Research
54
Economic modelling
54
Journal of financial markets
52
Journal of mathematical finance
52
Journal of financial and quantitative analysis : JFQA
51
Journal of risk and financial management : JRFM
50
Computational economics
47
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ECONIS (ZBW)
278
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1
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
Saved in:
2
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
3
Technical analysis as a sentiment barometer and the cross-section of stock returns
Ding, Wenjie
;
Mazouz, Khelifa
;
Ap Gwilym, Owain
;
Wang, …
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1617-1636
Persistent link: https://www.econbiz.de/10014419182
Saved in:
4
An adaptive model for security prices driven by latent values : parameter estimation and option
pricing
effects
Hilliard, Jimmy E.
;
Hilliard, Jitka
;
Ni, Yinan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10013367896
Saved in:
5
Hedging quantitative easing
Melia, Adrian
;
Song, Xiaojing
;
Tippett, Mark
;
Burg, …
- In:
The European journal of finance
30
(
2024
)
3
,
pp. 323-338
Persistent link: https://www.econbiz.de/10014547880
Saved in:
6
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
7
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
8
A subdiffusive stochastic volatility jump model
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 979-1002
Persistent link: https://www.econbiz.de/10014304413
Saved in:
9
Antinoise in U.S. equity markets
Cheng, Enoch
;
Struck, Clemens C.
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 2069-2087
Persistent link: https://www.econbiz.de/10012696815
Saved in:
10
Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
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