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~isPartOf:"Journal of econometrics"
~source:"econis"
~subject:"Risk"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Systematic review"
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Risk
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Option trading
14
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14
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9
Optionspreistheorie
9
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McAleer, Michael
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Bollen, Nicolas P. B.
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Chang, Chia-Lin
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Gray, Stephen
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Nielsen, Morten Ørregaard
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Journal of econometrics
Mathematical finance : an international journal of mathematics, statistics and financial theory
35
The journal of derivatives : the official publication of the International Association of Financial Engineers
32
The journal of futures markets
30
Finance and stochastics
27
International journal of theoretical and applied finance
25
Journal of banking & finance
25
Review of derivatives research
21
The review of financial studies
16
The journal of computational finance
15
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13
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12
Journal of economic dynamics & control
11
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Finance research letters
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Finanzmarkt und Portfolio-Management
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Asia-Pacific financial markets
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Decisions in economics and finance : DEF ; a journal of applied mathematics
7
International review of economics & finance : IREF
7
Journal of financial and quantitative analysis : JFQA
7
The European journal of finance
6
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
6
Management science : journal of the Institute for Operations Research and the Management Sciences
5
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics letters
4
Applied financial economics
4
International review of financial analysis
4
Journal of international financial markets, institutions & money
4
Journal of risk and financial management : JRFM
4
Review of quantitative finance and accounting
4
The journal of risk and insurance : the journal of the American Risk and Insurance Association
4
Applied economics
3
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
3
Die Bank
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Economics letters
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Energy economics
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ECONIS (ZBW)
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1
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
2
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
3
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
4
Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 343-371
Persistent link: https://www.econbiz.de/10003354581
Saved in:
5
Regime switching in foreign exchange rates : evidence from currency option prices
Bollen, Nicolas P. B.
;
Gray, Stephen
;
Whaley, Robert E.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 239-276
Persistent link: https://www.econbiz.de/10001437758
Saved in:
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