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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The journal of futures markets"
~language:"eng"
~language:"sqi"
~person:"Arifovic, Jasmina"
~person:"Canova, Fabio"
~person:"Chatrath, Arjun"
~person:"Chiarella, Carl"
~person:"Judd, Kenneth L."
~person:"Kahl, Kandice H."
~person:"Kumhof, Michael"
~person:"Wang, George H. K."
~person:"Zhang, Jin E."
~type:"article"
~type:"book"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"No longer published / No longer aquired"
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Theorie
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Volatility
21
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21
Derivat
14
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14
Börsenkurs
12
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11
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Arifovic, Jasmina
Canova, Fabio
Chatrath, Arjun
Chiarella, Carl
Judd, Kenneth L.
Kahl, Kandice H.
Kumhof, Michael
Wang, George H. K.
Zhang, Jin E.
Lien, Da-hsiang Donald
51
Webb, Robert I.
29
Hommes, Cars H.
27
Kort, Peter M.
27
Frino, Alex
19
Fung, Joseph K. W.
18
Tse, Yiuman
18
Turnovsky, Stephen J.
17
Dawid, Herbert
16
Daigler, Robert T.
15
Gallegati, Mauro
15
Gay, Gerald D.
14
Kollmann, Robert
14
Den Haan, Wouter J.
13
Feichtinger, Gustav
13
Kit, Pong Wong
13
Ryu, Doojin
13
Tuinstra, Jan
13
Brorsen, B. Wade
12
He, Xue-zhong
12
Hughes Hallett, Andrew
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Kang, Jangkoo
12
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Levine, Paul
12
Lioui, Abraham
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Long, Ngo Van
12
Semmler, Willi
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Westerhoff, Frank H.
12
Anufriev, Mikhail
11
Brock, William A.
11
Dai, Min
11
Locke, Peter R.
11
Chou, Robin K.
10
Chung, San-lin
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Risk Management Conference <2008, Singapur>
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Journal of economic dynamics & control
The journal of futures markets
Journal of economic behavior & organization : JEBO
17
Quantitative economics : QE ; journal of the Econometric Society
15
Macroeconomic dynamics
14
Journal of monetary economics
12
Journal of international economics
8
European economic review : EER
7
International economic review
7
International journal of theoretical and applied finance
7
Journal of applied econometrics
7
Journal of money, credit and banking : JMCB
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
The American economic review
7
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6
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6
Journal of macroeconomics
6
Pacific-Basin finance journal
6
The economic journal : the journal of the Royal Economic Society
6
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5
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5
Finance research letters
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Journal of risk and financial management : JRFM
5
Review of derivatives research
5
The journal of real estate research
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Asia-Pacific financial markets
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economics letters
4
International journal of business
4
International journal of central banking : IJCB
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Journal of empirical finance
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Journal of financial markets
4
Journal of public economics
4
The European journal of finance
4
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
3
Computational economics
3
Econometric reviews
3
Economic theory : official journal of the Society for the Advancement of Economic Theory
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European journal of political economy
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ECONIS (ZBW)
111
Showing
1
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10
of
111
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1
An empirical study on the early exercise premium of American options : evidence from OEX and XEO options
Li, Weihan
;
Zhang, Jin E.
;
Ruan, Xinfeng
;
Aschakulporn, …
- In:
The journal of futures markets
44
(
2024
)
7
,
pp. 1117-1153
Persistent link: https://www.econbiz.de/10014553955
Saved in:
2
Symbolic stationarization of dynamic equilibrium models
Canova, Fabio
;
Paulsen, Kenneth Sæterhagen
- In:
Journal of economic dynamics & control
154
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014480314
Saved in:
3
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
4
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:
5
Comments on "the role of information in a continuous double auction: an experiment and learning model" by Mikhail Anufriev, Jasmina Arifovic, John Ledyard and Valentyn Panchenko
Te, Bao
- In:
Journal of economic dynamics & control
141
(
2022
),
pp. 1-3
Persistent link: https://www.econbiz.de/10013465452
Saved in:
6
Discussion of "the macroeconomics of central bank digital currencies"
Chapman, James
- In:
Journal of economic dynamics & control
142
(
2022
),
pp. 1-3
Persistent link: https://www.econbiz.de/10013474407
Saved in:
7
Machine learning and speed in high-frequency trading
Arifovic, Jasmina
;
He, Xue-zhong
;
Wei, Lijian
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013464913
Saved in:
8
The macroeconomics of central bank digital currencies
Barrdear, John
;
Kumhof, Michael
- In:
Journal of economic dynamics & control
142
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013474148
Saved in:
9
Pricing VXX options by modeling VIX directly
Lin, Wei
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 888-922
Persistent link: https://www.econbiz.de/10013187612
Saved in:
10
The role of information in a continuous double auction : an experiment and learning model
Anufriev, Mikhail
;
Arifovic, Jasmina
;
Ledyard, John O.
; …
- In:
Journal of economic dynamics & control
141
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013465451
Saved in:
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