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~isPartOf:"Journal of economic dynamics & control"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Search: subject_exact:"Probability distribution"
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Volatility
Statistical distribution
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Option pricing theory
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Branger, Nicole
1
Chorro, Christophe
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Ielpo, Florian
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Karlsson, Sune
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Mahayni, Antje
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Mazur, Stepan
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Nguyen, Hoang
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Schlögl, Erik
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Sévi, Benoît
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Journal of economic dynamics & control
Journal of econometrics
34
International journal of theoretical and applied finance
16
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Economic modelling
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International journal of forecasting
13
Computational economics
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Finance research letters
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International review of financial analysis
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10
Journal of risk and financial management : JRFM
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Energy economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of forecasting
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The journal of futures markets
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International journal of financial engineering
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International review of economics & finance : IREF
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Journal of international financial markets, institutions & money
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Risks : open access journal
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European journal of operational research : EJOR
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Investment management and financial innovations
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Review of derivatives research
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Vector autoregression models with skewness and heavy tails
Karlsson, Sune
;
Mazur, Stepan
;
Nguyen, Hoang
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478164
Saved in:
2
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps
Wan, Xiangwei
;
Yang, Nian
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-37
Persistent link: https://www.econbiz.de/10012666952
Saved in:
3
The contribution of intraday jumps to forecasting the density of returns
Chorro, Christophe
;
Ielpo, Florian
;
Sévi, Benoît
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012502523
Saved in:
4
Robustness of stable volatility strategies
Branger, Nicole
;
Mahayni, Antje
;
Zieling, Daniel
- In:
Journal of economic dynamics & control
60
(
2015
),
pp. 134-151
Persistent link: https://www.econbiz.de/10011575084
Saved in:
5
Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order
Schlögl, Erik
- In:
Journal of economic dynamics & control
37
(
2013
)
3
,
pp. 611-632
Persistent link: https://www.econbiz.de/10009710479
Saved in:
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