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~isPartOf:"Journal of empirical finance"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The European journal of finance"
~subject:"Volatilität"
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Search: subject:"PRICING"
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Volatilität
CAPM
333
Theorie
198
Theory
198
Capital income
177
Kapitaleinkommen
177
Option pricing theory
176
Optionspreistheorie
176
Börsenkurs
123
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123
Estimation
119
Schätzung
119
Volatility
108
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99
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75
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74
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62
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62
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48
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43
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41
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41
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Derivat
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Derivative
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36
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108
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108
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2
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English
108
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Lin, Shih-kuei
4
Chen, Ren-Raw
3
Chen, Son-nan
2
Coakley, Jerry
2
Dotsis, George
2
Dunis, Christian
2
Floros, Christos
2
Kuo, I.-doun
2
Li, Bingxin
2
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2
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2
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2
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2
Song, Shiyu
2
Stentoft, Lars
2
Aboulamer, Anas
1
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1
Ahlip, Rehez
1
Alexeev, Vitali
1
Alireza Zarei
1
Andreou, Panayiotis C.
1
Aragó Manzana, Vicent
1
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1
Baek, In-Seok
1
Bakshi, Gurdip S.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Brooks, Robert
1
Burgess, N.
1
Cao, Charles Q.
1
Caporin, Massimiliano
1
Cevik, Emrah Ismail
1
Chalamandaris, Georgios
1
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Published in...
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Journal of empirical finance
Review of quantitative finance and accounting
The European journal of finance
International journal of theoretical and applied finance
175
Journal of banking & finance
112
Quantitative finance
110
The journal of futures markets
91
Applied mathematical finance
83
Finance research letters
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of financial economics
71
The journal of computational finance
66
Journal of econometrics
65
Review of derivatives research
55
The North American journal of economics and finance : a journal of financial economics studies
53
International journal of financial engineering
49
International review of economics & finance : IREF
49
Working paper / National Bureau of Economic Research, Inc.
49
Journal of economic dynamics & control
48
NBER working paper series
48
European journal of operational research : EJOR
47
Finance and stochastics
47
Research paper series / Swiss Finance Institute
46
Energy economics
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
42
Computational economics
40
NBER Working Paper
39
International review of financial analysis
38
Economic modelling
37
Journal of mathematical finance
37
Management science : journal of the Institute for Operations Research and the Management Sciences
37
Annals of finance
33
Applied economics
31
Swiss Finance Institute Research Paper
30
The journal of finance : the journal of the American Finance Association
30
The review of financial studies
29
Risks : open access journal
28
Insurance / Mathematics & economics
27
Journal of risk and financial management : JRFM
26
Discussion paper / Tinbergen Institute
24
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ECONIS (ZBW)
108
Showing
1
-
10
of
108
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date (oldest first)
1
The
pricing
of jump and diffusive risks in the cross-section of cryptocurrency returns
Leong, Minhao
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477057
Saved in:
2
Maximum likelihood estimation of the Hull-White model
Kladívko, Kamil
;
Rusý, Tomáš
- In:
Journal of empirical finance
70
(
2023
),
pp. 227-247
Persistent link: https://www.econbiz.de/10014423686
Saved in:
3
The
pricing
of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
4
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
5
Multivariate GARCH with dynamic beta
Raddant, Matthias
;
Wagner, Friedrich
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1324-1343
Persistent link: https://www.econbiz.de/10013532205
Saved in:
6
Isolating momentum crashes
Dierkes, Maik
;
Krupski, Jan
- In:
Journal of empirical finance
66
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013370567
Saved in:
7
Joint estimation of volatility risk and tail risk premia with time-varying macro-state-dependent property
Chen, Sonnan
;
Gu, Yuchi
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1357-1397
Persistent link: https://www.econbiz.de/10012549807
Saved in:
8
Option valuation via nonaffine dynamics with realized volatility
Zhang, Yuanyuan
;
Wang, Zerong
;
Wang, Qi
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014578567
Saved in:
9
An examination of ex ante risk and return in the cross-section using option-implied information
Kim, Dongcheol
;
Chen, Ren-Raw
;
Roh, Tai-Yong
;
Panda, Durga
- In:
The European journal of finance
26
(
2020
)
16
,
pp. 1623-1645
Persistent link: https://www.econbiz.de/10012314643
Saved in:
10
The role of investor attention in idiosyncratic volatility puzzle and new results
Hur, Jungshik
;
Vivek Singh
- In:
Review of quantitative finance and accounting
58
(
2022
)
1
,
pp. 409-434
Persistent link: https://www.econbiz.de/10012796173
Saved in:
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