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~isPartOf:"Journal of empirical finance"
~isPartOf:"The European journal of finance"
~subject:"Optionspreistheorie"
~subject:"Volatilität"
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Optionspreistheorie
Volatilität
CAPM
246
Theorie
146
Theory
146
Capital income
138
Kapitaleinkommen
138
Option pricing theory
121
Estimation
91
Schätzung
91
Portfolio selection
81
Portfolio-Management
81
Volatility
78
Börsenkurs
76
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76
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55
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54
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46
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46
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24
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24
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23
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23
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20
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Paxson, Dean A.
4
Chen, Son-nan
3
Dunis, Christian
3
Wang, Xingchun
3
Anderluh, J. H. M.
2
Ballotta, Laura
2
Brandão, Luiz Eduardo Teixeira
2
Chen, Ren-Raw
2
Chesney, Marc
2
Coakley, Jerry
2
Dockendorf, Jörg
2
Elliott, Robert J.
2
Floros, Christos
2
Hsu, Pao-Peng
2
Lindset, Snorre
2
Liu, Xiaoquan
2
Romagnoli, Silvia
2
Satchell, Stephen
2
Song, Shiyu
2
Stentoft, Lars
2
Wang, Guanying
2
Abad Díaz, David
1
Aboulamer, Anas
1
Adkins, Roger
1
Afik, Zvika
1
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1
Ahlip, Rehez
1
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1
Alireza Zarei
1
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1
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1
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1
Aragó Manzana, Vicent
1
Areal, Nelson
1
Aretz, Kevin
1
Arratia, Argimiro
1
Avanzi, Benjamin
1
Baestaens, Dirk J. Emma
1
Bajo, Emanuele
1
Barbi, Massimiliano
1
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Journal of empirical finance
The European journal of finance
International journal of theoretical and applied finance
486
The journal of futures markets
274
Mathematical finance : an international journal of mathematics, statistics and financial theory
267
The journal of computational finance
255
Applied mathematical finance
251
Journal of banking & finance
246
Finance and stochastics
225
The journal of derivatives : the official publication of the International Association of Financial Engineers
209
Quantitative finance
202
Review of derivatives research
176
Finance research letters
144
Journal of economic dynamics & control
143
Insurance / Mathematics & economics
140
European journal of operational research : EJOR
138
Journal of financial economics
124
International journal of financial engineering
118
Computational economics
109
Journal of mathematical finance
109
Research paper series / Swiss Finance Institute
106
The North American journal of economics and finance : a journal of financial economics studies
98
NBER working paper series
96
Risks : open access journal
93
Journal of econometrics
92
Working paper / National Bureau of Economic Research, Inc.
90
Asia-Pacific financial markets
82
Energy economics
82
International review of economics & finance : IREF
74
NBER Working Paper
71
The review of financial studies
71
Economic modelling
69
The journal of finance : the journal of the American Finance Association
69
International review of financial analysis
66
Journal of financial and quantitative analysis : JFQA
65
Management science : journal of the Institute for Operations Research and the Management Sciences
63
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
61
Annals of finance
60
SFB 649 discussion paper
60
Swiss Finance Institute Research Paper
60
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ECONIS (ZBW)
157
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157
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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
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:
8
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:
9
Coskewness and reversal of momentum returns : the US and international evidence
Dong, Liang
;
Dai, Yiqing
;
Haque, Tariq
;
Kot, Hung Wan
; …
- In:
Journal of empirical finance
69
(
2022
),
pp. 241-264
Persistent link: https://www.econbiz.de/10013478531
Saved in:
10
Is idiosyncratic risk priced? : the international evidence
Brockman, Paul
;
Guo, Tao
;
Vivero, Maria Gabriela
;
Yu, Wayne
- In:
Journal of empirical finance
66
(
2022
),
pp. 121-136
Persistent link: https://www.econbiz.de/10013370669
Saved in:
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