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~isPartOf:"Journal of empirical finance"
~subject:"ARCH model"
~subject:"Derivat"
~subject:"Estimation theory"
~subject:"Risiko"
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Search: subject_exact:"Optionspreistheorie"
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ARCH model
Derivat
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Risiko
Option pricing theory
40
Optionspreistheorie
40
Volatility
19
Volatilität
19
Estimation
11
Schätzung
11
ARCH-Modell
8
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8
Option trading
8
Optionsgeschäft
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Stentoft, Lars
2
Aretz, Kevin
1
Bauwens, Luc
1
Chan, Ka Kei
1
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1
Chiang, Min-Hsien
1
Chourdakis, Kyriakos
1
Constantinou, Nick
1
D'Addona, Stefano
1
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Lin, Ming-Tsung
1
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1
Lubrano, Michel
1
Marinelli, Carlo
1
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1
Roll, Richard
1
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1
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1
Sun, Baojing
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Xiao, Zhijie
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Journal of empirical finance
International journal of theoretical and applied finance
131
Applied mathematical finance
70
Review of derivatives research
57
Quantitative finance
56
The journal of futures markets
52
Journal of banking & finance
51
The journal of computational finance
44
European journal of operational research : EJOR
42
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Journal of mathematical finance
35
Finance and stochastics
34
Finance research letters
33
International journal of financial engineering
33
Journal of econometrics
32
Risks : open access journal
30
Journal of economic dynamics & control
29
The North American journal of economics and finance : a journal of financial economics studies
28
Insurance / Mathematics & economics
27
The journal of derivatives : the official publication of the International Association of Financial Engineers
27
Computational economics
25
The European journal of finance
25
Energy economics
23
The journal of derivatives : JOD
22
Research paper series / Swiss Finance Institute
21
Journal of risk and financial management : JRFM
20
SpringerLink / Bücher
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International review of financial analysis
18
Annals of finance
17
Applied economics
17
International review of economics & finance : IREF
17
SFB 649 discussion paper
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Applied economics letters
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Economic modelling
16
Management science : journal of the Institute for Operations Research and the Management Sciences
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Working paper
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Review of quantitative finance and accounting
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Asia-Pacific financial markets
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NBER working paper series
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Journal of financial economics
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ECONIS (ZBW)
17
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1
Option valuation via nonaffine dynamics with realized volatility
Zhang, Yuanyuan
;
Zhang, Qian
;
Wang, Zerong
;
Wang, Qi
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014578567
Saved in:
2
Price convergence between credit default swap and put option : new evidence
Chan, Ka Kei
;
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 188-213
Persistent link: https://www.econbiz.de/10014476820
Saved in:
3
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:
4
A multiple regime extension to the Heston–Nandi GARCH(1,1) model
Díaz-Hernández, Adán
;
Constantinou, Nick
- In:
Journal of empirical finance
53
(
2019
),
pp. 162-180
Persistent link: https://www.econbiz.de/10012171628
Saved in:
5
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
6
Crash risk and risk neutral densities
Chen, Ren-Raw
;
Hsieh, Pei-lin
;
Huang, Jeffrey
- In:
Journal of empirical finance
47
(
2018
),
pp. 162-189
Persistent link: https://www.econbiz.de/10012103473
Saved in:
7
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
Saved in:
8
Financial weather derivatives for corn production in Northern China : a comparison of pricing methods
Sun, Baojing
;
Van Kooten, Gerrit C.
- In:
Journal of empirical finance
32
(
2015
),
pp. 201-209
Persistent link: https://www.econbiz.de/10011556819
Saved in:
9
Trading activity in the equity market and its contingent claims : an empirical investigation
Roll, Richard
;
Schwartz, Eduardo S.
;
Subrahmanyam, Avanidhar
- In:
Journal of empirical finance
28
(
2014
),
pp. 13-35
Persistent link: https://www.econbiz.de/10011284514
Saved in:
10
Are regime-shift sources of risk priced in the market?
Chourdakis, Kyriakos
;
Dendramis, Yiannis
;
Tzavalis, Elias
- In:
Journal of empirical finance
28
(
2014
),
pp. 151-170
Persistent link: https://www.econbiz.de/10011285074
Saved in:
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