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~isPartOf:"Journal of empirical finance"
~subject:"Optionspreistheorie"
~subject:"United States"
~subject:"Wechselkurs"
~subject:"World"
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Search: subject_exact:"Volatility"
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Optionspreistheorie
United States
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World
Volatility
265
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264
Capital income
104
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104
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93
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93
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89
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89
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81
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Bollerslev, Tim
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Journal of empirical finance
Energy economics
299
Working paper / National Bureau of Economic Research, Inc.
262
The journal of futures markets
226
Finance research letters
214
Journal of banking & finance
181
International journal of theoretical and applied finance
172
The North American journal of economics and finance : a journal of financial economics studies
164
International review of economics & finance : IREF
162
Applied economics
158
Journal of international money and finance
149
NBER working paper series
145
International review of financial analysis
135
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The review of financial studies
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81
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
79
Applied mathematical finance
76
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73
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72
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71
Journal of financial economics
69
The journal of computational finance
67
Discussion paper / Tinbergen Institute
65
Journal of financial and quantitative analysis : JFQA
65
The European journal of finance
65
Mathematical finance : an international journal of mathematics, statistics and financial theory
63
Computational economics
59
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
91
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91
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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
US cross-listing and domestic high-frequency trading : evidence from Canadian stocks
Dodd, Olga
;
Frijns, Bart
;
Indriawan, Ivan
;
Pascual, Roberto
- In:
Journal of empirical finance
72
(
2023
),
pp. 301-320
Persistent link: https://www.econbiz.de/10014476858
Saved in:
3
On the driving forces of real exchange rates : is the Japanese Yen different?
Maio, Paulo
;
Zeng, Ming
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014477065
Saved in:
4
Forecasting realized volatility with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
5
Do interest rate differentials drive the volatility of exchange rates? : evidence from an extended stochastic volatility model
Ulm, Maren
;
Hambuckers, Julien
- In:
Journal of empirical finance
65
(
2022
),
pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
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
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:
8
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:
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
Can interest rate factors explain exchange rate fluctuations?
Yung, Julieta
- In:
Journal of empirical finance
61
(
2021
),
pp. 34-56
Persistent link: https://www.econbiz.de/10012693233
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