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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working paper"
~subject:"Option pricing theory"
~subject:"Spillover-Effekt"
~subject:"Stochastic process"
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Search: subject_exact:"Volatility"
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Option pricing theory
Spillover-Effekt
Stochastic process
Volatility
568
Volatilität
565
Estimation
170
Schätzung
170
Börsenkurs
166
Share price
166
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140
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131
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Optionspreistheorie
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McAleer, Michael
19
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10
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7
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5
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4
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4
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3
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3
Kapetanios, George
3
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3
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3
Li, Shaoyu
3
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3
Allen, David E.
2
Caporin, Massimiliano
2
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2
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2
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2
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2
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2
Xuan Vinh Vo
2
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2
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2
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University of Canterbury / Dept. of Economics and Finance
4
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1
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1
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The North American journal of economics and finance : a journal of financial economics studies
Working paper
International journal of theoretical and applied finance
178
Energy economics
139
Journal of econometrics
124
Quantitative finance
121
Journal of banking & finance
109
Finance research letters
105
International review of financial analysis
95
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87
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86
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International review of economics & finance : IREF
78
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74
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73
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70
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64
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56
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53
International journal of financial engineering
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Review of derivatives research
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50
Econometric reviews
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Economics letters
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36
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36
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ECONIS (ZBW)
170
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11
A dynamic leverage stochastic volatility model
Nguyen, Hoang
;
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
-
2021
Persistent link: https://www.econbiz.de/10012605430
Saved in:
12
Modeling conditional factor risk premia implied by index option returns
Fournier, Mathieu
;
Jacobs, Kris
;
Orłowski, Piotr
-
2021
Persistent link: https://www.econbiz.de/10013328240
Saved in:
13
The risk spillover between China's economic policy uncertainty and commodity markets : evidence from frequency spillover and quantile connectedness approaches
Jiang, Yonghong
;
Ao, Zhiming
;
Mo, Bin
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483627
Saved in:
14
Analytically pricing variance and volatility swaps under a Markov-modulated model with liquidity risks
He, Xin-Jiang
;
Lin, Sha
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483995
Saved in:
15
Robust optimal reinsurance-investment for αmaxmin mean-variance utility under Heston's SV model
Chen, Dengsheng
;
He, Yong
;
Li, Ziqiang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014484002
Saved in:
16
Volatility forecasting in the Bitcoin market : a new proposed measure based on the VS-ACARR approach
Wu, Xinyu
;
Yin, Xuebao
;
Umar, Zaghum
;
Iqbal, Najaf
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014484142
Saved in:
17
Investor sentiment and stock price jumps : a network analysis based on China's carbon-neutral sectors
Gao, Yang
;
Zhao, Chengjie
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485225
Saved in:
18
COVID-19 and extreme risk spillovers between oil and BRICS stock markets : a multiscale perspective
Jin, Xiu
;
Liu, Yueli
;
Yu, Jinming
;
Huang, Weiqiang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485324
Saved in:
19
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
20
Higher-order moment nexus between the US Dollar, crude oil, gold, and bitcoin
Zhang, Yi
;
Zhou, Long
;
Li, Yuxue
;
Liu, Fang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014485587
Saved in:
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