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~person:"Bauwens, Luc"
~person:"Boudoukh, Jacob"
~person:"Carr, Peter"
~source:"econis"
~subject:"Estimation"
~subject:"Volatility"
~type_genre:"Article in journal"
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19
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19
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12
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8
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8
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4
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Bauwens, Luc
Boudoukh, Jacob
Carr, Peter
Benth, Fred Espen
9
Escobar, Marcos
8
Lien, Da-hsiang Donald
8
Floros, Christos
7
Zhang, Jin E.
7
Kwok, Yue-Kuen
6
Fouque, Jean-Pierre
5
Gannon, Gerard L.
5
Miffre, Joëlle
5
Ryu, Doojin
5
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5
Azhar Mohamad
4
Cui, Zhenyu
4
Fassas, Athanasios P.
4
Fonseca, José da
4
Kim, Sol
4
Lee, Hsiang-Tai
4
Liu, Xiaoquan
4
Park, Yang-Ho
4
Schmeck, Maren Diane
4
Tiwari, Aviral Kumar
4
Tse, Yiu Kuen
4
Wang, Xingchun
4
Zagst, Rudi
4
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3
Alghalith, Moawia
3
Alòs, Elisa
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Brigo, Damiano
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3
Byun, Suk Joon
3
Chan, Wai-Sum
3
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3
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3
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3
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Annual review of financial economics
1
Finance and stochastics
1
Journal of applied econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The review of financial studies
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ECONIS (ZBW)
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1
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
Saved in:
2
Multivariate volatility modeling of electricity futures
Bauwens, Luc
;
Hafner, Christian M.
;
Pierret, Diane
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 743-761
Persistent link: https://www.econbiz.de/10010351104
Saved in:
3
Volatility derivatives
Carr, Peter
;
Lee, Roger
- In:
Annual review of financial economics
1
(
2009
),
pp. 319-339
Persistent link: https://www.econbiz.de/10003924502
Saved in:
4
Do asset prices reflect fudamentals? : freshly squeezed evidence from the OJ market
Boudoukh, Jacob
;
Richardson, Matthew
;
Shen, YuQing
; …
- In:
Journal of financial economics
83
(
2007
)
2
,
pp. 397-412
Persistent link: https://www.econbiz.de/10003425461
Saved in:
5
A jump to default extended CEV model : an application of Bessel processes
Carr, Peter
;
Linetsky, Vadim
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 303-330
Persistent link: https://www.econbiz.de/10003379774
Saved in:
6
Pricing mortgage-backed securities in a multifactor interest rate environment : a multivariate density estimation approach
Boudoukh, Jacob
;
Whitelaw, Robert F.
;
Richardson, Matthew
; …
- In:
The review of financial studies
10
(
1997
)
2
,
pp. 405-446
Persistent link: https://www.econbiz.de/10001220576
Saved in:
7
A new strategy for dynamically hedging mortage-backed securities
Boudoukh, Jacob
;
Richardson, Matthew
;
Stanton, Richard
; …
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 60-77
Persistent link: https://www.econbiz.de/10001223167
Saved in:
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