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~person:"El-Khatib, Youssef"
~person:"Gomes, Fábio A."
~person:"Kim, Jong-Min"
~subject:"Börsenkurs"
~subject:"Capital income"
~subject:"Kapitaleinkommen"
~subject:"Stochastic process"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Börsenkurs
Capital income
Kapitaleinkommen
Stochastic process
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Stochastischer Prozess
6
Volatility
6
Volatilität
6
Option pricing theory
3
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3
stochastic volatility
3
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El-Khatib, Youssef
Gomes, Fábio A.
Kim, Jong-Min
Escobar, Marcos
18
Cui, Zhenyu
11
Todorov, Viktor
10
Asai, Manabu
9
McAleer, Michael
9
Mumtaz, Haroon
9
Tauchen, George Eugene
9
Cross, Jamie
8
Nguyen, Duy
8
Rodriguez, Gabriel
8
Chan, Joshua
7
Poon, Aubrey
7
Takahashi, Akihiko
7
Vives, Josep
7
Fabozzi, Frank J.
6
Kirkby, J. Lars
6
Li, Jia
6
Li, Yong
6
Pospíšil, Jan
6
Zhang, Jin E.
6
Alòs, Elisa
5
Andersen, Torben
5
Fouque, Jean-Pierre
5
Gupta, Rangan
5
Ignatieva, Ekaterina
5
Karlsson, Sune
5
Kim, Jeong-Hoon
5
Laurini, Márcio Poletti
5
Li, Chenxu
5
Lorig, Matthew
5
Račev, Svetlozar T.
5
Sircar, Kaushik Ronnie
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5
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5
Ziveyi, Jonathan
5
Aguilar, Jean-Philippe
4
Arai, Takuji
4
Cheng, Yuyang
4
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4
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Applied economics
2
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1
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1
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International review of economics & finance : IREF
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1
Approximate option pricing under a two-factor Heston-Kou
stochastic
volatility
model
El-Khatib, Youssef
;
Makumbe, Zororo S.
;
Vives, Josep
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014393433
Saved in:
2
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
3
A hybrid
stochastic
volatility
model in a Lévy market
El-Khatib, Youssef
;
Goutte, Stéphane
;
Makumbe, Zororo S.
; …
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 220-235
Persistent link: https://www.econbiz.de/10014424191
Saved in:
4
Geopolitical risk shocks and the Brazilian economy
Barros Júnior, Fernando Antônio de
;
Gomes, Fábio A.
; …
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2803-2807
Persistent link: https://www.econbiz.de/10014369477
Saved in:
5
Approximate pricing formula to capture leverage effect and
stochastic
volatility
of a financial asset
El-Khatib, Youssef
;
Goutte, Stéphane
;
Makumbe, Zororo S.
; …
- In:
Finance research letters
44
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014494891
Saved in:
6
A new generalized volatility proxy via the
stochastic
volatility
model
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
49
(
2017
)
23
,
pp. 2259-2268
Persistent link: https://www.econbiz.de/10011817347
Saved in:
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