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384
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Ma, Feng
7
Yoon, Seong-min
6
Zhang, Yaojie
6
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5
Kim, Jong-Min
5
Tiwari, Aviral Kumar
5
Umar, Zaghum
5
Zhu, Huiming
5
Bahmani-Oskooee, Mohsen
4
Blazsek, Szabolcs
4
García, Philip
4
Goutte, Stéphane
4
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4
Hammoudeh, Shawkat
4
Jawadi, Fredj
4
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4
Roubaud, David
4
Sosvilla-Rivero, Simón
4
Zuehlke, Thomas William
4
Balli, Hatice Ozer
3
Bouri, Elie
3
Clements, Kenneth W.
3
Elyasiani, Elyas
3
Fabozzi, Frank J.
3
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3
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3
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3
Xu, Dinghai
3
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3
Zheng, Xian
3
Abakah, Emmanuel Joel Aikins
2
Abuzayed, Bana
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Applied economics
Journal of econometrics
1,963
Economics letters
1,249
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844
NBER Working Paper
783
Energy economics
776
Finance research letters
771
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746
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745
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728
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705
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542
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518
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504
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ECONIS (ZBW)
602
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1
A comparison of pricing and
hedging
performances of equity derivatives models
Lassance, Nathan
;
Vrins, Frédéric
- In:
Applied economics
50
(
2018
)
10
,
pp. 1122-1137
Persistent link: https://www.econbiz.de/10011848262
Saved in:
2
Option smiling when investors' estimates of asset
volatility
disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Saved in:
3
The implied
volatility
smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
4
The implied
volatility
smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
5
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
6
Predicting instability
Razzak, Weshah A.
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3305-3315
Persistent link: https://www.econbiz.de/10010345431
Saved in:
7
Evaluating and improving GARCH-based
volatility
forecasts with range-based estimators
Hung, Jui-cheng
;
Lou, Tien-wei
;
Wang, Yi-hsien
;
Lee, Jun-de
- In:
Applied economics
45
(
2013
)
28/30
,
pp. 4041-4049
Persistent link: https://www.econbiz.de/10010345765
Saved in:
8
Linear time-varying regression with a DCC-GARCH model for
volatility
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
Saved in:
9
Maximum likelihood estimation of time-varying parameters : an application to the Athens Stock Exchange index
Abutaleb, Ahmed S.
;
Papaioannou, Michael G.
- In:
Applied economics
32
(
2000
)
10
,
pp. 1323-1328
Persistent link: https://www.econbiz.de/10001527086
Saved in:
10
Functional ARCH directional dependence via copula for intraday
volatility
from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
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