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~isPartOf:"Applied economics letters"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Capital income"
~subject:"China"
~subject:"Kausalanalyse"
~subject:"Volatilität"
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Capital income
China
Kausalanalyse
Volatilität
Börsenkurs
694
Share price
694
Kapitaleinkommen
274
Aktienmarkt
234
Stock market
234
Option pricing theory
227
Optionspreistheorie
227
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Ryu, Doojin
5
Schaub, Mark
5
Vivek Singh
5
Hur, Jungshik
4
Lin, Shih-kuei
4
McGuinness, Paul B.
4
Wang, Xingchun
4
Cakici, Nusret
3
Gil-Alaña, Luis A.
3
Grobys, Klaus
3
Jung, Hojin
3
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3
Nam, Kiseok
3
Yang, Heejin
3
Alsaifi, Khaled
2
Andreou, Panayiotis C.
2
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2
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2
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2
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2
Chen, Jian
2
Chen, Ren-Raw
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2
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Ciner, Cetin
2
Dajcman, Silvo
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Farinós Viñas, José Emilio
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Godin, Frédéric
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2
John, Kose
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Kadapakkam, Palani-Rajan
2
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2
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2
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Applied economics letters
Insurance / Mathematics & economics
Review of quantitative finance and accounting
Finance research letters
564
International review of financial analysis
373
Journal of banking & finance
356
Pacific-Basin finance journal
286
International review of economics & finance : IREF
281
NBER working paper series
259
Applied economics
244
The North American journal of economics and finance : a journal of financial economics studies
241
Journal of financial economics
237
Working paper / National Bureau of Economic Research, Inc.
220
Journal of empirical finance
217
Energy economics
211
Research in international business and finance
211
Economic modelling
190
NBER Working Paper
180
International journal of theoretical and applied finance
179
Journal of international financial markets, institutions & money
167
The journal of futures markets
159
Quantitative finance
157
The European journal of finance
145
Journal of risk and financial management : JRFM
139
Applied financial economics
138
The journal of finance : the journal of the American Finance Association
137
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
135
Economics letters
126
Journal of econometrics
124
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
120
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
115
International journal of economics and financial issues : IJEFI
115
International journal of economics and finance
114
Journal of financial markets
107
Management science : journal of the Institute for Operations Research and the Management Sciences
107
Cogent economics & finance
106
Journal of financial and quantitative analysis : JFQA
99
Investment management and financial innovations
98
International journal of finance & economics : IJFE
95
Research paper series / Swiss Finance Institute
88
The review of financial studies
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ECONIS (ZBW)
441
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1
Do dividend initiations signal a reduction in risk? : evidence from the option market
Jones, Jeffrey S.
;
Gu, Jenny
;
Liu, Pu
- In:
Review of quantitative finance and accounting
42
(
2014
)
1
,
pp. 143-158
Persistent link: https://www.econbiz.de/10010345141
Saved in:
2
Intraday option price changes and net buying pressure
Ryu, Doojin
;
Yang, Heejin
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 292-297
Persistent link: https://www.econbiz.de/10012803523
Saved in:
3
Estimating volatility clustering and variance risk premium effects on bank default indicators
Kenç, Turalay
;
Cevik, Emrah Ismail
- In:
Review of quantitative finance and accounting
57
(
2021
)
4
,
pp. 1373-1392
Persistent link: https://www.econbiz.de/10012660703
Saved in:
4
Option pricing under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun
;
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Shyu, …
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10012432624
Saved in:
5
Lookback options and dynamic fund protection under multiscale stochastic volatility
Wong, Hoi Ying
;
Chan, Chun Man
- In:
Insurance / Mathematics & economics
40
(
2007
)
3
,
pp. 357-385
Persistent link: https://www.econbiz.de/10003755752
Saved in:
6
Empirical pricing kernels obtained from the UK index options market
Liu, Xiaoquan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 989-993
Persistent link: https://www.econbiz.de/10003886597
Saved in:
7
Calculating implied volatility using the bisection algorithm : a note
Berry, R. H.
;
Zuo, X.
- In:
Applied economics letters
16
(
2009
)
13/15
,
pp. 1399-1402
Persistent link: https://www.econbiz.de/10003894265
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8
Do option traders on value and growth stocks react differently to new information?
He, Wei
;
Lee, Yen-sheng
;
Wei, Peihwang
- In:
Review of quantitative finance and accounting
34
(
2010
)
3
,
pp. 371-381
Persistent link: https://www.econbiz.de/10003970085
Saved in:
9
Basket options valuation for a local volatility jump-diffusion model with the asymptotic expansion method
Xu, Guoping
;
Zheng, Harry
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 415-422
Persistent link: https://www.econbiz.de/10008746991
Saved in:
10
Valuation of guaranteed annuity options using a stochastic volatility model for equity prices
van Haastrecht, Alexander
;
Plat, Richard
;
Pelsser, …
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 266-277
Persistent link: https://www.econbiz.de/10008747073
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