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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Financial crisis"
~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz in Zeitschrift"
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Financial crisis
Stochastischer Prozess
Börsenkurs
513
Share price
513
Option pricing theory
302
Optionspreistheorie
302
Volatility
237
Volatilität
237
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Todorov, Viktor
8
Tauchen, George Eugene
7
Li, Jia
3
Wang, Xingchun
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Xiu, Dacheng
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Aït-Sahalia, Yacine
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Applied economics letters
Journal of econometrics
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
217
Finance research letters
123
Quantitative finance
116
Applied mathematical finance
90
The journal of computational finance
86
Finance and stochastics
83
International review of financial analysis
71
Insurance / Mathematics & economics
68
Journal of banking & finance
68
Mathematical finance : an international journal of mathematics, statistics and financial theory
67
European journal of operational research : EJOR
65
The North American journal of economics and finance : a journal of financial economics studies
59
Computational economics
57
International journal of financial engineering
57
Journal of economic dynamics & control
54
Journal of mathematical finance
50
Risks : open access journal
49
Applied economics
47
The journal of futures markets
46
Pacific-Basin finance journal
45
Economic modelling
42
Review of derivatives research
40
Journal of risk and financial management : JRFM
39
The European journal of finance
36
International review of economics & finance : IREF
35
Energy economics
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Annals of finance
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Research in international business and finance
32
Journal of financial economics
30
Review of quantitative finance and accounting
30
Asia-Pacific financial markets
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Journal of international financial markets, institutions & money
28
The journal of corporate finance : contracting, governance and organization
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Economics letters
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Journal of financial stability
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Journal of empirical finance
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ECONIS (ZBW)
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1
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
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2
Increased correlation among asset classes : Are volatility or jumps to blame, or both?
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 205-219
Persistent link: https://www.econbiz.de/10011705106
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3
Variance trading and market price of variance risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
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4
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
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5
Edgeworth binomial trees
Rubinstein, Mark
- In:
The journal of derivatives : the official publication …
5
(
1998
)
3
,
pp. 20-27
Persistent link: https://www.econbiz.de/10001242387
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6
Learning, confidence, and option prices
Shaliastovich, Ivan
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 18-42
Persistent link: https://www.econbiz.de/10011498730
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7
Quanto option pricing in the presence of fat tails and asymmetric dependence
Kim, Young Shin
;
Lee, Jaesung
;
Mittnik, Stefan
;
Park, Jiho
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 512-520
Persistent link: https://www.econbiz.de/10011499753
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8
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
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9
What is beneath the surface? : option pricing with multifrequency latent states
Calvet, Laurent E.
;
Fearnley, Marcus
;
Fisher, Adlai
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 498-511
Persistent link: https://www.econbiz.de/10011499779
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10
Extremum estimation and numerical derivatives
Hong, Han
;
Mahajan, Aprajit
;
Nekipelov, Denis N.
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 250-263
Persistent link: https://www.econbiz.de/10011500338
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