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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:"Stochastischer Prozess"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Stochastischer Prozess
Zeitreihenanalyse
Börsenkurs
513
Share price
513
Option pricing theory
302
Optionspreistheorie
302
Volatility
237
Volatilität
237
Estimation
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Theorie
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Todorov, Viktor
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8
Li, Jia
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Kim, Donggyu
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Xiu, Dacheng
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Bollerslev, Tim
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Li, Yingying
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McAleer, Michael
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Nawalkha, Sanjay K.
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Park, Joon Y.
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Potiron, Yoann
2
Russo, Emilio
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Shephard, Neil G.
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2
Zhang, Congshan
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Abbring, Jaap H.
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Ahsan, Nazmul
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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
Quantitative finance
125
Applied mathematical finance
89
The journal of computational finance
86
Finance and stochastics
85
Insurance / Mathematics & economics
67
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
European journal of operational research : EJOR
64
Computational economics
61
International journal of financial engineering
60
Finance research letters
59
Journal of economic dynamics & control
53
Journal of mathematical finance
52
The journal of futures markets
51
The North American journal of economics and finance : a journal of financial economics studies
50
Journal of banking & finance
48
Risks : open access journal
48
Economic modelling
47
Journal of empirical finance
42
Journal of risk and financial management : JRFM
41
Review of derivatives research
41
Energy economics
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Annals of finance
33
Applied economics
31
The European journal of finance
31
Asia-Pacific financial markets
29
International review of economics & finance : IREF
28
International review of financial analysis
28
Journal of financial economics
28
Applied financial economics
27
Economics letters
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Review of quantitative finance and accounting
21
The journal of finance : the journal of the American Finance Association
21
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Journal of financial econometrics
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Mathematics and financial economics
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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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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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