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~isPartOf:"Applied economics letters"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The review of financial studies"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
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943
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369
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365
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Gupta, Rangan
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Applied economics letters
The European journal of finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
The review of financial studies
Finance research letters
224
International journal of theoretical and applied finance
167
Journal of banking & finance
167
The North American journal of economics and finance : a journal of financial economics studies
151
International review of financial analysis
147
Energy economics
142
International review of economics & finance : IREF
134
The journal of futures markets
134
Quantitative finance
128
Applied economics
116
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108
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101
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100
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96
Research in international business and finance
89
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86
Journal of international financial markets, institutions & money
81
Applied mathematical finance
77
Applied financial economics
76
Pacific-Basin finance journal
73
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
Mathematical finance : an international journal of mathematics, statistics and financial theory
66
The journal of computational finance
65
International Journal of Energy Economics and Policy : IJEEP
63
Review of quantitative finance and accounting
59
Journal of economic dynamics & control
57
International journal of financial engineering
54
The journal of finance : the journal of the American Finance Association
54
Economics letters
53
Review of derivatives research
52
Journal of financial and quantitative analysis : JFQA
49
Journal of financial markets
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Risks : open access journal
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Cogent economics & finance
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Computational economics
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Finance India : the quarterly journal of Indian Institute of Finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
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:
2
Pricing volatility options under stochastic skew with application to the VIX index
Marabel Romo, Jacinto
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 353-374
Persistent link: https://www.econbiz.de/10011736265
Saved in:
3
Modelling market volatilities : the neural network perspective
González Miranda, Fernando
- In:
The European journal of finance
3
(
1997
)
2
,
pp. 137-157
Persistent link: https://www.econbiz.de/10001224328
Saved in:
4
Volatility patterns : theory and some evidence from the dollar-mark option market
Gesser, Vincent
- In:
The journal of derivatives : the official publication …
5
(
1997
)
2
,
pp. 46-61
Persistent link: https://www.econbiz.de/10001232635
Saved in:
5
The term structure of equity risk : an empirical analysis
Dravid, Ajay R.
- In:
The journal of derivatives : the official publication …
3
(
1996
)
4
,
pp. 48-63
Persistent link: https://www.econbiz.de/10001202804
Saved in:
6
Implied trinomial trees of the volatility smile
Derman, Emanuel
- In:
The journal of derivatives : the official publication …
3
(
1996
)
4
,
pp. 7-22
Persistent link: https://www.econbiz.de/10001202805
Saved in:
7
Binomial option pricing under stochastic volatility and correlated state variables
Hilliard, Jimmy E.
- In:
The journal of derivatives : the official publication …
4
(
1996
)
1
,
pp. 23-39
Persistent link: https://www.econbiz.de/10001207627
Saved in:
8
The importance of forward rate volatility structures in pricing interest rate-sensitive claims
Ritchken, Peter H.
- In:
The journal of derivatives : the official publication …
3
(
1995
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10001219431
Saved in:
9
Inferring future volatility from the information in implied volatility in Eurodollar options : a new approach
Amin, Kaushik I.
- In:
The review of financial studies
10
(
1997
)
2
,
pp. 333-367
Persistent link: https://www.econbiz.de/10001220589
Saved in:
10
Pricing of foreign exchange options under the MPT stochastic volatility model and the CIR interest rates
Ahlip, Rehez
;
Rutkowski, Marek
- In:
The European journal of finance
22
(
2016
)
7/9
,
pp. 551-571
Persistent link: https://www.econbiz.de/10011619055
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