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Forecasting Extreme Volatility...
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Volatility
264
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264
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126
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126
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107
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forecasting
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491
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Pierdzioch, Christian
12
Baghestani, Hamid
7
Gupta, Rangan
6
Ruelke, Jan-Christoph
5
Ryu, Doojin
5
Wang, Xingchun
5
Lahiri, Kajal
4
Ma, Feng
4
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4
Österholm, Pär
4
Chevallier, Julien
3
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3
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3
Sosvilla-Rivero, Simón
3
Wohlrabe, Klaus
3
Wu, Xinyu
3
Yang, Heejin
3
You, Yu
3
Almudhaf, Fahad
2
Alvarez, Alberto
2
Alvarez-Diaz, Marcos
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Apergēs, Nikolaos
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Ashiya, Masahiro
2
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2
Chen, Jian
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Claveria, Oscar
2
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2
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Applied economics letters
International journal of forecasting
1,619
MPRA Paper
963
Finance research letters
923
Journal of forecasting
902
Energy economics
895
NBER working paper series
853
Working paper / National Bureau of Economic Research, Inc.
698
NBER Working Paper
674
Journal of banking & finance
673
Applied economics
666
ECB Working Paper
642
Journal of econometrics
620
International review of financial analysis
603
The journal of futures markets
591
International journal of theoretical and applied finance
574
Economic modelling
567
Working paper
567
Working Paper
545
Discussion paper / Tinbergen Institute
492
International review of economics & finance : IREF
489
Economics letters
471
The North American journal of economics and finance : a journal of financial economics studies
466
Discussion paper / Centre for Economic Policy Research
449
European journal of operational research : EJOR
435
Journal of empirical finance
417
CESifo working papers
416
Applied financial economics
378
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
373
Research in international business and finance
371
Working paper series / European Central Bank
356
Quantitative finance
354
Research paper series / Swiss Finance Institute
354
Computational economics
352
Technological forecasting & social change : an international journal
351
Journal of risk and financial management : JRFM
348
Journal of financial economics
344
Journal of international money and finance
341
Journal of economic dynamics & control
318
IMF Working Paper
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ECONIS (ZBW)
491
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1
Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
Saved in:
2
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
Saved in:
3
The instantaneous return and
volatility
of a covered call position
Edwards, Craig Steven
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
Saved in:
4
Pricing European basket warrants with default risk under stochastic
volatility
models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10012803500
Saved in:
5
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:
6
Intraday hedging with financial options : the case of electricity
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
- In:
Applied economics letters
24
(
2017
)
20
,
pp. 1448-1454
Persistent link: https://www.econbiz.de/10011853065
Saved in:
7
Vega-informed trading and options market reform
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10012205363
Saved in:
8
Pricing options on the maximum of two average prices under stochastic
volatility
models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 887-894
Persistent link: https://www.econbiz.de/10013411818
Saved in:
9
Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
Saved in:
10
Delta-hedged gains of SSE 50 ETF options
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1864-1867
Persistent link: https://www.econbiz.de/10013412320
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