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Volatility
265
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265
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80
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80
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McMillan, David G.
9
Speight, Alan E. H.
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Chelley-Steeley, Patricia L.
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Asai, Manabu
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Liao, Szu-Lang
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Loudon, Geoffrey F.
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Applied financial economics
European journal of operational research : EJOR
740
Energy economics
694
International journal of theoretical and applied finance
669
Finance research letters
664
The journal of futures markets
629
NBER working paper series
590
Working paper / National Bureau of Economic Research, Inc.
565
Journal of banking & finance
560
NBER Working Paper
501
International review of financial analysis
467
Journal of econometrics
457
Applied economics
429
Economic modelling
427
International review of economics & finance : IREF
418
The North American journal of economics and finance : a journal of financial economics studies
385
Finance and stochastics
361
Insurance / Mathematics & economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
342
Journal of economic dynamics & control
335
Economics letters
331
Quantitative finance
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Applied economics letters
315
Working paper
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Journal of empirical finance
305
Applied mathematical finance
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Discussion paper / Centre for Economic Policy Research
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Discussion paper / Tinbergen Institute
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The journal of computational finance
284
The journal of derivatives : the official publication of the International Association of Financial Engineers
278
Research in international business and finance
266
Journal of financial economics
262
Journal of risk and financial management : JRFM
254
Journal of international financial markets, institutions & money
253
Journal of international money and finance
251
The European journal of finance
236
Risks : open access journal
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Computational economics
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CESifo working papers
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ECONIS (ZBW)
305
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1
Spanning tests for options using principal components methods
Hansen, Charlotte S.
;
Tuypens, Bjorn E.
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 739-746
Persistent link: https://www.econbiz.de/10003491227
Saved in:
2
Pricing gold options under Markov-modulated jump-diffusion processes
Lin, Shih-kuei
;
Lian, Yu-Min
;
Liao, Szu-Lang
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 825-836
Persistent link: https://www.econbiz.de/10010402550
Saved in:
3
Implied
volatility
smiles in the Nikkei 225 options
Fukuta, Yuichi
;
Wenjie Ma
- In:
Applied financial economics
23
(
2013
)
7/9
,
pp. 789-804
Persistent link: https://www.econbiz.de/10009750979
Saved in:
4
Calibrated GARCH models and exotic options
Kanniainen, Juho
;
Halme, Tero
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 403-414
Persistent link: https://www.econbiz.de/10009718911
Saved in:
5
Bid-ask spread, strike prices and risk-neutral densities
Liu, Xiaoquan
- In:
Applied financial economics
17
(
2007
)
10/12
,
pp. 887-900
Persistent link: https://www.econbiz.de/10003538047
Saved in:
6
Estimating
volatility
from ATM options with lognormal stochastic variance and long memory
Cardinali, Alessandro
- In:
Applied financial economics
22
(
2012
)
7/9
,
pp. 733-748
Persistent link: https://www.econbiz.de/10009624321
Saved in:
7
Pricing Taiwan option market with GARCH and stochastic
volatility
Huang, Hung-hsi
;
Wang, Ching-ping
;
Chen, Shiau-hung
- In:
Applied financial economics
21
(
2011
)
10/12
,
pp. 747-754
Persistent link: https://www.econbiz.de/10009231596
Saved in:
8
Estimating single factor jump diffusion interest rate models
Sorwar, Ghulam
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1679-1689
Persistent link: https://www.econbiz.de/10009385057
Saved in:
9
The performance of popular stochastic
volatility
option pricing models during the subprime crisis
Moyaert, Thibaut
;
Petitjean, Mikael
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1059-1068
Persistent link: https://www.econbiz.de/10009317438
Saved in:
10
Option pricing with time-changed Lévy processes
Klingler, Sven
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1231-1238
Persistent link: https://www.econbiz.de/10010204746
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