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Volatility
265
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110
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109
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McMillan, David G.
11
Speight, Alan E. H.
5
Chelley-Steeley, Patricia L.
4
Fabozzi, Frank J.
4
Satchell, Stephen
4
Asai, Manabu
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2
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2
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Li, Xiaoming
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Applied financial economics
International journal of forecasting
1,623
Journal of forecasting
906
Finance research letters
841
Energy economics
839
NBER working paper series
823
Working paper / National Bureau of Economic Research, Inc.
730
NBER Working Paper
705
Journal of econometrics
694
Journal of banking & finance
691
Applied economics
678
International review of financial analysis
615
International journal of theoretical and applied finance
605
The journal of futures markets
604
Economic modelling
580
Economics letters
529
Working paper
526
Applied economics letters
510
International review of economics & finance : IREF
484
The North American journal of economics and finance : a journal of financial economics studies
474
European journal of operational research : EJOR
471
Discussion paper / Centre for Economic Policy Research
469
Discussion paper / Tinbergen Institute
458
Journal of empirical finance
432
Insurance / Mathematics & economics
430
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
399
Quantitative finance
365
Technological forecasting & social change : an international journal
354
Computational economics
348
Journal of international money and finance
336
Journal of risk and financial management : JRFM
335
Journal of financial economics
331
Research in international business and finance
328
Journal of economic dynamics & control
326
CESifo working papers
324
Risks : open access journal
323
The European journal of finance
307
IMF working papers
303
Mathematical finance : an international journal of mathematics, statistics and financial theory
302
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
391
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1
Evaluating density forecasts of the model with a conditional skewed-t distribution for China's stock markets
Li, Xiaoming
;
Xu, Qing
- In:
Applied financial economics
18
(
2008
)
1/3
,
pp. 213-227
Persistent link: https://www.econbiz.de/10003739043
Saved in:
2
Modelling and predicting market risk with Laplace-Gaussian mixture distributions
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Applied financial economics
16
(
2006
)
15
,
pp. 1145-1162
Persistent link: https://www.econbiz.de/10003385575
Saved in:
3
Option pricing under stochastic
volatility
and stochastic interest rate in the Spanish case
Sáez, Marc
- In:
Applied financial economics
7
(
1997
)
4
,
pp. 379-394
Persistent link: https://www.econbiz.de/10001226979
Saved in:
4
Volatility
smiles and the information content of news
Fornari, Fabio
;
Mele, Antonio
- In:
Applied financial economics
11
(
2001
)
2
,
pp. 179-186
Persistent link: https://www.econbiz.de/10001563358
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
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
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