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~isPartOf:"CREATES Research Papers"
~isPartOf:"Economics letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial economics"
~subject:"Portfolio-Management"
~subject:"Volatilität"
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An agent-based stochastic vola...
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Portfolio-Management
Volatilität
Anlageverhalten
573
Behavioural finance
573
Capital income
182
Kapitaleinkommen
182
Börsenkurs
167
Share price
167
Portfolio selection
161
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120
Theory
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81
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Forecasting model
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Chou, Pin-huang
3
Cronqvist, Henrik
3
Huang, Shiyang
3
Siegel, Stephan
3
Veld- Merkoulova, Yulia
3
Alexander, Gordon J.
2
Bali, Turan G.
2
Baptista, Alexandre M.
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Korniotis, George M.
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Malliaris, Anastasios G.
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Mitchell, Olivia S.
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Park, Beum-jo
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CREATES Research Papers
Economics letters
Journal of banking & finance
Journal of financial economics
Finance research letters
138
NBER working paper series
95
International review of financial analysis
85
Pacific-Basin finance journal
64
Applied economics
58
NBER Working Paper
56
Research in international business and finance
54
Working paper / National Bureau of Economic Research, Inc.
53
The North American journal of economics and finance : a journal of financial economics studies
52
International journal of theoretical and applied finance
51
Journal of economic dynamics & control
51
International review of economics & finance : IREF
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Management science : journal of the Institute for Operations Research and the Management Sciences
49
Quantitative finance
48
Journal of empirical finance
46
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
46
Economic modelling
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Discussion papers / CEPR
42
Research paper series / Swiss Finance Institute
41
Discussion paper / Tinbergen Institute
40
Applied economics letters
38
Journal of econometrics
38
Journal of risk and financial management : JRFM
38
Discussion paper / Centre for Economic Policy Research
37
The journal of asset management
37
Journal of economic behavior & organization : JEBO
36
The European journal of finance
36
The journal of finance : the journal of the American Finance Association
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The review of financial studies
35
Wiley finance series
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SpringerLink / Bücher
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Wiley trading series
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Energy economics
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Investment management and financial innovations
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ECONIS (ZBW)
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1
Do mutual funds herd in industries
Celiker, Umut
;
Chowdhury, Jaideep
;
Sonaer, Gokhan
- In:
Journal of banking & finance
52
(
2015
),
pp. 1-16
Persistent link: https://www.econbiz.de/10011377289
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2
COVID-19, lockdowns and herding towards a cryptocurrency market-specific implied volatility index
Rubbaniy, Ghulame
;
Polyzos, Stathis
;
Rizvi, Kumail Abbas
; …
- In:
Economics letters
207
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013169956
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3
Robustness of distance-to-default
Jessen, Cathrine
;
Lando, David
- In:
Journal of banking & finance
50
(
2015
),
pp. 493-505
Persistent link: https://www.econbiz.de/10010510191
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4
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10009749334
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5
Moment-based estimation of stochastic volatility
Bregantini, Daniele
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4755-4764
Persistent link: https://www.econbiz.de/10010342233
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6
Spurious persistence in stochastic volatility
Messow, Philip
;
Krämer, Walter
- In:
Economics letters
121
(
2013
)
2
,
pp. 221-223
Persistent link: https://www.econbiz.de/10010346320
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7
Earning the right premium on the right factor in portfolio planning
Branger, Nicole
;
Hansis, Alexandra
- In:
Journal of banking & finance
59
(
2015
),
pp. 367-383
Persistent link: https://www.econbiz.de/10011544589
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8
Are classical option pricing models consistent with observed option second-order moments? : evidence from high-frequency data
Audrino, Francesco
;
Fengler, Matthias
- In:
Journal of banking & finance
61
(
2015
),
pp. 46-63
Persistent link: https://www.econbiz.de/10011545126
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9
Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of banking & finance
61
(
2015
),
pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
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10
Discrete stochastic autoregressive volatility
Cordis, Adriana S.
;
Kirby, Chris
- In:
Journal of banking & finance
43
(
2014
),
pp. 160-178
Persistent link: https://www.econbiz.de/10010410013
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