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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Journal of banking & finance"
~person:"Prokopczuk, Marcel"
~subject:"Volatilität"
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Volatilität
Commodity derivative
7
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5
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Prokopczuk, Marcel
McAleer, Michael
50
Koopman, Siem Jan
41
Lucas, André
21
Bos, Charles S.
20
Chang, Chia-Lin
20
Dijk, Dick van
18
Allen, David E.
9
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9
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9
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9
Asai, Manabu
8
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7
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6
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6
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6
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6
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6
Wel, Michel van der
6
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5
Daníelsson, Jón
5
Dijk, Herman K. van
5
Mahieu, Ronald J.
5
Martens, Martin
5
Moraleda Novo, Juan Manuel
5
Taylor, Stephen
5
Vries, Casper G. de
5
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4
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4
Diks, Cees G. H.
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4
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4
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3
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3
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Discussion paper / Tinbergen Institute
Journal of banking & finance
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
6
Discussion paper / ICMA Centre, Henley Business School, University of Reading
4
Energy economics
2
Journal of international money and finance
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Journal of commodity markets
1
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1
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ECONIS (ZBW)
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1
Seasonal Stochastic
Volatility
: implications for the pricing of commodity options
Arismendi Zambrano, Juan Carlos
;
Back, Janis
; …
- In:
Journal of banking & finance
66
(
2016
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011634553
Saved in:
2
Variance risk in commodity markets
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Journal of banking & finance
81
(
2017
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
Saved in:
3
The importance of the
volatility
risk premium for
volatility
forecasting
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
40
(
2014
),
pp. 303-320
Persistent link: https://www.econbiz.de/10010402181
Saved in:
4
Jump and variance risk premia in the S&P 500
Neumann, Maximilian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
69
(
2016
),
pp. 72-83
Persistent link: https://www.econbiz.de/10011635040
Saved in:
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