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Option pricing theory
16
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11
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9
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Economic modelling
The journal of futures markets
196
International journal of theoretical and applied finance
114
Journal of banking & finance
100
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
77
Finance research letters
68
Quantitative finance
64
The journal of computational finance
62
Applied mathematical finance
55
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
48
The North American journal of economics and finance : a journal of financial economics studies
44
Finance and stochastics
43
Journal of financial economics
42
European journal of operational research : EJOR
35
International review of economics & finance : IREF
35
Journal of financial markets
34
Journal of financial and quantitative analysis : JFQA
33
Computational economics
32
International journal of financial engineering
32
International review of financial analysis
30
The review of financial studies
30
Working paper / National Bureau of Economic Research, Inc.
30
Journal of mathematical finance
29
Review of quantitative finance and accounting
29
Risks : open access journal
29
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Research paper series / Swiss Finance Institute
28
NBER working paper series
26
The European journal of finance
25
The journal of finance : the journal of the American Finance Association
24
Applied economics
23
Asia-Pacific financial markets
22
Energy economics
22
Journal of risk and financial management : JRFM
22
Wiley trading series
22
Applied financial economics
20
Insurance / Mathematics & economics
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ECONIS (ZBW)
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1
Industry co-movements of American depository receipts : evidences from the copula approaches
Lee, Chien-chiang
;
Chang, Chi-Hung
;
Chen, Mei-Ping
- In:
Economic modelling
46
(
2015
),
pp. 301-314
Persistent link: https://www.econbiz.de/10011436620
Saved in:
2
Energy portfolio risk management using time-varying extreme value copula methods
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
Economic modelling
38
(
2014
),
pp. 470-485
Persistent link: https://www.econbiz.de/10010419011
Saved in:
3
Modeling asymmetric and dynamic dependence of overnight and daytime returns : an empirical evidence from China banking sector
Tong, Bin
;
Diao, Xundi
;
Wu, Chongfeng
- In:
Economic modelling
51
(
2015
),
pp. 366-382
Persistent link: https://www.econbiz.de/10011476058
Saved in:
4
How is China's coke price related with the world oil price? : the role of extreme movements
Guo, Yanfeng
;
Wen, Xiaoqian
;
Wu, Yanrui
;
Guo, Xiumei
- In:
Economic modelling
58
(
2016
),
pp. 22-33
Persistent link: https://www.econbiz.de/10011647023
Saved in:
5
On the isolated impact of
copulas
on risk measurement : asimulation study
Berger, Theo
- In:
Economic modelling
58
(
2016
),
pp. 475-481
Persistent link: https://www.econbiz.de/10011647502
Saved in:
6
Can energy commodity futures add to the value of carbon assets?
Wen, Xiaoqian
;
Bouri, Elie
;
Roubaud, David
- In:
Economic modelling
62
(
2017
),
pp. 194-206
Persistent link: https://www.econbiz.de/10011813408
Saved in:
7
Can investors of Chinese energy stocks benefit from diversification into commodity futures?
Wen, Xiaoqian
;
Nguyen, Duc Khuong
- In:
Economic modelling
66
(
2017
),
pp. 184-200
Persistent link: https://www.econbiz.de/10011813713
Saved in:
8
Oil price and Gulf Corporation Council stock indices : new evidence from time-varying copula models
Fenech, Jean-Pierre
;
Vosgha, Hamed
- In:
Economic modelling
77
(
2019
),
pp. 81-91
Persistent link: https://www.econbiz.de/10012198426
Saved in:
9
Spatial price dependence by time scale : empirical evidence from the international butter markets
Fousekis, Panajiotis
;
Grigoriadis, Vasilis
- In:
Economic modelling
54
(
2016
),
pp. 195-204
Persistent link: https://www.econbiz.de/10011642090
Saved in:
10
Exchange rates and the global transmission of equity market shocks
Ojea-Ferreiro, Javier
;
Reboredo, Juan Carlos
- In:
Economic modelling
114
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013367523
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