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~isPartOf:"The review of financial studies"
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147
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Weiner, Stuart E.
5
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2
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Economic review
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168
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124
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98
Monthly labor review : MLR
91
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90
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89
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87
Economics letters
84
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84
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84
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71
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66
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60
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59
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58
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51
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ECONIS (ZBW)
147
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1
International capital markets and foreign exchange risk
Brennan, Michael J.
;
Xia, Yihong
- In:
The review of financial studies
19
(
2006
)
3
,
pp. 753-795
Persistent link: https://www.econbiz.de/10003358382
Saved in:
2
Inferring future
volatility
from the information in implied
volatility
in Eurodollar options : a new approach
Amin, Kaushik I.
- In:
The review of financial studies
10
(
1997
)
2
,
pp. 333-367
Persistent link: https://www.econbiz.de/10001220589
Saved in:
3
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 595-637
Persistent link: https://www.econbiz.de/10011925246
Saved in:
4
The price of a smile : hedging and spanning in option markets
Buraschi, Andrea
;
Jackwerth, Jens Carsten
- In:
The review of financial studies
14
(
2001
)
2
,
pp. 495-527
Persistent link: https://www.econbiz.de/10001570577
Saved in:
5
The risks and rewards of selling
volatility
Nandi, Saikat
;
Waggoner, Daniel
- In:
Economic review
86
(
2001
)
1
,
pp. 31-39
Persistent link: https://www.econbiz.de/10001581207
Saved in:
6
Unspanned stochastic
volatility
and the pricing of commodity derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4423-4461
Persistent link: https://www.econbiz.de/10003896317
Saved in:
7
Volatility
dynamics for the S&P500 : evidence from realized
volatility
, daily returns, and option prices
Christoffersen, Peter F.
;
Jacobs, Kris
;
Mimouni, Karim
- In:
The review of financial studies
23
(
2010
)
8
,
pp. 3141-3189
Persistent link: https://www.econbiz.de/10008662052
Saved in:
8
SEO risk dynamics
Carlson, Murray
;
Fisher, Adlai
;
Giammarino, Ronald P. M.
- In:
The review of financial studies
23
(
2010
)
11
,
pp. 4026-4077
Persistent link: https://www.econbiz.de/10008759859
Saved in:
9
The model-free implied
volatility
and its information content
Jiang, George J.
;
Tian, Yisong Sam
- In:
The review of financial studies
18
(
2005
)
4
,
pp. 1305-1342
Persistent link: https://www.econbiz.de/10003352823
Saved in:
10
Approximation and calibration of short-term implied volatilities under jump-diffusion stochastic
volatility
Medvedev, Alexey
;
Scaillet, Olivier
- In:
The review of financial studies
20
(
2007
)
2
,
pp. 427-459
Persistent link: https://www.econbiz.de/10003554444
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