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Volatility
246
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246
Theorie
121
Theory
121
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96
Stochastischer Prozess
96
Estimation
60
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Gupta, Rangan
5
Shin, Dong-wan
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4
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3
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3
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3
Kapetanios, George
3
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2
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2
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2
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2
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Economics letters
MPRA Paper
2,123
Working Paper
925
ECB Working Paper
845
European journal of operational research : EJOR
738
Energy economics
691
CESifo Working Paper
662
International journal of theoretical and applied finance
650
Finance research letters
644
NBER working paper series
636
CEPR Discussion Papers
605
NBER Working Papers
593
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571
The journal of futures markets
556
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549
Working paper / National Bureau of Economic Research, Inc.
545
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533
IMF Working Paper
502
NBER Working Paper
492
Discussion paper / Tinbergen Institute
473
International review of financial analysis
461
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457
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449
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426
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425
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399
International review of economics & finance : IREF
398
The North American journal of economics and finance : a journal of financial economics studies
380
Working paper series / European Central Bank
368
Insurance / Mathematics & economics
361
Finance and stochastics
349
Mathematical finance : an international journal of mathematics, statistics and financial theory
334
Quantitative finance
328
Journal of economic dynamics & control
326
Research paper series / Swiss Finance Institute
316
Applied economics letters
311
Journal of empirical finance
305
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302
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299
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
328
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1
Corporate bond pricing model with stochastically volatile firm value process
Jang, Woon Wook
;
Eom, Young Ho
;
Kang, Yong Joo
- In:
Economics letters
148
(
2016
),
pp. 41-44
Persistent link: https://www.econbiz.de/10011619792
Saved in:
2
A bootstrap test for jumps in financial economics
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
125
(
2014
)
1
,
pp. 74-78
Persistent link: https://www.econbiz.de/10010504752
Saved in:
3
Bipower variation with jumps and correlated returns
Duan, Yunpeng
;
Xue, Yi
- In:
Economics letters
125
(
2014
)
3
,
pp. 367-371
Persistent link: https://www.econbiz.de/10010506017
Saved in:
4
Estimation of parametric homogeneous stochastic
volatility
pricing formulae based on option data
Xu, Zheng
- In:
Economics letters
120
(
2013
)
3
,
pp. 369-373
Persistent link: https://www.econbiz.de/10010128844
Saved in:
5
Bias in the estimation of mean reversion in continuous-time Lévy processes
Bao, Yong
;
Ullah, Aman
;
Wang, Yun
;
Yu, Jun
- In:
Economics letters
134
(
2015
),
pp. 16-19
Persistent link: https://www.econbiz.de/10011432138
Saved in:
6
Multi-purpose binomial model : fitting all moments to the underlying geometric Brownian motion
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Economics letters
145
(
2016
),
pp. 225-229
Persistent link: https://www.econbiz.de/10011618437
Saved in:
7
Lockdowns as options
Wijnbergen, Sweder van
- In:
Economics letters
214
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013448069
Saved in:
8
Volatility
can be detrimental to option values!
Ghoddusi, Hamed
;
Fahim, Arash
- In:
Economics letters
149
(
2016
),
pp. 5-9
Persistent link: https://www.econbiz.de/10011620005
Saved in:
9
Volatility
and expected option returns: a note
Chaudhury, Mohammed M.
- In:
Economics letters
152
(
2017
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011800758
Saved in:
10
The role of news-based implied
volatility
among US financial markets
Su, Zhi
;
Fang, Tong
;
Yin, Libo
- In:
Economics letters
157
(
2017
),
pp. 24-27
Persistent link: https://www.econbiz.de/10011847294
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