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A Comparison of Implied and Re...
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Volatility
617
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616
Börsenkurs
219
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219
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169
Aktienmarkt
168
Capital income
166
Kapitaleinkommen
166
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156
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156
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134
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134
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129
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129
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115
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115
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105
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102
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97
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97
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76
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72
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72
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69
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69
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69
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61
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55
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55
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49
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49
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48
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48
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47
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47
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46
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46
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43
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619
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618
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619
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Bouri, Elie
11
Gupta, Rangan
11
Lucey, Brian M.
9
Roubaud, David
9
Corbet, Shaen
8
Tiwari, Aviral Kumar
8
Ji, Qiang
7
Sensoy, Ahmet
7
Wei, Yu
7
Lyócsa, Štefan
6
Molnár, Peter
6
Zaremba, Adam
6
Gillas, Konstantinos Gkillas
5
Luo, Xingguo
5
Ma, Feng
5
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5
Das, Debojyoti
4
Goodell, John W.
4
Gozgor, Giray
4
Lau, Chi Keung
4
Lu, Xinjie
4
Pierdzioch, Christian
4
Shahzad, Syed Jawad Hussain
4
Shen, Dehua
4
Sun, Xiaolei
4
Xie, Haibin
4
Xiong, Xiong
4
Yarovaya, Larisa
4
Aharon, David Y.
3
Akyildirim, Erdinc
3
Al-Yahyaee, Khamis Hamed
3
Arouri, Mohamed
3
Baig, Ahmed S.
3
Brzeszczyński, Janusz
3
Caporale, Guglielmo Maria
3
Chen, Jun-Home
3
Chi, Xie
3
Escobar, Marcos
3
Gil-Alaña, Luis A.
3
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3
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Finance research letters
MPRA Paper
1,066
NBER Working Papers
839
Energy economics
669
NBER working paper series
639
Working Paper
618
CEPR Discussion Papers
515
Working paper / National Bureau of Economic Research, Inc.
477
ECB Working Paper
461
NBER Working Paper
429
Research paper series / Swiss Finance Institute
428
International review of financial analysis
421
Applied economics
395
Working paper
393
CESifo Working Paper
378
Journal of banking & finance
377
International review of economics & finance : IREF
369
CESifo working papers
367
The journal of futures markets
366
TemaNord
365
Economic modelling
344
Journal of econometrics
335
The North American journal of economics and finance : a journal of financial economics studies
327
Economics Papers from University Paris Dauphine
326
IMF Working Paper
323
Swiss Finance Institute Research Paper
317
Research in international business and finance
295
Journal of Banking & Finance
287
Journal of empirical finance
283
Discussion paper / Tinbergen Institute
279
Applied economics letters
268
CESifo Working Paper Series
268
Applied financial economics
267
Journal of risk and financial management : JRFM
264
Economics letters
259
Discussion paper / Centre for Economic Policy Research
252
International journal of theoretical and applied finance
246
Journal of international financial markets, institutions & money
241
Finance
240
Journal of international money and finance
232
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ECONIS (ZBW)
619
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1
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619
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1
Which component of air quality index drives stock price
volatility
in China : a decomposition-based forecasting method
Yu, Jize
;
Zhang, Li
;
Peng, Lijuan
;
Wu, Rui
- In:
Finance research letters
51
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014286581
Saved in:
2
The only certainty is uncertainty : An analysis of the impact of COVID-19 uncertainty on regional stock markets
Szczygielski, Jan Jakub
;
Bwanya, Princess Rutendo
; …
- In:
Finance research letters
43
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014632284
Saved in:
3
On the qualitative effect of
volatility
and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
Saved in:
4
Modeling the leverage effect with copulas and realized
volatility
Ning, Cathy Q.
;
Xu, Dinghai
;
Wirjanto, Tony S.
- In:
Finance research letters
5
(
2008
)
4
,
pp. 221-227
Persistent link: https://www.econbiz.de/10003786354
Saved in:
5
Dynamic, nonparametric hedging of European style contigent claims using canonical valuation
Alcock, Jamie
;
Gray, Philip K.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 41-50
Persistent link: https://www.econbiz.de/10002685784
Saved in:
6
Attainability of European path-independent claims in incomplete markets
Branger, Nicole
;
Esser, Angelika
;
Schlag, Christian
- In:
Finance research letters
1
(
2004
)
3
,
pp. 190-195
Persistent link: https://www.econbiz.de/10003307291
Saved in:
7
Iterative method for exponentially weighted rolling regression
Kanatani, Taro
- In:
Finance research letters
1
(
2004
)
3
,
pp. 196-201
Persistent link: https://www.econbiz.de/10003307296
Saved in:
8
A multivariate nonparametric test for return and
volatility
timing
Marquering, Wessel A.
;
Verbeek, Marno
- In:
Finance research letters
1
(
2004
)
4
,
pp. 250-260
Persistent link: https://www.econbiz.de/10003307431
Saved in:
9
Analysis of ultra-high-frequency financial data using advanced Fourier transforms
Giampaoli, Iacopo
;
Wing Lon Ng
;
Constantinou, Nick
- In:
Finance research letters
6
(
2009
)
1
,
pp. 47-53
Persistent link: https://www.econbiz.de/10003834761
Saved in:
10
Analytical Value-at-Risk and Expected Shortfall under regime-switching
Taamouti, Abderrahim
- In:
Finance research letters
6
(
2009
)
3
,
pp. 138-151
Persistent link: https://www.econbiz.de/10003888009
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