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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~isPartOf:"Working paper"
~subject:"Kointegration"
~subject:"Volatilität"
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Kointegration
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538
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McAleer, Michael
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7
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Roengchai Tansuchat
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International journal of theoretical and applied finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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856
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720
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652
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The empirical economics letters : a monthly international journal of economics
221
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201
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Cogent economics & finance
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IMF working papers
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ECONIS (ZBW)
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USB Cologne (business full texts)
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1
The empirical performance of option based densities of foreign exchange
Craig, Ben R.
;
Keller, Joachim G.
-
2002
Persistent link: https://www.econbiz.de/10001650407
Saved in:
2
Exchange rate and industrial commodity
volatility
transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
3
The effect of exchange rate fluctuations on the performance of small and medium sized enterprises : implications for Brexit
Belghitar, Yacine
;
Clark, Ephraim
;
Dropsy, Vincent
; …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 399-410
Persistent link: https://www.econbiz.de/10012655510
Saved in:
4
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
5
Implied
volatility
trees and pricing performance: Evidence from the S&P 100 options
Linaras, Charilaos E.
;
Skiadopoulos, George
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1085-1106
Persistent link: https://www.econbiz.de/10003280037
Saved in:
6
The stochastic intensity SSRD model implied
volatility
patterns for credit default swap options and the impact of correlation
Brigo, Damiano
;
Cousot, Laurent
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10003344290
Saved in:
7
A new representation of the local
volatility
surface
Rodrigo, Maianito R.
;
Mamon, Rogemar S.
- In:
International journal of theoretical and applied finance
11
(
2008
)
7
,
pp. 691-703
Persistent link: https://www.econbiz.de/10003791850
Saved in:
8
On the realtionship between the call price surface and the implied
volatility
surface close to expiry
Roper, Michael
;
Rutkowski, Marek
- In:
International journal of theoretical and applied finance
12
(
2009
)
4
,
pp. 427-441
Persistent link: https://www.econbiz.de/10003879068
Saved in:
9
Sensitivity analysis and density estimation for the Hobson-Rogers stochastic
volatility
model
Kawai, Reiichiro
- In:
International journal of theoretical and applied finance
12
(
2009
)
3
,
pp. 283-295
Persistent link: https://www.econbiz.de/10003867401
Saved in:
10
Modern logarithms for the Heston model
Fahrner, Ingo
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 23-30
Persistent link: https://www.econbiz.de/10003415501
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