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~isPartOf:"International journal of theoretical and applied finance"
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Benth, Fred Espen
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International journal of theoretical and applied finance
Physica A: Statistical Mechanics and its Applications
614
Energy economics
610
Finance research letters
557
NBER working paper series
485
Working paper / National Bureau of Economic Research, Inc.
467
International review of financial analysis
430
NBER Working Paper
416
Applied economics
379
Journal of banking & finance
375
The journal of futures markets
361
International review of economics & finance : IREF
360
Economic modelling
342
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Applied financial economics
266
Journal of empirical finance
265
Applied economics letters
264
Research in international business and finance
256
Economics letters
248
Working paper
246
Discussion paper / Centre for Economic Policy Research
240
Journal of international financial markets, institutions & money
237
Journal of international money and finance
230
MPRA Paper
211
Journal of risk and financial management : JRFM
199
Discussion paper / Tinbergen Institute
198
Quantitative finance
192
Journal of financial economics
184
Pacific-Basin finance journal
172
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
CESifo working papers
171
International Journal of Energy Economics and Policy : IJEEP
166
The European journal of finance
157
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
IMF working papers
148
Journal of economic dynamics & control
148
International journal of finance & economics : IJFE
146
International journal of forecasting
145
Journal of forecasting
131
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ECONIS (ZBW)
248
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1
Econophysics
: what can physicists contribute to economics?
Stanley, H. Eugene
(
contributor
)
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 335-346
Persistent link: https://www.econbiz.de/10001522881
Saved in:
2
Long memory in stock trading
Leonidov, Andrei
- In:
International journal of theoretical and applied finance
7
(
2004
)
7
,
pp. 879-885
Persistent link: https://www.econbiz.de/10002420725
Saved in:
3
An empirical study on the statistical properties of Romanian emerging stock market RASDAQ
Gligor, Mircea
- In:
International journal of theoretical and applied finance
7
(
2004
)
6
,
pp. 723-739
Persistent link: https://www.econbiz.de/10002200662
Saved in:
4
CVA with wrong way risk : sensitivities,
volatility
and hedging
El Hajjaji, Omar
;
Subbotin, Alexander
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
Saved in:
5
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:
6
Monte Carlo simulation of
volatility
clustering in market model with herding
Stauffer, Dietrich
(
contributor
)
- In:
International journal of theoretical and applied finance
2
(
1999
)
1
,
pp. 83-94
Persistent link: https://www.econbiz.de/10001372092
Saved in:
7
A simple model for option pricing with jumping stochastic
volatility
Herzel, Stefano
- In:
International journal of theoretical and applied finance
1
(
1998
)
4
,
pp. 487-505
Persistent link: https://www.econbiz.de/10001255558
Saved in:
8
Uncertain parameters, an empirical stochastic
volatility
model and confidence limits
Wilmott, Paul
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 175-189
Persistent link: https://www.econbiz.de/10001236669
Saved in:
9
Stochastic implied trees : arbitrage pricing with stochastic term and strike structure of
volatility
Derman, Emanuel
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 61-110
Persistent link: https://www.econbiz.de/10001236674
Saved in:
10
A risk-neutral stochastic
volatility
model
Zhu, Yingzi
- In:
International journal of theoretical and applied finance
1
(
1998
)
2
,
pp. 289-310
Persistent link: https://www.econbiz.de/10001240151
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