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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
NBER working paper series
1,137
Finance research letters
1,040
Working paper / National Bureau of Economic Research, Inc.
1,028
Energy economics
1,019
NBER Working Paper
969
Applied economics
952
Economics letters
927
Journal of econometrics
846
MPRA Paper
840
Economic modelling
769
IZA Discussion Papers
703
CESifo working papers
701
Applied economics letters
686
Working paper
663
Journal of banking & finance
645
International review of financial analysis
613
International review of economics & finance : IREF
587
Discussion paper series / IZA
573
Discussion paper / Centre for Economic Policy Research
563
CESifo Working Paper
503
European journal of operational research : EJOR
479
Research in international business and finance
474
The North American journal of economics and finance : a journal of financial economics studies
440
Working Paper
420
Discussion paper / Tinbergen Institute
418
The journal of futures markets
412
Insurance / Mathematics & economics
397
Applied financial economics
376
CESifo Working Paper Series
376
Journal of risk and financial management : JRFM
368
Journal of international money and finance
365
IMF working papers
359
Journal of empirical finance
358
Journal of international financial markets, institutions & money
351
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
340
Journal of economic dynamics & control
340
Journal of financial economics
339
Risks : open access journal
328
International Journal of Energy Economics and Policy : IJEEP
319
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
305
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1
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:
2
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:
3
An application of the method of moments to range-based
volatility
estimation using daily high, low, opening, and closing (HLOC) prices
Buescu, Cristin
;
Taksar, Michael I.
;
Koné, Fatoumata J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009784042
Saved in:
4
On portfolio selection under extreme
risk
measure : the heavy-tailed ICA model
Clémençon, Stéphan
;
Slim, Skander
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
,
pp. 449-474
Persistent link: https://www.econbiz.de/10003463451
Saved in:
5
Pricingcounterparty
risk
including collateralization, netting rules, re-hypothecation and wrong-way
risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
Saved in:
6
Option pricing via maximization over
uncertainty
and correction of
volatility
smile
Dokučaev, Nikolaj G.
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 507-524
Persistent link: https://www.econbiz.de/10009269369
Saved in:
7
Hedging European derivatives with the polynomial variance swap under uncertain
volatility
environments
Takahashi, Akihiko
;
Tsuzuki, Yukihiro
;
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 485-505
Persistent link: https://www.econbiz.de/10009269373
Saved in:
8
Modeling the
risk
and return relation conditional on markt
volatility
and market conditions
Galagedera, Don U. A.
;
Faff, Robert W.
- In:
International journal of theoretical and applied finance
8
(
2005
)
1
,
pp. 75-95
Persistent link: https://www.econbiz.de/10002625219
Saved in:
9
Worst-case scenarios for American options
Buff, Robert
- In:
International journal of theoretical and applied finance
3
(
2000
)
1
,
pp. 25-58
Persistent link: https://www.econbiz.de/10001488348
Saved in:
10
Global and regional risks in currency returns
Rendon, Jairo A.
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012183303
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