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~isPartOf:"International journal of theoretical and applied finance"
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Volatility
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International journal of theoretical and applied finance
NBER working paper series
1,384
Finance research letters
1,381
Working paper / National Bureau of Economic Research, Inc.
1,248
Journal of banking & finance
1,061
NBER Working Paper
1,048
International review of financial analysis
1,007
The journal of finance : the journal of the American Finance Association
882
Journal of financial economics
876
Applied economics
747
International review of economics & finance : IREF
747
Energy economics
742
Applied economics letters
630
Pacific-Basin finance journal
625
The review of financial studies
614
Applied financial economics
585
Journal of empirical finance
580
The journal of futures markets
576
The North American journal of economics and finance : a journal of financial economics studies
575
Economic modelling
574
Research in international business and finance
568
Economics letters
556
Journal of financial and quantitative analysis : JFQA
547
Journal of international financial markets, institutions & money
525
Discussion paper / Centre for Economic Policy Research
519
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
441
Review of quantitative finance and accounting
427
Journal of international money and finance
416
Working paper
416
Journal of econometrics
410
Journal of risk and financial management : JRFM
407
The European journal of finance
391
Journal of economic dynamics & control
374
CESifo working papers
339
Management science : journal of the Institute for Operations Research and the Management Sciences
314
International journal of economics and financial issues : IJEFI
301
International journal of economics and finance
300
Research paper series / Swiss Finance Institute
293
Journal of financial markets
288
Quantitative finance
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ECONIS (ZBW)
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1
Conditional density models for asset pricing
Filipović, Damir
;
Hughston, Lane P.
;
Macrina, Andrea
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009562159
Saved in:
2
Option pricing with heavy-tailed distributions of logarithmic returns
Basnarkov, Lasko
;
Stojkoski, Viktor
;
Utkovski, Zoran
; …
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012153313
Saved in:
3
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
Saved in:
4
Heat kernel models for asset pricing
Macrina, Andrea
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-34
Persistent link: https://www.econbiz.de/10010498834
Saved in:
5
Predicting returns in US treasuries : do tents matter?
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011957124
Saved in:
6
Asset allocation and asset pricing in the face of systemic risk : a literature overview and assessment
Meinerding, Christoph
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10009624488
Saved in:
7
Resilient price impact of trading and the cost of illiquidity
Roch, Alexandre
;
Soner, Halil Mete
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010197179
Saved in:
8
Cryptocurrencies
in finance : review and applications
Flori, Andrea
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012152998
Saved in:
9
The stress-dependent random walk
Gremm, Martin
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011419399
Saved in:
10
A threshold model for local
volatility
: evidence of leverage and mean reversion effects on historical data
Lejay, Antoine
;
Pigato, Paolo
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012030906
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