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Deep local volatility
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International review of financial analysis
Journal of economic behavior & organization : JEBO
1,514
NBER working paper series
1,105
Discussion paper series / IZA
1,039
Working paper / National Bureau of Economic Research, Inc.
919
NBER Working Paper
906
CESifo working papers
862
Energy economics
711
Finance research letters
692
Economics letters
682
Experimental economics : a journal of the Economic Science Association
637
Games and economic behavior
596
International journal of theoretical and applied finance
582
IZA Discussion Paper
579
Journal of behavioral and experimental economics
568
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566
The journal of futures markets
553
Journal of banking & finance
551
Management science : journal of the Institute for Operations Research and the Management Sciences
517
Working paper
513
Applied economics
506
Journal of economic psychology : research in economic psychology and behavioral economics
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Discussion paper / Centre for Economic Policy Research
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International review of economics & finance : IREF
405
Discussion paper
402
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Journal of econometrics
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CESifo Working Paper
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The North American journal of economics and finance : a journal of financial economics studies
374
European economic review : EER
352
Journal of economic dynamics & control
352
CESifo Working Paper Series
330
Mathematical finance : an international journal of mathematics, statistics and financial theory
315
Quantitative finance
306
Applied financial economics
302
Journal of empirical finance
293
Applied mathematical finance
291
European journal of operational research : EJOR
286
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ECONIS (ZBW)
463
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463
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1
Risk appetite and option prices : evidence from the Chinese SSE50 options market
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248927
Saved in:
2
Analysis about the black-scholes asset price under the regime-switching framework
Tian, Ping
;
Zhou, Hang
;
Zhou, Duotai
- In:
International review of financial analysis
88
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014471870
Saved in:
3
When one domino falls, others follow : a machine learning analysis of extreme risk spillovers in developed stock markets
Sitara Karim
;
Muhammad Shafiullah
;
Naeem, Muhammad Abubakr
- In:
International review of financial analysis
93
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543472
Saved in:
4
Prediction of realized
volatility
and implied
volatility
indices using AI and machine learning : a review
Gunnarsson, Elias Søvik
;
Isern, Håkon Ramon
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014543698
Saved in:
5
Machine-learning stock market
volatility
: predictability, drivers, and economic value
Díaz, Juan
;
Hansen, Erwin
;
Cabrera, Gabriel
- In:
International review of financial analysis
94
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014544073
Saved in:
6
Option pricing under stochastic
volatility
and tempered stable Lévy jumps
Zaevski, Tsvetelin S.
;
Kim, Young Shin
;
Fabozzi, Frank J.
- In:
International review of financial analysis
31
(
2014
),
pp. 101-108
Persistent link: https://www.econbiz.de/10010461532
Saved in:
7
The role of asset payouts in the estimation of default barriers
Bougias, Alexandros
;
Episcopos, Athanasios
;
Leledakis, …
- In:
International review of financial analysis
81
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013396237
Saved in:
8
An analytical approximation to the option formula for the GARCH model
Choi, Youngsoo
- In:
International review of financial analysis
14
(
2005
)
2
,
pp. 149-164
Persistent link: https://www.econbiz.de/10002738237
Saved in:
9
Parameter estimation bias and
volatility
scaling in Black-Scholes option prices
Batten, Jonathan A.
;
Ellis, Craig
- In:
International review of financial analysis
14
(
2005
)
2
,
pp. 165-176
Persistent link: https://www.econbiz.de/10002738262
Saved in:
10
Evaluation of
volatility
forecasts in an economic value framework
Elder, Adam
;
Gannon, Gerard
- In:
International review of financial analysis
7
(
1998
)
3
,
pp. 221-236
Persistent link: https://www.econbiz.de/10001356596
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