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~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"United States"
~type_genre:"Article in journal"
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United States
Volatility
400
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400
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311
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Option pricing theory
269
Optionspreistheorie
269
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191
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191
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Engle, Robert F.
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2
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Journal of econometrics
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
168
Applied economics
124
The review of financial studies
112
The American economic review
100
Journal of international money and finance
98
Monthly labor review : MLR
91
The review of economics and statistics
90
Journal of banking & finance
89
Applied financial economics
87
Economics letters
84
Energy economics
84
The journal of finance : the journal of the American Finance Association
84
Economic modelling
71
Journal of financial and quantitative analysis : JFQA
70
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
66
International review of economics & finance : IREF
60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
Journal of international financial markets, institutions & money
58
International review of financial analysis
52
The North American journal of economics and finance : a journal of financial economics studies
52
Vierteljahrshefte zur Wirtschaftsforschung
51
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
51
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
Journal of empirical finance
48
Journal of financial economics
48
Journal of macroeconomics
48
Applied economics letters
46
Journal of monetary economics
46
Journal of money, credit and banking : JMCB
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Global finance journal
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The journal of real estate finance and economics
43
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40
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39
Journal of applied econometrics
38
Economic inquiry : journal of the Western Economic Association International
36
Finance research letters
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ECONIS (ZBW)
82
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1
Long-term equity anticipation securities and stock market
volatility
dynamics
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 75-99
Persistent link: https://www.econbiz.de/10001400092
Saved in:
2
Volatility
patterns : theory and some evidence from the dollar-mark option market
Gesser, Vincent
- In:
The journal of derivatives : the official publication …
5
(
1997
)
2
,
pp. 46-61
Persistent link: https://www.econbiz.de/10001232635
Saved in:
3
Implied
volatility
functions : a reprise
Rosenberg, Joshua V.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 51-64
Persistent link: https://www.econbiz.de/10001497758
Saved in:
4
Improved implementation of local
volatility
and its application to S&P 500 Index options
Orosi, Greg
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 53-64
Persistent link: https://www.econbiz.de/10003961021
Saved in:
5
What does implied
volatility
skew measure?
Mixon, Scott
- In:
The journal of derivatives : the official publication …
18
(
2011
)
3
,
pp. 9-25
Persistent link: https://www.econbiz.de/10009229670
Saved in:
6
Post-'87 crash fears in the S&P 500 futures option market
Bates, David S.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 181-238
Persistent link: https://www.econbiz.de/10001437755
Saved in:
7
On pricing and hedging in the swaption market : how many factors, really?
Fan, Rong
;
Gupta, Anurag
;
Ritchken, Peter H.
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 9-33
Persistent link: https://www.econbiz.de/10003611410
Saved in:
8
Breaks and persistency: macroeconomic causes of stock market
volatility
Beltratti, Andrea
;
Morana, Claudio
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 151-177
Persistent link: https://www.econbiz.de/10003298570
Saved in:
9
Asymptotic normality of narrow-band least squares in the stationary fractional
cointegration
model and
volatility
forecasting
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 343-371
Persistent link: https://www.econbiz.de/10003354581
Saved in:
10
Do lead-lag effects affect derivative pricing?
Korn, Olaf
;
Uhrig-Homburg, Marliese
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 34-51
Persistent link: https://www.econbiz.de/10003611417
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