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~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"United States"
~type_genre:"Article in journal"
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United States
Volatility
437
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Bollerslev, Tim
7
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3
Engle, Robert F.
3
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3
Fleming, Jeff
3
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3
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2
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2
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2
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2
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1
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1
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Journal of econometrics
The journal of finance : the journal of the American Finance Association
The journal of futures markets
168
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124
The review of financial studies
112
The American economic review
100
Journal of international money and finance
98
Monthly labor review : MLR
91
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90
Journal of banking & finance
89
Applied financial economics
87
Economics letters
84
Energy economics
84
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71
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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
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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
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51
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
51
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49
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48
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48
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48
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46
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46
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46
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
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43
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43
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40
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40
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38
Economic inquiry : journal of the Western Economic Association International
36
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ECONIS (ZBW)
121
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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
Pricing options under generalized GARCH and stochastic
volatility
processes
Ritchken, Peter
;
Trevor, Rob
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 377-402
Persistent link: https://www.econbiz.de/10001355222
Saved in:
3
Market risk and model risk for a financial institution writing options
Green, Tracy Clifton
;
Figlewski, Stephen
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1465-1499
Persistent link: https://www.econbiz.de/10001395780
Saved in:
4
Empirical performance of alternative option pricing models
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
5
,
pp. 2003-2049
Persistent link: https://www.econbiz.de/10001232333
Saved in:
5
A simple nonparametric approach to derivative security valuation
Stutzer, Michael J.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1633-1652
Persistent link: https://www.econbiz.de/10001211779
Saved in:
6
Recovering probability distributions from option prices
Jackwerth, Jens Carsten
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1611-1631
Persistent link: https://www.econbiz.de/10001211781
Saved in:
7
Implied
volatility
functions : empirical tests
Dumas, Bernard
- In:
The journal of finance : the journal of the American …
53
(
1998
)
6
,
pp. 2059-2106
Persistent link: https://www.econbiz.de/10001251913
Saved in:
8
Specification analysis of option pricing models based on time-changed Lévy processes
Huang, Jing-Zhi
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1405-1442
Persistent link: https://www.econbiz.de/10002100164
Saved in:
9
The economic value of
volatility
timing
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 329-352
Persistent link: https://www.econbiz.de/10001575075
Saved in:
10
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
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