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~isPartOf:"Journal of economic dynamics & control"
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108
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Hanaki, Nobuyuki
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He, Xue-zhong
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Westerhoff, Frank H.
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Branger, Nicole
4
Chiarella, Carl
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Elliott, Robert J.
4
Hommes, Cars H.
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Akiyama, Eizo
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Chang, Chien-hung
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Huber, Jürgen
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Badescu, Alexandru
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Cai, Ning
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Cheng, Jun
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Cui, Zhenyu
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Das, Sanjiv R.
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Fabozzi, Frank J.
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Farmer, J. Doyne
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Guo, Ivan
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Huu Nhan Duong
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Kim, Jerim
2
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Journal of economic dynamics & control
Finance research letters
1,202
NBER working paper series
1,093
Working paper / National Bureau of Economic Research, Inc.
1,007
Journal of banking & finance
1,001
International review of financial analysis
908
NBER Working Paper
866
Energy economics
850
The journal of futures markets
820
The journal of finance : the journal of the American Finance Association
737
Journal of financial economics
720
International review of economics & finance : IREF
709
Applied economics
696
Applied economics letters
586
Pacific-Basin finance journal
586
Applied financial economics
571
The North American journal of economics and finance : a journal of financial economics studies
541
Economic modelling
524
Journal of financial and quantitative analysis : JFQA
495
Research in international business and finance
487
Journal of empirical finance
478
Economics letters
477
The review of financial studies
459
Discussion paper / Centre for Economic Policy Research
458
Journal of international financial markets, institutions & money
456
International journal of theoretical and applied finance
429
Review of quantitative finance and accounting
388
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
388
Working paper
384
The European journal of finance
372
Journal of econometrics
370
Journal of international money and finance
353
Journal of risk and financial management : JRFM
345
Quantitative finance
293
CESifo working papers
286
International journal of economics and finance
283
International journal of economics and financial issues : IJEFI
283
Journal of financial markets
273
Discussion paper / Tinbergen Institute
267
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
254
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ECONIS (ZBW)
264
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1
Valuation of stock loans with jump risk
Cai, Ning
;
Sun, Lihua
- In:
Journal of economic dynamics & control
40
(
2014
),
pp. 213-241
Persistent link: https://www.econbiz.de/10010424378
Saved in:
2
Rejoinder to a remark on Lin and Chang's paper "Consistent modeling of S&P 500 and VIX derivatives"
Lin, Yueh-neng
;
Chang, Chien-hung
- In:
Journal of economic dynamics & control
36
(
2012
)
5
,
pp. 716-718
Persistent link: https://www.econbiz.de/10009554307
Saved in:
3
Option pricing with discrete time jump processes
Guégan, Dominique
;
Ielpo, Florian
;
Lalaharison, Hanjarivo
- In:
Journal of economic dynamics & control
37
(
2013
)
12
,
pp. 2417-2445
Persistent link: https://www.econbiz.de/10010348134
Saved in:
4
Volatility
swaps and
volatility
options on discretely sampled realized variance
Lian, Guanghua
;
Chiarella, Carl
;
Kalev, Petko S.
- In:
Journal of economic dynamics & control
47
(
2014
),
pp. 239-262
Persistent link: https://www.econbiz.de/10010485855
Saved in:
5
Stochastic dominance bounds on derivatives price in a multiperiod economy with proportional transaction costs
Kōnstantinidēs, Giōrgos
;
Perrakis, Stylianos
- In:
Journal of economic dynamics & control
26
(
2002
)
7/8
,
pp. 1323-1352
Persistent link: https://www.econbiz.de/10001656093
Saved in:
6
Optimal portfolios when variances and covariances can jump
Branger, Nicole
;
Muck, Matthias
;
Seifried, Frank Thomas
; …
- In:
Journal of economic dynamics & control
85
(
2017
),
pp. 59-89
Persistent link: https://www.econbiz.de/10011919303
Saved in:
7
Pure jump models for pricing and hedging VIX derivatives
Li, Jing
;
Li, Lingfei
;
Zhang, Gongqiu
- In:
Journal of economic dynamics & control
74
(
2017
),
pp. 28-55
Persistent link: https://www.econbiz.de/10011740472
Saved in:
8
Dynamic
derivative
strategies with stochastic interest rates and model uncertainty
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 49-71
Persistent link: https://www.econbiz.de/10011973854
Saved in:
9
Ambiguity aversion and optimal
derivative
-based pension investment with stochastic income and
volatility
Zeng, Yan
;
Li, Danping
;
Chen, Zheng
;
Yang, Zhou
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 70-103
Persistent link: https://www.econbiz.de/10011973926
Saved in:
10
Capturing common components in high-frequency financial time series : a multivariate stochastic multiplicative error model
Hautsch, Nikolaus
- In:
Journal of economic dynamics & control
32
(
2008
)
12
,
pp. 3978-4015
Persistent link: https://www.econbiz.de/10003804813
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