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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
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Bali, Turan G.
5
Hilliard, Jimmy E.
5
Jiang, George J.
5
Elton, Edwin J.
4
Gruber, Martin Jay
4
Guo, Hui
4
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Statman, Meir
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Maio, Paulo
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Ott, Steven Henry
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Santa-Clara, Pedro
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Journal of financial and quantitative analysis : JFQA
NBER working paper series
1,370
Journal of banking & finance
1,278
Finance research letters
1,260
Working paper / National Bureau of Economic Research, Inc.
1,226
NBER Working Paper
1,038
The journal of futures markets
938
Energy economics
844
International review of financial analysis
819
International journal of theoretical and applied finance
807
Journal of financial economics
734
Applied economics
672
International review of economics & finance : IREF
631
The journal of finance : the journal of the American Finance Association
621
Journal of economic dynamics & control
602
Economic modelling
597
European journal of operational research : EJOR
577
Discussion paper / Centre for Economic Policy Research
563
The North American journal of economics and finance : a journal of financial economics studies
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Journal of empirical finance
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The review of financial studies
551
Insurance / Mathematics & economics
550
Mathematical finance : an international journal of mathematics, statistics and financial theory
521
Economics letters
500
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489
Applied financial economics
486
Quantitative finance
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Working paper
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Research in international business and finance
464
Applied economics letters
453
Journal of econometrics
450
The European journal of finance
444
Journal of international money and finance
443
Research paper series / Swiss Finance Institute
434
Journal of international financial markets, institutions & money
432
Pacific-Basin finance journal
404
Journal of risk and financial management : JRFM
399
Management science : journal of the Institute for Operations Research and the Management Sciences
377
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
371
Applied mathematical finance
369
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ECONIS (ZBW)
445
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1
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445
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1
Estimation of multivariate asset models with jumps
Ballotta, Laura
;
Fusai, Gianluca
;
Loregian, Angela
; …
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 2053-2083
Persistent link: https://www.econbiz.de/10012140059
Saved in:
2
Improving portfolio selection using option-implied
volatility
and skewness
DeMiguel, Victor
;
Plyakha, Yuliya
;
Uppal, Raman
; …
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
6
,
pp. 1813-1845
Persistent link: https://www.econbiz.de/10010388250
Saved in:
3
Implied volatilities and transaction costs
Swidler, Steven Mark
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
3
,
pp. 437-447
Persistent link: https://www.econbiz.de/10001129736
Saved in:
4
Deviations from put-call parity and stock return predictability
Cremers, Martijn
;
Weinbaum, David
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
2
,
pp. 335-367
Persistent link: https://www.econbiz.de/10003990691
Saved in:
5
The economic value of realized
volatility
: using high-frequency returns for option valuation
Christoffersen, Peter F.
;
Feunou, Bruno
;
Jacobs, Kris
; …
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 663-697
Persistent link: https://www.econbiz.de/10010487742
Saved in:
6
Good
volatility
, bad
volatility
, and option pricing
Feunou, Bruno
;
Okou, Cédric
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
2
,
pp. 695-727
Persistent link: https://www.econbiz.de/10012138931
Saved in:
7
Disagreement, portfolio optimization, and excess
volatility
Duchin, Ran
;
Levy, Moshe
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
3
,
pp. 623-640
Persistent link: https://www.econbiz.de/10008657215
Saved in:
8
Errors in implied
volatility
estimation
Hentschel, Ludger
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
4
,
pp. 779-810
Persistent link: https://www.econbiz.de/10001859254
Saved in:
9
Of smiles and smirks : a term structure perspective
Das, Sanjiv R.
;
Sundaram, Rangarajan K.
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
2
,
pp. 211-239
Persistent link: https://www.econbiz.de/10001436315
Saved in:
10
What does the individual option
volatility
smirk tell us about future equity returns?
Xing, Yuhang
;
Zhang, Xiaoyan
;
Zhao, Rui
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
3
,
pp. 641-662
Persistent link: https://www.econbiz.de/10008657211
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