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Journal of financial and quantitative analysis : JFQA
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1
Telltale tails : a new approach to estimating unique market information shares
Grammig, Joachim
;
Peter, Franziska Julia
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
2
,
pp. 459-488
Persistent link: https://www.econbiz.de/10009790546
Saved in:
2
Creative destruction and asset prices
Grammig, Joachim
;
Jank, Stephan
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
6
,
pp. 1739-1768
Persistent link: https://www.econbiz.de/10011654670
Saved in:
3
A yen is not a yen : TIBOR/LIBOR and the determinants of the Japan premium
Covrig, Vicentiu
;
Sin, Low B.
;
Melvin, Michael
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
1
,
pp. 193-208
Persistent link: https://www.econbiz.de/10001988624
Saved in:
4
Can tests based on option hedging errors correctly identify volatility risk premia?
Branger, Nicole
;
Schlag, Christian
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
4
,
pp. 1055-1090
Persistent link: https://www.econbiz.de/10003811376
Saved in:
5
Pricing two heterogeneous trees
Branger, Nicole
;
Schlag, Christian
;
Wu, Lue
- In:
Journal of financial and quantitative analysis : JFQA
46
(
2011
)
5
,
pp. 1437-1462
Persistent link: https://www.econbiz.de/10009424111
Saved in:
6
Optimists and pessimists in (in)complete markets
Branger, Nicole
;
Konermann, Patrick
;
Schlag, Christian
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
8
,
pp. 2466-2499
Persistent link: https://www.econbiz.de/10012384763
Saved in:
7
Volatility-of-volatility risk
Huang, Darien
;
Schlag, Christian
;
Shaliastovich, Ivan
; …
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
6
,
pp. 2423-2452
Persistent link: https://www.econbiz.de/10012165915
Saved in:
8
Telltale Tails: A New Approach to Estimating Unique Market Information Shares
Grammig, Joachim
;
Peter, Franziska J
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
2
,
pp. 459-488
Persistent link: https://www.econbiz.de/10010169114
Saved in:
9
Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
Branger, Nicole
;
Schlag, Christian
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
4
,
pp. 1055
Persistent link: https://www.econbiz.de/10008213261
Saved in:
10
Pricing Two Heterogeneous Trees
Branger, Nicole
;
Schlag, Christian
;
Wu, Lue
- In:
Journal of financial and quantitative analysis : JFQA
46
(
2011
)
5
,
pp. 1437-1463
Persistent link: https://www.econbiz.de/10009821760
Saved in:
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