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~isPartOf:"Journal of financial economics"
~subject:"Stochastic process"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
~type_genre:"Lehrbuch"
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Stochastic process
Stochastischer Prozess
Volatility
184
Volatilität
184
Capital income
123
Kapitaleinkommen
123
Aktienmarkt
114
Stock market
114
Börsenkurs
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Fusari, Nicola
2
Ornthanalai, Chayawat
2
Andersen, Torben
1
Aït-Sahalia, Yacine
1
Bandi, F. M.
1
Bates, David S.
1
Brandt, Michael W.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Kimmel, Robert
1
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1
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1
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Journal of financial economics
International journal of theoretical and applied finance
137
Journal of econometrics
104
Quantitative finance
89
Applied mathematical finance
61
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
The journal of computational finance
49
Computational economics
48
Finance and stochastics
47
Journal of economic dynamics & control
46
Econometric reviews
44
European journal of operational research : EJOR
39
Journal of mathematical finance
39
Finance research letters
37
Insurance / Mathematics & economics
35
International journal of financial engineering
35
Journal of banking & finance
35
Annals of finance
32
Journal of empirical finance
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
The journal of futures markets
31
Energy economics
28
Risks : open access journal
28
Economics letters
26
The North American journal of economics and finance : a journal of financial economics studies
26
Journal of risk and financial management : JRFM
24
Review of derivatives research
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Applied economics
21
Economic modelling
20
The European journal of finance
18
Applied financial economics
17
Econometrics : open access journal
17
Asia-Pacific financial markets
16
Journal of financial econometrics
16
International review of economics & finance : IREF
15
Applied economics letters
14
International journal of forecasting
14
Decisions in economics and finance : DEF ; a journal of applied mathematics
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1
U.S. stock market crash risk, 1926–2010
Bates, David S.
- In:
Journal of financial economics
105
(
2012
)
2
,
pp. 229-259
Persistent link: https://www.econbiz.de/10009666837
Saved in:
2
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
3
Do idiosyncratic jumps matter?
Kapadia, Nishad
;
Zekhnini, Morad
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 666-692
Persistent link: https://www.econbiz.de/10012133035
Saved in:
4
Quadratic variance swap models
Filipović, Damir
;
Gourier, Elise
;
Mancini, Loriano
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 44-68
Persistent link: https://www.econbiz.de/10011589703
Saved in:
5
Price and
volatility
co-jumps
Bandi, F. M.
;
Renò, Roberto
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 107-146
Persistent link: https://www.econbiz.de/10011589735
Saved in:
6
Capital structure effects on the prices of equity call options
Geske, Robert Leonard
;
Subrahmanyam, Avanidhar
;
Zhou, Yi
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 231-253
Persistent link: https://www.econbiz.de/10011590712
Saved in:
7
Fact or friction : jumps at ultra high frequency
Christensen, Kimberly
;
Oomen, Roel C. A.
;
Podolskij, Mark
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 576-599
Persistent link: https://www.econbiz.de/10010532687
Saved in:
8
An intertemporal CAPM with stochastic
volatility
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
; …
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 207-233
Persistent link: https://www.econbiz.de/10011971041
Saved in:
9
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
Saved in:
10
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
Chernov, Mikhail
;
Ghysels, Eric
- In:
Journal of financial economics
56
(
2000
)
3
,
pp. 407-458
Persistent link: https://www.econbiz.de/10001483311
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