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Volatility
191
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Bakshi, Gurdip S.
8
Jacobs, Kris
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Christoffersen, Peter F.
6
Bollerslev, Tim
5
Carr, Peter
5
Aït-Sahalia, Yacine
4
Bali, Turan G.
4
Ornthanalai, Chayawat
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Todorov, Viktor
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Wu, Liuren
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3
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2
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2
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Journal of financial economics
The journal of futures markets
834
Energy economics
817
Finance research letters
810
European journal of operational research : EJOR
792
International journal of theoretical and applied finance
688
NBER working paper series
633
Journal of banking & finance
616
Working paper / National Bureau of Economic Research, Inc.
585
NBER Working Paper
526
International review of financial analysis
524
Applied economics
479
Journal of econometrics
478
International review of economics & finance : IREF
471
Economic modelling
465
The North American journal of economics and finance : a journal of financial economics studies
409
Insurance / Mathematics & economics
402
Finance and stochastics
384
Economics letters
372
Journal of economic dynamics & control
358
Mathematical finance : an international journal of mathematics, statistics and financial theory
354
Quantitative finance
345
Working paper
345
Applied economics letters
334
Applied financial economics
332
Research in international business and finance
330
Journal of empirical finance
323
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320
Discussion paper / Centre for Economic Policy Research
312
Discussion paper / Tinbergen Institute
300
The journal of computational finance
287
Journal of international money and finance
281
Journal of international financial markets, institutions & money
279
The journal of derivatives : the official publication of the International Association of Financial Engineers
278
Journal of risk and financial management : JRFM
273
Risks : open access journal
271
The European journal of finance
269
Computational economics
251
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
241
IMF Working Papers
239
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ECONIS (ZBW)
313
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1
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10009749334
Saved in:
2
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:
3
Dynamic jump intensities and risk premiums : evidence from S&P500 returns and options
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 447-472
Persistent link: https://www.econbiz.de/10009710173
Saved in:
4
Realizing smiles : options pricing with relized
volatility
Corsi, Fulvio
;
Fusari, Nicola
;
La Vecchia, Davide
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 284-304
Persistent link: https://www.econbiz.de/10009719740
Saved in:
5
Lévy jump risk : evidence from options and returns
Ornthanalai, Chayawat
- In:
Journal of financial economics
112
(
2014
)
1
,
pp. 69-90
Persistent link: https://www.econbiz.de/10010375952
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6
Time-changed Lévy LIBOR market model : pricing and joint estimation of the cap surface and swaption cube
Leippold, Markus
;
Strømberg, Jacob
- In:
Journal of financial economics
111
(
2014
)
1
,
pp. 224-250
Persistent link: https://www.econbiz.de/10010255531
Saved in:
7
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:
8
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
Saved in:
9
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:
10
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
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