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Volatility
191
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191
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112
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112
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95
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95
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81
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Bakshi, Gurdip S.
8
Jacobs, Kris
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Christoffersen, Peter F.
6
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Carr, Peter
5
Aït-Sahalia, Yacine
4
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Todorov, Viktor
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2
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2
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Journal of financial economics
European journal of operational research : EJOR
919
Energy economics
762
Finance research letters
739
NBER working paper series
738
International journal of theoretical and applied finance
696
Working paper / National Bureau of Economic Research, Inc.
693
NBER Working Paper
613
Journal of econometrics
576
Journal of banking & finance
573
The journal of futures markets
566
Economic modelling
502
International review of financial analysis
487
Applied economics
477
Journal of economic dynamics & control
465
Economics letters
443
International review of economics & finance : IREF
425
Working paper
425
Discussion paper / Centre for Economic Policy Research
414
Insurance / Mathematics & economics
401
The North American journal of economics and finance : a journal of financial economics studies
396
Finance and stochastics
393
Mathematical finance : an international journal of mathematics, statistics and financial theory
380
Discussion paper / Tinbergen Institute
379
Applied economics letters
351
Quantitative finance
349
Journal of empirical finance
318
Applied mathematical finance
317
Applied financial economics
314
Research in international business and finance
314
CESifo working papers
297
The journal of computational finance
286
Computational economics
280
Journal of international money and finance
280
Risks : open access journal
272
Journal of risk and financial management : JRFM
262
Operations research letters
261
Journal of international financial markets, institutions & money
260
Working Paper
258
The journal of derivatives : the official publication of the International Association of Financial Engineers
255
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ECONIS (ZBW)
265
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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
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
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:
4
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:
5
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:
6
Modeling
volatility
in dynamic term structure models
Doshi, Hitesh
;
Jacobs, Kris
;
Liu, Rui
- In:
Journal of financial economics
161
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015075688
Saved in:
7
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:
8
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:
9
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:
10
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
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