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~isPartOf:"Journal of financial economics"
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Volatility
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Bakshi, Gurdip S.
6
Christoffersen, Peter F.
6
Jacobs, Kris
6
Bollerslev, Tim
5
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4
Ornthanalai, Chayawat
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2
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2
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2
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2
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Journal of financial economics
Energy economics
719
Finance research letters
693
International journal of theoretical and applied finance
567
NBER working paper series
566
The journal of futures markets
548
Working paper / National Bureau of Economic Research, Inc.
541
Journal of banking & finance
522
NBER Working Paper
479
Journal of econometrics
465
International review of financial analysis
450
Applied economics
445
Economic modelling
399
International review of economics & finance : IREF
392
The North American journal of economics and finance : a journal of financial economics studies
375
Working paper
341
Economics letters
333
Applied economics letters
312
Quantitative finance
300
Discussion paper / Tinbergen Institute
299
Research in international business and finance
298
Mathematical finance : an international journal of mathematics, statistics and financial theory
297
Applied financial economics
296
Journal of empirical finance
292
Applied mathematical finance
288
The journal of computational finance
281
Discussion paper / Centre for Economic Policy Research
276
Journal of economic dynamics & control
272
Finance and stochastics
264
The journal of derivatives : the official publication of the International Association of Financial Engineers
251
Journal of international financial markets, institutions & money
249
Journal of international money and finance
249
Journal of risk and financial management : JRFM
244
Computational economics
229
The European journal of finance
226
European journal of operational research : EJOR
220
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
211
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
200
Risks : open access journal
196
CESifo working papers
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ECONIS (ZBW)
242
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1
On the suboptimality of single-factor exercise strategies for Bermudan swaptions
Svenstrup, Mikkel
- In:
Journal of financial economics
78
(
2005
)
3
,
pp. 651-684
Persistent link: https://www.econbiz.de/10003228840
Saved in:
2
Option valuation with long-run and short-run
volatility
components
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
90
(
2008
)
3
,
pp. 272-297
Persistent link: https://www.econbiz.de/10003833351
Saved in:
3
Option markets and implied
volatility
: past versus present
Mixon, Scott
- In:
Journal of financial economics
94
(
2009
)
2
,
pp. 171-191
Persistent link: https://www.econbiz.de/10003906341
Saved in:
4
Cross-section of option returns and
volatility
Goyal, Amit
;
Saretto, Alessio
- In:
Journal of financial economics
94
(
2009
)
2
,
pp. 310-326
Persistent link: https://www.econbiz.de/10003906353
Saved in:
5
Jump risk, stock returns, and slope of implied
volatility
smile
Yan, Shu
- In:
Journal of financial economics
99
(
2011
)
1
,
pp. 216-233
Persistent link: https://www.econbiz.de/10009242390
Saved in:
6
Explaining asset prizing puzzles associated with the 1987 market crash
Benzoni, Luca
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
Journal of financial economics
101
(
2011
)
3
,
pp. 552-573
Persistent link: https://www.econbiz.de/10009247604
Saved in:
7
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:
8
Are banks happy when managers go long? : the information content of managers' vested option holdings for loan pricing
Dezsö, Cristian L.
;
Ross, David Gaddis
- In:
Journal of financial economics
106
(
2012
)
2
,
pp. 395-410
Persistent link: https://www.econbiz.de/10009666527
Saved in:
9
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:
10
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
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