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A Discrete-Time Two-Factor Mod...
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Volatility
184
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Bakshi, Gurdip S.
7
Jacobs, Kris
7
Christoffersen, Peter F.
6
Longstaff, Francis A.
6
Bollerslev, Tim
5
Aït-Sahalia, Yacine
4
Chan, Kalok
4
Ornthanalai, Chayawat
4
Pearson, Neil D.
4
Shleifer, Andrei
4
Todorov, Viktor
4
Ang, Andrew
3
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3
Bandi, Federico M.
3
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Carr, Peter
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Collin-Dufresne, Pierre
3
DeAngelo, Harry
3
DeAngelo, Linda
3
Della Corte, Pasquale
3
Fama, Eugene F.
3
Gay, Gerald D.
3
Giglio, Stefano
3
Goldstein, Robert S.
3
Greenwood, Robin
3
Jordan, Bradford D.
3
Kelly, Bryan T.
3
Li, Sophia Zhengzi
3
Lo, Andrew W.
3
Minton, Bernadette A.
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Newton, David P.
3
Pan, Jun
3
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Richardson, Matthew
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3
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3
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Journal of financial economics
NBER working paper series
1,089
The journal of futures markets
911
Working paper / National Bureau of Economic Research, Inc.
911
Finance research letters
908
Journal of banking & finance
889
MPRA Paper
880
Energy economics
838
NBER Working Paper
818
NBER Working Papers
777
Applied economics
643
International journal of theoretical and applied finance
641
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588
International review of financial analysis
578
International review of economics & finance : IREF
541
Economic modelling
537
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496
ECB Working Paper
484
IMF Working Papers
470
Economics letters
459
The North American journal of economics and finance : a journal of financial economics studies
456
Research paper series / Swiss Finance Institute
447
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445
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444
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442
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423
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418
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406
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399
Journal of international money and finance
398
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380
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368
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351
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348
Journal of international financial markets, institutions & money
346
Journal of economic dynamics & control
344
Journal of risk and financial management : JRFM
330
Quantitative finance
327
Mathematical finance : an international journal of mathematics, statistics and financial theory
325
The European journal of finance
322
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ECONIS (ZBW)
369
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1
Can interest rate
volatility
be extracted from the cross section of
bond
yields?
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
;
Jones, …
- In:
Journal of financial economics
94
(
2009
)
1
,
pp. 47-66
Persistent link: https://www.econbiz.de/10003891547
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
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
Saved in:
4
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:
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
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
7
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:
8
Strategic trading behavior and price distortion in a manipulated market : anatomy of a squeeze
Merrick, John J.
;
Naik, Narayan Y.
;
Yadav, Pradeep
- In:
Journal of financial economics
77
(
2005
)
1
,
pp. 171-218
Persistent link: https://www.econbiz.de/10002936225
Saved in:
9
Voluntary conversion of convertible securities and the optimal call strategy
Dunn, Kenneth B.
- In:
Journal of financial economics
23
(
1989
)
2
,
pp. 273-301
Persistent link: https://www.econbiz.de/10001076056
Saved in:
10
Syndicated loan spreads and the composition of the syndicate
Lim, Jongha
;
Minton, Bernadette A.
;
Weisbach, Michael S.
- In:
Journal of financial economics
111
(
2014
)
1
,
pp. 45-69
Persistent link: https://www.econbiz.de/10010255543
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