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~isPartOf:"Review of quantitative finance and accounting"
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CAPM
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Option pricing theory
55
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55
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48
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37
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Lee, Cheng F.
10
Chen, Ren-Raw
5
Chang, Chuang-chang
4
Lin, Shih-kuei
3
Mazouz, Khelifa
3
Palmon, Oded
3
Wei, K. C. John
3
Cakici, Nusret
2
Cartwright, Phillip A.
2
Chang, Jow-ran
2
Chen, Son-nan
2
Costabile, Massimo
2
Dias, José G.
2
Faff, Robert W.
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Hung, Mao-Wei
2
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Koutmos, Dimitrios
2
Kramin, Marat V.
2
Kuo, I.-doun
2
Lee, Jack C.
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Li, Bingxin
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Lin, Jun-biao
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Mozumder, Sharif
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Riabko, Natalija
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Russo, Emilio
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Shalit, Haim
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Sokolinskiy, Oleg
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Tzavalis, Elias
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1
Amidu, Mohammed
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Andreou, Panayiotis C.
1
Azzaz, Julien
1
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Review of quantitative finance and accounting
International journal of theoretical and applied finance
557
Journal of banking & finance
512
NBER working paper series
506
Working paper / National Bureau of Economic Research, Inc.
443
Journal of financial economics
398
European journal of operational research : EJOR
379
NBER Working Paper
371
The journal of futures markets
363
Journal of economic dynamics & control
361
Finance research letters
349
Mathematical finance : an international journal of mathematics, statistics and financial theory
335
The journal of finance : the journal of the American Finance Association
302
Finance and stochastics
294
Applied mathematical finance
273
The review of financial studies
273
Journal of econometrics
269
Quantitative finance
265
The journal of computational finance
261
Journal of empirical finance
234
Economic modelling
232
Economics letters
220
The journal of derivatives : the official publication of the International Association of Financial Engineers
219
Energy economics
216
Applied economics
211
International review of financial analysis
210
Insurance / Mathematics & economics
205
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191
International review of economics & finance : IREF
190
Management science : journal of the Institute for Operations Research and the Management Sciences
190
The North American journal of economics and finance : a journal of financial economics studies
189
Discussion paper / Centre for Economic Policy Research
187
Review of derivatives research
187
Journal of financial and quantitative analysis : JFQA
183
Computational economics
178
Research paper series / Swiss Finance Institute
178
The European journal of finance
177
Risks : open access journal
160
Discussion paper / Tinbergen Institute
155
Journal of international money and finance
152
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ECONIS (ZBW)
155
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1
The role of stochastic volatility and return jumps : reproducing volatility and higher moments in the KOSPI 200 returns dynamics
Kim, In-joon
;
Baek, In-Seok
;
Noh, Jaesun
;
Kim, Sol
- In:
Review of quantitative finance and accounting
29
(
2007
)
1
,
pp. 69-110
Persistent link: https://www.econbiz.de/10003600092
Saved in:
2
Local volatility calibration during turbulent periods
Skindilias, Konstantinos
;
Lo, Chia Chun
- In:
Review of quantitative finance and accounting
44
(
2015
)
3
,
pp. 425-444
Persistent link: https://www.econbiz.de/10011327607
Saved in:
3
A reduced lattice model for option pricing under regime-switching
Costabile, Massimo
;
Leccadito, Arturo
;
Massabo, Ivar
; …
- In:
Review of quantitative finance and accounting
42
(
2014
)
4
,
pp. 667-690
Persistent link: https://www.econbiz.de/10010433525
Saved in:
4
Pricing currency options under double exponential jump diffusion in a Markov-modulated HJM economy
Chiang, Mi-Hsiu
;
Li, Chang-Yi
;
Chen, Son-nan
- In:
Review of quantitative finance and accounting
46
(
2016
)
3
,
pp. 459-482
Persistent link: https://www.econbiz.de/10011595469
Saved in:
5
Option pricing under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun
;
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Shyu, …
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10012432624
Saved in:
6
Intertemporal asset pricing with bitcoin
Koutmos, Dimitrios
;
Payne, James E.
- In:
Review of quantitative finance and accounting
56
(
2021
)
2
,
pp. 619-645
Persistent link: https://www.econbiz.de/10012432684
Saved in:
7
Evidence of feedback trading with Markov switching regimes
Dean, Warren G.
;
Faff, Robert W.
- In:
Review of quantitative finance and accounting
30
(
2008
)
2
,
pp. 133-151
Persistent link: https://www.econbiz.de/10003620890
Saved in:
8
Modeling exposure to losses on automobile leases
Smith, L. Douglas
;
Jin, Baiqiang
- In:
Review of quantitative finance and accounting
29
(
2007
)
3
,
pp. 241-266
Persistent link: https://www.econbiz.de/10003600252
Saved in:
9
A comparative study of two models SV with MCMC algorithm
Hachicha, Ahmed
;
Hachicha, Fatma
;
Masmoudi, Afif
- In:
Review of quantitative finance and accounting
38
(
2012
)
4
,
pp. 479-493
Persistent link: https://www.econbiz.de/10009574060
Saved in:
10
Relative accuracy of analysts' earnings forecasts over time : a Markov chain analysis
Hsu, Derann
;
Chiao, Cheng-huei
- In:
Review of quantitative finance and accounting
37
(
2011
)
4
,
pp. 477-507
Persistent link: https://www.econbiz.de/10009504943
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