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Review of quantitative finance and accounting
International journal of theoretical and applied finance
478
Insurance / Mathematics & economics
284
Mathematical finance : an international journal of mathematics, statistics and financial theory
270
The journal of futures markets
270
The journal of computational finance
257
Applied mathematical finance
247
European journal of operational research : EJOR
242
Finance and stochastics
230
Journal of banking & finance
213
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211
The journal of derivatives : the official publication of the International Association of Financial Engineers
204
Review of derivatives research
170
Risks : open access journal
161
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Finance research letters
124
International journal of financial engineering
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Journal of mathematical finance
116
Journal of econometrics
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Economics letters
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102
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85
The European journal of finance
82
Asia-Pacific financial markets
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Journal of financial economics
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NBER working paper series
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Scandinavian actuarial journal
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International journal of forecasting
65
Journal of risk and financial management : JRFM
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Energy economics
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Working paper / National Bureau of Economic Research, Inc.
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SpringerLink / Bücher
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Journal of financial and quantitative analysis : JFQA
59
Mathematics of operations research
59
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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1
Option pricing with random risk aversion
Vitiello, Luiz
;
Poon, Ser-Huang
- In:
Review of quantitative finance and accounting
58
(
2022
)
4
,
pp. 1665-1684
Persistent link: https://www.econbiz.de/10013191990
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
Alternative statistical distributions for estimating value-at-risk : theory and evidence
Lee, Cheng F.
;
Su, Jung-bin
- In:
Review of quantitative finance and accounting
39
(
2012
)
3
,
pp. 309-331
Persistent link: https://www.econbiz.de/10009673712
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4
Maintaining cost and ruin probability
Karathanasopoulos, Andreas
;
Lo, Chia Chun
;
Ma, Xiaorong
; …
- In:
Review of quantitative finance and accounting
57
(
2021
)
2
,
pp. 759-793
Persistent link: https://www.econbiz.de/10012549973
Saved in:
5
Alternative utility functions : review, analysis and comparison
Harel, Arie
;
Francis, Jack Clark
;
Harpaz, Giora
- In:
Review of quantitative finance and accounting
51
(
2018
)
3
,
pp. 785-811
Persistent link: https://www.econbiz.de/10012038397
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6
Model and estimation risk in credit risk stress tests
Grundke, Peter
;
Pliszka, Kamil
;
Tuchscherer, Michael
- In:
Review of quantitative finance and accounting
55
(
2020
)
1
,
pp. 163-199
Persistent link: https://www.econbiz.de/10012233223
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7
Stochastic properties and pricing of Bitcoin using a GJR-GARCH model with conditional skewness and kurtosis components
Theodossiou, Panayiotis
;
Ellina, Polina
;
Savva, Christos S.
- In:
Review of quantitative finance and accounting
59
(
2022
)
2
,
pp. 695-716
Persistent link: https://www.econbiz.de/10013459306
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8
An adjusted binomial model for pricing Asian options
Costabile, Massimo
;
Massabó, Ivar
;
Russo, Emilio
- In:
Review of quantitative finance and accounting
27
(
2006
)
3
,
pp. 285-296
Persistent link: https://www.econbiz.de/10003374247
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9
Do option traders on value and growth stocks react differently to new information?
He, Wei
;
Lee, Yen-sheng
;
Wei, Peihwang
- In:
Review of quantitative finance and accounting
34
(
2010
)
3
,
pp. 371-381
Persistent link: https://www.econbiz.de/10003970085
Saved in:
10
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
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