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Option pricing theory
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The European journal of finance
MPRA Paper
1,430
International journal of theoretical and applied finance
476
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417
ECB Working Paper
339
Energy economics
325
The journal of futures markets
321
Finance research letters
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International review of economics & finance : IREF
170
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166
Journal of risk and financial management : JRFM
166
SFB 649 discussion paper
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SFB 649 Discussion Paper
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ECONIS (ZBW)
156
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1
Bitcoin option pricing with a SETAR-GARCH model
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The European journal of finance
27
(
2021
)
6
,
pp. 564-595
Persistent link: https://www.econbiz.de/10012484403
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2
Testing for changing persistence in US Treasury on off spreads under weighted-symmetric estimation
Smith, L. Vanessa
;
Tambakis, Demosthenes Nicholas
- In:
The European journal of finance
14
(
2008
)
1/2
,
pp. 75-89
Persistent link: https://www.econbiz.de/10003744691
Saved in:
3
Hedging effectiveness of the Athens stock index futures contracts
Kavussanos, Manolis G.
;
Visvikis, Ilias D.
- In:
The European journal of finance
14
(
2008
)
3/4
,
pp. 243-270
Persistent link: https://www.econbiz.de/10003744788
Saved in:
4
The effectiveness of dynamic hedging : evidence from selected European stock index futures
Sultan, Jahangir
;
Hasan, Mohammad S.
- In:
The European journal of finance
14
(
2008
)
5/6
,
pp. 469-488
Persistent link: https://www.econbiz.de/10003772109
Saved in:
5
Forecasting daily volatility with intraday data
Frijns, Bart
;
Margaritis, Dimitris
- In:
The European journal of finance
14
(
2008
)
5/6
,
pp. 523-540
Persistent link: https://www.econbiz.de/10003772119
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6
Stochastic volatility and GARCH : a comparison based on UK stock data
Pederzoli, Chiara
- In:
The European journal of finance
12
(
2006
)
1
,
pp. 41-59
Persistent link: https://www.econbiz.de/10003305243
Saved in:
7
Forecasting stock market volatility : further international evidence
Balaban, Ercan
;
Bayar, Asli
;
Faff, Robert W.
- In:
The European journal of finance
12
(
2006
)
2
,
pp. 171-188
Persistent link: https://www.econbiz.de/10003305479
Saved in:
8
A better asymmetric model of changing volatility in stock and exchange rate returns: Trend-GARCH
Bauer, Christian
- In:
The European journal of finance
13
(
2007
)
1/2
,
pp. 65-87
Persistent link: https://www.econbiz.de/10003438032
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9
Breaking down the non-normality of stock returns
Karoglou, Michail
- In:
The European journal of finance
16
(
2010
)
1/2
,
pp. 79-95
Persistent link: https://www.econbiz.de/10003954424
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10
Modeling conditional skewness in stock returns
Lanne, Markku
;
Pentti, Saikkonen
- In:
The European journal of finance
13
(
2007
)
7/8
,
pp. 691-704
Persistent link: https://www.econbiz.de/10003609984
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