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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Option pricing theory"
~subject:"Option trading"
~subject:"Volatilität"
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Option pricing theory
Option trading
Volatilität
Volatility
12
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8
Optionspreistheorie
6
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3
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The North American journal of economics and finance : a journal of financial economics studies
Research paper series / Swiss Finance Institute
69
Swiss Finance Institute Research Paper
43
Journal of banking & finance
29
Quantitative finance
28
Discussion paper / Tinbergen Institute
24
SFB 649 discussion paper
23
Finance research letters
19
International review of financial analysis
19
International journal of theoretical and applied finance
18
Working paper
17
The journal of futures markets
16
Journal of financial economics
15
Journal of risk and financial management : JRFM
15
The journal of derivatives : JOD
15
International review of economics & finance : IREF
13
Working Paper
13
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12
International Journal of Financial Studies : open access journal
12
International journal of financial engineering
12
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12
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11
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10
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10
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10
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10
Asia-Pacific journal of financial studies
9
Journal of econometrics
9
Journal of empirical finance
9
The European journal of finance
9
Cogent economics & finance
8
Economic modelling
8
Journal of international financial markets, institutions & money
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Review of derivatives research
8
Rotman School of Management Working Paper
8
SSE EFI working paper series in economics and finance
8
Working paper / Centre for Financial Research
8
Annals of finance
7
CPQF Working Paper Series
7
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ECONIS (ZBW)
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1
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
Saved in:
2
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 109-115
Persistent link: https://www.econbiz.de/10009777841
Saved in:
3
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
4
An analysis of implied volatility jump dynamics : novel functional data representation in crude oil markets
Kearney, Fearghal
;
Murphy, Finbarr
;
Cummins, Mark
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 199-216
Persistent link: https://www.econbiz.de/10011535207
Saved in:
5
Implied volatility and the risk-free rate of return in
options
markets
Bianconi, Marcelo
;
McLachlan, Scott
;
Sammon, Marco
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 1-26
Persistent link: https://www.econbiz.de/10011511024
Saved in:
6
Variance-constrained canonical least-squares Monte Carlo : an accurate method for pricing American
options
Liu, Qiang
;
Guo, Shuxin
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 77-89
Persistent link: https://www.econbiz.de/10010461176
Saved in:
7
Predicting volatility using the Markov-switching multifractal model : evidence from S&P 100 index and equity
options
Chuang, Wen-i
;
Huang, Teng-ching
;
Lin, Bing-huei
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 168-187
Persistent link: https://www.econbiz.de/10009779311
Saved in:
8
Herding behavior, market sentiment and volatility : will the bubble resume?
Bekiros, Stelios
;
Jlassi, Mouna
;
Lucey, Brian M.
; …
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 107-131
Persistent link: https://www.econbiz.de/10011938084
Saved in:
9
Fake news
Brigida, Matt
;
Pratt, William R.
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 564-573
Persistent link: https://www.econbiz.de/10011938199
Saved in:
10
The dynamic connectedness and hedging opportunities of implied and realized volatility : evidence from clean energy ETFs
Çelik, Ismail
;
Sak, Ahmet Furkan
;
Höl, Arife Özdemir
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449155
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