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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Prognoseverfahren"
~subject:"Risk premium"
~subject:"Zinsstruktur"
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THREE-POINT VOLATILITY SMILE C...
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Prognoseverfahren
Risk premium
Zinsstruktur
Volatility
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Volatilität
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Option pricing theory
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Optionspreistheorie
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McAleer, Michael
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The North American journal of economics and finance : a journal of financial economics studies
Research paper series / Swiss Finance Institute
34
Staff reports / Federal Reserve Bank of New York
30
Working papers / The Levy Economics Institute
23
FRB of New York Staff Report
16
Journal of banking & finance
16
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10
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SSE EFI working paper series in economics and finance
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The journal of futures markets
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Bank of Italy Temi di Discussione (Working Paper)
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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FRB International Finance Discussion Paper
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Fisher College of Business working paper series
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Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
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International Journal of Financial Studies : open access journal
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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
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2
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:
3
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:
4
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
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5
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
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6
Can
skewness
predict currency excess returns?
Jiang, Xue
;
Han, Liyan
;
Yin, Libo
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 628-641
Persistent link: https://www.econbiz.de/10012120316
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