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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Stochastischer Prozess"
~subject:"Volatilität"
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Stochastischer Prozess
Volatilität
Volatility
12
Implied volatility
8
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6
Optionspreistheorie
6
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The North American journal of economics and finance : a journal of financial economics studies
Research paper series / Swiss Finance Institute
40
Quantitative finance
27
Swiss Finance Institute Research Paper
26
Journal of banking & finance
24
Discussion paper / Tinbergen Institute
21
International review of financial analysis
19
Finance research letters
17
International journal of theoretical and applied finance
17
Working Paper
16
SFB 649 discussion paper
15
Working paper
13
Applied economics
12
Journal of risk and financial management : JRFM
12
SFB 649 Discussion Paper
12
Journal of financial economics
11
Applied mathematical finance
10
Energy economics
10
International review of economics & finance : IREF
10
The journal of futures markets
10
International journal of financial engineering
9
Asia-Pacific journal of financial studies
8
Journal of econometrics
8
Journal of empirical finance
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Staff reports / Federal Reserve Bank of New York
8
CPQF Working Paper Series
7
Finance and stochastics
7
Journal of international financial markets, institutions & money
7
Research in international business and finance
7
The European journal of finance
7
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
7
Annals of finance
6
Discussion papers of interdisciplinary research project 373
6
Economic modelling
6
FINRISK Working Paper Series
6
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
6
International Journal of Financial Studies : open access journal
6
Risks : open access journal
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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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