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Fabozzi, Frank J.
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93
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88
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85
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81
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76
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76
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72
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69
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68
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65
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64
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58
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58
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57
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56
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55
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55
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54
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54
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54
Siu, Tak Kuen
51
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51
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50
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49
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49
Schwartz, Eduardo S.
49
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48
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48
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48
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Ekonomiska forskningsinstitutet <Stockholm>
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International Monetary Fund (IMF)
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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Association of European Conjuncture Institutes / Working Group on Commodity Prices
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Svenska Handelshögskolan <Helsinki>
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Center for Economic Research <Tilburg>
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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European University Institute / Department of Economics
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HAL
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International Center for Financial Asset Management and Engineering
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Nationalekonomiska Institutionen <Lund>
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Christian-Albrechts-Universität zu Kiel
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5
Judge Institute of Management Studies
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International journal of theoretical and applied finance
557
Journal of banking & finance
512
NBER working paper series
505
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443
Journal of financial economics
395
European journal of operational research : EJOR
374
NBER Working Paper
371
The journal of futures markets
363
Journal of economic dynamics & control
361
Finance research letters
347
Mathematical finance : an international journal of mathematics, statistics and financial theory
335
The journal of finance : the journal of the American Finance Association
302
Finance and stochastics
295
Applied mathematical finance
273
The review of financial studies
273
Quantitative finance
265
The journal of computational finance
261
Journal of econometrics
255
Economic modelling
232
Journal of empirical finance
230
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Energy economics
215
Economics letters
212
Applied economics
210
International review of financial analysis
210
Insurance / Mathematics & economics
205
International review of economics & finance : IREF
190
Management science : journal of the Institute for Operations Research and the Management Sciences
190
The North American journal of economics and finance : a journal of financial economics studies
189
Working paper
188
Discussion paper / Centre for Economic Policy Research
187
Review of derivatives research
187
Journal of financial and quantitative analysis : JFQA
183
Research paper series / Swiss Finance Institute
178
The European journal of finance
175
Computational economics
173
Risks : open access journal
160
Discussion paper / Tinbergen Institute
155
Review of quantitative finance and accounting
155
Journal of international money and finance
152
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
152
RePEc
150
USB Cologne (business full texts)
72
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22
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17
OLC EcoSci
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1
Pricing commodity index options
Manzano-Herrero, Alberto Pedro
;
Nastasi, Emanuele
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 297-308
Persistent link: https://www.econbiz.de/10014232638
Saved in:
2
Equilibrium commodity prices with irreversible investment and non-linear technologies
Casassus, Jaime
;
Collin-Dufresne, Pierre
;
Routledge, …
- In:
Journal of banking & finance
95
(
2018
),
pp. 128-147
Persistent link: https://www.econbiz.de/10011966725
Saved in:
3
Convenience yield in commodity price modeling : a regime switching approach
Almansour, Abdullah
- In:
Energy economics
53
(
2016
),
pp. 238-247
Persistent link: https://www.econbiz.de/10011660523
Saved in:
4
How regular are directional movements in commodity and asset prices? : a Wald test
Oglend, Atle
;
Kleppe, Tore Selland
- In:
Journal of empirical finance
38
(
2016
),
pp. 290-306
Persistent link: https://www.econbiz.de/10011664705
Saved in:
5
Randomised mixture models for pricing kernels
Macrina, Andrea
;
Parbhoo, Priyanka A.
- In:
Asia-Pacific financial markets
21
(
2014
)
4
,
pp. 281-315
Persistent link: https://www.econbiz.de/10010511573
Saved in:
6
Bayesian estimation of asymmetric jump-diffusion processes
Frame, Samuel J.
;
Ramezani, Cyrus A.
- In:
Annals of financial economics
9
(
2014
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010512597
Saved in:
7
Attainable contingent claims in a Markovian regime-switching market
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009706331
Saved in:
8
Market-consistent modeling for cap-and-trade schemes and application to option pricing
Barrieu, Pauline
;
Fehr, Max
- In:
Operations research
62
(
2014
)
2
,
pp. 234-249
Persistent link: https://www.econbiz.de/10010361477
Saved in:
9
Option pricing using a regime switching stochastic discount factor
Elliott, Robert J.
;
Hamada, Ahmed S.
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010364754
Saved in:
10
The intrinsic bounds on the risk premium of Markovian pricing kernels
Han, Jihun
;
Park, Hyungbin
- In:
Finance research letters
13
(
2015
),
pp. 36-44
Persistent link: https://www.econbiz.de/10011552334
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