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14,350
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3,631
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McAleer, Michael
306
Gupta, Rangan
245
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187
Bollerslev, Tim
149
Härdle, Wolfgang
117
Chang, Chia-Lin
116
Bouri, Elie
114
Madan, Dilip B.
108
Diebold, Francis X.
105
Koopman, Siem Jan
104
Pierdzioch, Christian
103
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101
Fabozzi, Frank J.
101
Ma, Feng
95
Spagnolo, Nicola
93
Chiarella, Carl
91
Aizenman, Joshua
88
Engle, Robert F.
88
Joshi, Mark S.
87
Bekaert, Geert
79
Todorov, Viktor
78
Cui, Zhenyu
77
Pesaran, M. Hashem
76
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
74
Gil-Alaña, Luis A.
71
Tiwari, Aviral Kumar
70
Caporin, Massimiliano
69
Carr, Peter
69
McMillan, David G.
68
Takahashi, Akihiko
68
Prokopczuk, Marcel
67
Asai, Manabu
66
Kočenda, Evžen
65
Christoffersen, Peter F.
64
Dijk, Dick van
62
Schoutens, Wim
62
Bauwens, Luc
61
Lux, Thomas
61
Corbet, Shaen
60
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National Bureau of Economic Research
586
Centre for Analytical Finance <Århus>
45
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
Ekonomiska forskningsinstitutet <Stockholm>
30
World Bank
22
Svenska Handelshögskolan <Helsinki>
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International Monetary Fund
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Chambre de commerce et d'industrie de Paris
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Center for Economic Research <Tilburg>
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Federal Reserve Bank of St. Louis
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University of Canterbury / Dept. of Economics and Finance
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Petroleum Economist Ltd. <London>
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European University Institute / Department of Economics
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Centre for Growth and Business Cycle Research <Manchester>
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Internationaler Währungsfonds / Research Department
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Nationalekonomiska Institutionen <Lund>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
10
Institut für Weltwirtschaft
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International Energy Agency
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Queen Mary College / Department of Economics
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Federal Reserve Bank of New York
9
Instituto Valenciano de Investigaciones Económicas
9
Econometrisch Instituut <Rotterdam>
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Institute of Finance and Accounting <London>
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Rodney L. White Center for Financial Research
8
Springer Fachmedien Wiesbaden
8
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
8
Verlag Dr. Kovač
8
Birkbeck College / Department of Economics
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Gottfried Wilhelm Leibniz Universität Hannover
7
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7
Centre for Economic Policy Research
6
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6
Federal Reserve Bank of San Francisco
6
Federal Reserve System / Board of Governors
6
Federal Reserve System / Division of Research and Statistics
6
Judge Institute of Management Studies
6
Massachusetts Institute of Technology / Department of Economics
6
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
6
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Energy economics
719
Finance research letters
693
International journal of theoretical and applied finance
567
NBER working paper series
566
The journal of futures markets
548
Working paper / National Bureau of Economic Research, Inc.
541
Journal of banking & finance
522
NBER Working Paper
479
Journal of econometrics
465
International review of financial analysis
450
Applied economics
445
Economic modelling
399
International review of economics & finance : IREF
392
The North American journal of economics and finance : a journal of financial economics studies
375
Working paper
334
Economics letters
333
Applied economics letters
312
Quantitative finance
300
Discussion paper / Tinbergen Institute
299
Research in international business and finance
298
Mathematical finance : an international journal of mathematics, statistics and financial theory
297
Applied financial economics
296
Journal of empirical finance
292
Applied mathematical finance
288
The journal of computational finance
281
Discussion paper / Centre for Economic Policy Research
276
Journal of economic dynamics & control
272
Finance and stochastics
264
The journal of derivatives : the official publication of the International Association of Financial Engineers
251
Journal of international financial markets, institutions & money
249
Journal of international money and finance
249
Journal of risk and financial management : JRFM
244
Journal of financial economics
242
Computational economics
229
The European journal of finance
226
European journal of operational research : EJOR
220
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
211
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
200
Risks : open access journal
196
CESifo working papers
193
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ECONIS (ZBW)
RePEc
3,046
EconStor
1,323
USB Cologne (EcoSocSci)
353
USB Cologne (business full texts)
236
Other ZBW resources
163
BASE
148
OLC EcoSci
17
ArchiDok
3
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Showing
1
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10
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55,549
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date (newest first)
date (oldest first)
1
A Gaussian approximation scheme for computation of option prices in stochastic
volatility
models
Cheng, Ai-ru Meg
;
Gallant, A. Ronald
;
Ji, Chuanshu
; …
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 44-58
Persistent link: https://www.econbiz.de/10003778206
Saved in:
2
Stochastic
volatility
and option pricing
Jiang, George J.
- In:
Forecasting volatility in the financial markets
,
(pp. 131-171)
.
2007
Persistent link: https://www.econbiz.de/10003872887
Saved in:
3
MCMC methods for continuous-time financial econometrics
Johannes, Michael
;
Polson, Nicholas G.
-
2010
Persistent link: https://www.econbiz.de/10003900732
Saved in:
4
Exotic option, stochastic
volatility
and incentive scheme
Tang, J.
;
Yau, S. S.-T.
- In:
Computational finance and its applications II : [Second …
,
(pp. 183-192)
.
2006
Persistent link: https://www.econbiz.de/10003410142
Saved in:
5
The evaluation of barrier option prices under stochastic
volatility
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
-
2010
Persistent link: https://www.econbiz.de/10008662205
Saved in:
6
Pricing options under stochastic
volatility
: a power series approach
Antonelli, Fabio
;
Scarlatti, Sergio
- In:
Finance and stochastics
13
(
2009
)
2
,
pp. 269-303
Persistent link: https://www.econbiz.de/10003939521
Saved in:
7
A hybrid asymptotic expansion scheme : an application to long-term currency options
Takahashi, Akihiko
;
Takehara, Kohta
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1179-1221
Persistent link: https://www.econbiz.de/10008906179
Saved in:
8
The role of stochastic
volatility
and return jumps : reproducing
volatility
and higher moments in the KOSPI 200 returns dynamics
Kim, In-joon
;
Baek, In-Seok
;
Noh, Jaesun
;
Kim, Sol
- In:
Review of quantitative finance and accounting
29
(
2007
)
1
,
pp. 69-110
Persistent link: https://www.econbiz.de/10003600092
Saved in:
9
The evaluation of American compound option prices under stochastic
volatility
using the sparse grid approach
Chiarella, Carl
;
Kang, Boda
-
2009
Persistent link: https://www.econbiz.de/10003857524
Saved in:
10
The uncertain
volatility
model : a Monte Carlo apporach
Guyon, Julien
;
Henry-Labordère, Pierre
- In:
The journal of computational finance
14
(
2010/11
)
3
,
pp. 37-71
Persistent link: https://www.econbiz.de/10008989934
Saved in:
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