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ARCH model
Börsenkurs
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Gupta, Rangan
30
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26
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23
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17
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14
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13
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11
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11
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10
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10
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9
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9
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8
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8
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Maheswaran, S.
8
Paolella, Marc S.
8
Silvennoinen, Annastiina
8
Wu, Xinyu
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Allen, David E.
7
Brzeszczyński, Janusz
7
Demirer, Rıza
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Floros, Christos
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Giot, Pierre
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Salisu, Afees A.
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Teräsvirta, Timo
7
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Finance research letters
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Energy economics
49
International review of economics & finance : IREF
49
Applied economics
47
Research in international business and finance
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International review of financial analysis
42
The North American journal of economics and finance : a journal of financial economics studies
41
Economic modelling
35
Journal of empirical finance
35
Journal of international financial markets, institutions & money
34
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34
Applied economics letters
25
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24
International Journal of Energy Economics and Policy : IJEEP
20
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20
International journal of forecasting
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18
Cogent economics & finance
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International journal of finance & economics : IJFE
14
Review of quantitative finance and accounting
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The European journal of finance
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Global business review
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International Journal of Financial Studies : open access journal
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The empirical economics letters : a monthly international journal of economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of economics and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of applied business research
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The journal of futures markets
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Department of Economics working paper series
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Economic research
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Finance India : the quarterly journal of Indian Institute of Finance
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ECONIS (ZBW)
2,266
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1
Effect of return and volatility calculation on option pricing : an analysis using BANKNIFTY
Ahmad, Akhlaque
- In:
Research bulletin / The Institute of Cost Accountants …
41
(
2015
)
1
,
pp. 103-110
Persistent link: https://www.econbiz.de/10011420532
Saved in:
2
Volatility forecasting using financial statement information
Sridharan, Suhas A.
- In:
The accounting review : a publication of the American …
90
(
2015
)
5
,
pp. 2079-2106
Persistent link: https://www.econbiz.de/10011375882
Saved in:
3
The value of multivariate model sophistication : an application to pricing Dow Jones Industrial Average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Franceso
- In:
International journal of forecasting
30
(
2013
)
1
,
pp. 78-98
Persistent link: https://www.econbiz.de/10010247010
Saved in:
4
Option pricing with non-Gaussian scaling and infinite-state switching volatility
Baldovin, Fulvio
;
Caporin, Massimiliano
;
Caraglio, Michele
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 486-497
Persistent link: https://www.econbiz.de/10011499748
Saved in:
5
Investor attention and FX market volatility
Goddard, John A.
;
Kita, Arben
;
Wang, Qingwei
- In:
Journal of international financial markets, …
38
(
2015
),
pp. 79-96
Persistent link: https://www.econbiz.de/10011475168
Saved in:
6
The continuous limit of weak GARCH
Alexander, Carol
;
Lazar, Emese
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 197-216
Persistent link: https://www.econbiz.de/10012483807
Saved in:
7
Price discovery in the volatility index option market : a univariate GARCH approach
Venter, Pierre J
;
Maré, E.
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494881
Saved in:
8
Option pricing under truncated Gram-Charlier expansion
Lin, Shin-Hung
;
Huang, Hung-Hsi
;
Li, Sheng-Han
- In:
The North American journal of economics and finance : a …
32
(
2015
),
pp. 77-97
Persistent link: https://www.econbiz.de/10011514435
Saved in:
9
Assessing the performance of symmetric and asymmetric implied volatility functions
Andreou, Panayiotis C.
;
Charalambous, Chris
; …
- In:
Review of quantitative finance and accounting
42
(
2014
)
3
,
pp. 373-397
Persistent link: https://www.econbiz.de/10010391631
Saved in:
10
A comparison of pricing kernels for GARCH option pricing with generalized hyperbolic distributions
Badescu, Alexandru
;
Elliott, Robert J.
;
Kulperger, Reg
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 669-708
Persistent link: https://www.econbiz.de/10009298478
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