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Lux, Thomas
59
Hautsch, Nikolaus
53
Caporale, Guglielmo Maria
36
Campbell, John Y.
33
Dow, James
33
Foucault, Thierry
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Härdle, Wolfgang
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Gupta, Rangan
27
Timmermann, Allan
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Veronesi, Pietro
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Jarrow, Robert A.
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Lo, Andrew W.
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Weber, Michael
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Subrahmanyam, Avanidhar
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Shleifer, Andrei
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Bansal, Ravi
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Chiarella, Carl
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Gil-Alaña, Luis A.
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Grammig, Joachim
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Wang, Jiang
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Engle, Robert F.
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Alfarano, Simone
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He, Xue-zhong
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Abel, Andrew B.
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Bollerslev, Tim
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Hess, Dieter
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Lüders, Erik
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Pesaran, M. Hashem
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Shiller, Robert J.
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Sornette, Didier
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Allen, Franklin
17
Bali, Turan G.
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Hong, Harrison G.
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Jovanovic, Boyan
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Pierdzioch, Christian
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Platen, Eckhard
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National Bureau of Economic Research
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Kansantaloustieteen Laitos <Tampere>
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University of Chicago / Center for Research in Security Prices
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American Finance Association
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Center for Economic Research <Tilburg>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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University of Exeter / Department of Economics
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
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NBER Working Paper
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The journal of finance : the journal of the American Finance Association
141
The review of financial studies
132
Journal of financial economics
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Finance research letters
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Journal of banking & finance
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Discussion paper / Centre for Economic Policy Research
95
International review of financial analysis
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Journal of empirical finance
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Economics letters
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International review of economics & finance : IREF
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Journal of economic dynamics & control
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Economic modelling
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of financial and quantitative analysis : JFQA
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Journal of financial markets
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Applied economics
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Review of quantitative finance and accounting
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The European journal of finance
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Applied economics letters
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The American economic review
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Quantitative finance
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Applied financial economics
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Journal of econometrics
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CESifo working papers
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Computational economics
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Journal of accounting & economics
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Journal of economic behavior & organization : JEBO
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SFB 649 discussion paper
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
37
Journal of forecasting
36
Pacific-Basin finance journal
36
Discussion paper / Tinbergen Institute
34
International journal of theoretical and applied finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
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OLC EcoSci
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1
Essays on individual risk-taking behavior and social security reform
Ranguelova, Elena
-
2001
Persistent link: https://www.econbiz.de/10001717973
Saved in:
2
Measures of investor sentiment : a comparative analysis put-call ratio vs. volatility index
Bandopadhyaya, Arindam
;
Jones, Anne Leah
- In:
Journal of business & economics research
6
(
2008
)
8
,
pp. 27-34
Persistent link: https://www.econbiz.de/10003778964
Saved in:
3
Self-exciting extreme value models for stock market crashes
Herrera, Rodrigo
;
Schipp, Bernhard
- In:
Statistical inference, econometric analysis and matrix …
,
(pp. 209-231)
.
2009
Persistent link: https://www.econbiz.de/10003781013
Saved in:
4
Capital asset pricing model and conditional value at risk
Karapici, Valbona
- In:
Transformation in the light of theory and globalization …
,
(pp. 157-187)
.
2008
Persistent link: https://www.econbiz.de/10003773181
Saved in:
5
A new algorithm based on copulas for financial risk calculation with applications to Chinese stock markets
Lin, Ping
;
Shi, Peng
;
Huang, Guang-Dong
- In:
Internet and network economics : first international …
,
(pp. 481-490)
.
2005
Persistent link: https://www.econbiz.de/10003276785
Saved in:
6
Further test on stock liquidity risk with a relative measure
Uddin, Md Hamid
;
Ann, Wong Kie
;
Eng, Soh Siew
- In:
The Indian journal of economics
89
(
2008
)
2
,
pp. 233-247
Persistent link: https://www.econbiz.de/10003823336
Saved in:
7
The econometrics of option pricing
Garcia, René
;
Ghysels, Eric
;
Renault, Eric
-
2010
Persistent link: https://www.econbiz.de/10003900680
Saved in:
8
Modelling, estimation and visualization of multivariate dependence for high-frequency data
Brodin, Erik
;
Klüppelberg, Claudia
- In:
Statistical modelling and regression structures : …
,
(pp. 267-300)
.
2010
Persistent link: https://www.econbiz.de/10003964488
Saved in:
9
Risk measures and the impact of asset price bubbles
Jarrow, Robert A.
;
Silva, Felipe Bastos Gurgel
- In:
Journal of risk
17
(
2014/15
)
3
,
pp. 35-56
Persistent link: https://www.econbiz.de/10011298886
Saved in:
10
The small and large time implied volatilities in the minimal market model
Guo, Zhi Jun
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009707096
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