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~subject:"Derivative"
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Conditional volatility and the...
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Derivative
Volatility
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40,365
Optionspreistheorie
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Derivat
3,277
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28
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20
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17
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17
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16
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16
Wang, Xingchun
15
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14
Fabozzi, Frank J.
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11
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10
Howison, Sam
10
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9
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9
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9
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9
Platen, Eckhard
9
Steiner, Manfred
9
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9
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9
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8
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
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New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
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1
Springer-Verlag GmbH
1
Swiss Finance Institute
1
Technische Hochschule Mittelhessen
1
United States / Securities and Exchange Commission / Division of Trading and Exchanges
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
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International journal of theoretical and applied finance
111
The journal of futures markets
74
Applied mathematical finance
66
Review of derivatives research
49
Energy economics
47
Journal of banking & finance
46
Quantitative finance
44
Finance research letters
34
The journal of computational finance
34
European journal of operational research : EJOR
31
International review of financial analysis
31
Journal of mathematical finance
31
The European journal of finance
26
International journal of financial engineering
25
International review of economics & finance : IREF
24
The North American journal of economics and finance : a journal of financial economics studies
24
Finance and stochastics
23
Journal of economic dynamics & control
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
Risks : open access journal
23
The journal of derivatives : JOD
22
The journal of derivatives : the official publication of the International Association of Financial Engineers
22
Applied economics letters
21
Applied financial economics
19
Journal of econometrics
17
Computational economics
15
Journal of risk and financial management : JRFM
15
SpringerLink / Bücher
15
Insurance / Mathematics & economics
14
Research in international business and finance
14
SFB 649 discussion paper
14
Applied economics
13
Economic modelling
13
Research paper series / Swiss Finance Institute
13
Annals of finance
12
Journal of empirical finance
12
Working paper
12
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
11
Journal of financial economics
11
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
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ECONIS (ZBW)
3,266
RePEc
1
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1
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3,267
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1
Impacts of derivative markets on spot market
volatility
and their persistence
Fong, Lik
;
Han, Chulwoo
- In:
Applied economics
47
(
2015
)
22/24
,
pp. 2250-2258
Persistent link: https://www.econbiz.de/10010516655
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
Drawbacks and limitations of Black-Scholes model for options pricing
Janková, Zuzana
- In:
Journal of financial studies & research : JFSR
2018
(
2018
),
pp. 1-7
Persistent link: https://www.econbiz.de/10011977593
Saved in:
4
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:
5
Can derivative information predict stock price jumps?
Kwark, Noe-Keol
;
Kang, Hyoung Goo
;
Jun, Sang-Gyung
- In:
The journal of applied business research
31
(
2015
)
3
,
pp. 845-860
Persistent link: https://www.econbiz.de/10011304812
Saved in:
6
The information content of option-based forecasts of
volatility
: evidence from the Italian stock market
Muzzioli, Silvia
- In:
The quarterly journal of finance
3
(
2013
)
1
,
pp. 13500051-135000546
Persistent link: https://www.econbiz.de/10010198265
Saved in:
7
Skewed generalized error distribution of financial assets and option pricing
Theodossiou, Panayiotis
- In:
Multinational finance journal : MF ; quarterly …
19
(
2015
)
3/4
,
pp. 223-266
Persistent link: https://www.econbiz.de/10011434223
Saved in:
8
Model-based pricing for financial derivatives
Zhu, Ke
;
Ling, Shiqing
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 447-457
Persistent link: https://www.econbiz.de/10011499705
Saved in:
9
Dynamic linkages between implied
volatility
indices of developed and emerging financial markets : an econometric approach
Gupta, Divya
;
Kamilla, Usha
- In:
Global business review
16
(
2015
)
5
,
pp. 46-57
Persistent link: https://www.econbiz.de/10011410378
Saved in:
10
The information content of implied
volatility
in agricultural commodity markets
Giot, Pierre
-
2002
Persistent link: https://www.econbiz.de/10001696228
Saved in:
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