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50
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44
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44
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42
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38
Belke, Ansgar
37
Bahmani-Oskooee, Mohsen
35
Döpke, Jörg
34
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33
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32
Pesaran, M. Hashem
32
Asai, Manabu
30
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29
Balcilar, Mehmet
28
Koopman, Siem Jan
28
Prokopczuk, Marcel
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26
Ma, Feng
26
Chang, Chia-Lin
25
Allen, David E.
24
Andersen, Torben
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Ghysels, Eric
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Cakici, Nusret
23
Kelly, Bryan T.
22
Kumar, Dilip
22
Lettau, Martin
22
Rodriguez, Gabriel
22
Xuan Vinh Vo
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21
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Kansantaloustieteen Laitos <Tampere>
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International review of economics & finance : IREF
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International review of financial analysis
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96
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The journal of futures markets
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Research in international business and finance
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Economics letters
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CESifo working papers
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Discussion paper / Tinbergen Institute
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Discussion paper / Centre for Economic Policy Research
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The European journal of finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
68
Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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International journal of finance & economics : IJFE
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of finance : the journal of the American Finance Association
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Research paper series / Swiss Finance Institute
50
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
50
Quantitative finance
46
Management science : journal of the Institute for Operations Research and the Management Sciences
45
Journal of economic dynamics & control
44
Journal of financial econometrics : official journal of the Society for Financial Econometrics
44
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
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USB Cologne (business full texts)
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OLC EcoSci
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1
Analysis of stochastic PDEs arising from large portfolios of stochastic
volatility
models
Kolliopoulos, Nikolaos
-
2018
Persistent link: https://www.econbiz.de/10012386950
Saved in:
2
Modeling intraday stochastic
volatility
and conditional duration contemporaneously with regime shifts
Trojan, Sebastian
-
2014
Persistent link: https://www.econbiz.de/10010437483
Saved in:
3
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
4
Assessing models of individual equity option prices
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Zhong, Zhaodong
- In:
Review of quantitative finance and accounting
57
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012549885
Saved in:
5
Jointly estimating
jump
beats
Polimenis, Vassilis
;
Papantonis, Ioannis
- In:
Journal of risk finance : the convergence of financial …
15
(
2014
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10010337468
Saved in:
6
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
7
Estimation of parametric homogeneous stochastic
volatility
pricing formulae based on option data
Xu, Zheng
- In:
Economics letters
120
(
2013
)
3
,
pp. 369-373
Persistent link: https://www.econbiz.de/10010128844
Saved in:
8
Price and
volatility
co-jumps
Bandi, F. M.
;
Renò, Roberto
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 107-146
Persistent link: https://www.econbiz.de/10011589735
Saved in:
9
Risk factors and their associated risk premia : an empirical analysis of the crude oil market
Hain, Martin
;
Uhrig-Homburg, Marliese
;
Unger, Nils
- In:
Journal of banking & finance
95
(
2018
),
pp. 44-63
Persistent link: https://www.econbiz.de/10011966706
Saved in:
10
Wavelet-based option pricing : an empirical study
Liu, Xiaoquan
;
Cao, Yi
;
Ma, Chenghu
;
Shen, Liya
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1132-1142
Persistent link: https://www.econbiz.de/10011942861
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