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The Tobin Tax A Review of the...
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Stochastic process
Volatility
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McAleer, Michael
68
Asai, Manabu
37
Koopman, Siem Jan
35
Todorov, Viktor
34
Chan, Joshua
33
Cui, Zhenyu
33
Chiarella, Carl
29
Clark, Todd E.
25
Mumtaz, Haroon
25
Escobar, Marcos
24
Barndorff-Nielsen, Ole E.
23
Shephard, Neil G.
23
Tauchen, George Eugene
23
Fouque, Jean-Pierre
21
Andersen, Torben
20
Carriero, Andrea
19
Nguyen, Duy
19
Yu, Jun
19
Marcellino, Massimiliano
18
Platen, Eckhard
18
Alòs, Elisa
17
Bos, Charles S.
17
Hafner, Christian M.
17
Martin, Gael M.
17
Rodriguez, Gabriel
17
Takahashi, Akihiko
17
Kang, Boda
16
Renò, Roberto
16
Wong, Hoi Ying
16
Chan, Joshua C. C.
15
Grasselli, Martino
15
Jacquier, Antoine (Jack)
15
Benth, Fred Espen
14
Carr, Peter
14
Forde, Martin
14
Lucas, André
14
Renault, Eric
14
Caporin, Massimiliano
13
Corsi, Fulvio
13
Fabozzi, Frank J.
13
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National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
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Chambre de commerce et d'industrie de Paris
3
Nuffield College
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
International Center for Financial Asset Management and Engineering
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University of Canterbury / Dept. of Economics and Finance
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1
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1
Erasmus Research Institute of Management
1
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Rodney L. White Center for Financial Research
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
University of British Columbia / Finance Division
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University of Chicago / Graduate School of Business
1
University of Exeter / Department of Economics
1
Universität Ulm
1
Université de Montréal / Département de sciences économiques
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Zentrum für Europäische Wirtschaftsforschung
1
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International journal of theoretical and applied finance
135
Journal of econometrics
104
Quantitative finance
88
Applied mathematical finance
61
Discussion paper / Tinbergen Institute
59
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
The journal of computational finance
50
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Computational economics
48
Finance and stochastics
47
Journal of economic dynamics & control
46
Econometric reviews
44
European journal of operational research : EJOR
39
Journal of mathematical finance
38
Finance research letters
36
Working paper
36
Insurance / Mathematics & economics
35
International journal of financial engineering
35
Journal of banking & finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Annals of finance
31
The journal of futures markets
31
Journal of empirical finance
30
Risks : open access journal
30
Research paper series / Swiss Finance Institute
29
Energy economics
28
Economics letters
27
The North American journal of economics and finance : a journal of financial economics studies
26
CAMA working paper series
24
Review of derivatives research
24
Journal of risk and financial management : JRFM
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
CREATES research paper
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
Applied economics
20
Economic modelling
20
NBER working paper series
20
Econometrics : open access journal
18
Journal of financial economics
18
The European journal of finance
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ECONIS (ZBW)
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91
A theory of misperception in a stochastic dominance framework and its application to structured financial products
Castellano, Rosella
;
Cerqueti, Roy
- In:
IMA journal of management mathematics
29
(
2018
)
1
,
pp. 23-37
Persistent link: https://www.econbiz.de/10011858928
Saved in:
92
Endogenous second moments : a unified approach to fluctuations in risk, dispersion, and uncertainty
Straub, Ludwig
;
Ulbricht, Robert
-
2016
Persistent link: https://www.econbiz.de/10012216957
Saved in:
93
Naira-Dollar exchange rate
volatility
modeling using Quadratic Moving Average Conditional Heteroscedasticity (QMACH)
Olarewaju, Odunayo Magret
;
Olasehinde, Timilehin John
- In:
EuroEconomica
36
(
2017
)
2
,
pp. 106-116
Persistent link: https://www.econbiz.de/10011798639
Saved in:
94
Estimation for the change point of the
volatility
in a stochastic differential equation
Iacus, Stefano Maria
;
Yoshida, Nakahiro
-
2009
Persistent link: https://www.econbiz.de/10011751961
Saved in:
95
Realized
volatility
, jump and beta : evidence from Canadian stock market
Gajurel, Dinesh
;
Chowdhury, Biplob
-
2020
Persistent link: https://www.econbiz.de/10012317084
Saved in:
96
Jumps and
volatility
dynamics in agricultural commodity spot prices
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
; …
- In:
Applied economics
49
(
2017
)
40
,
pp. 4035-4054
Persistent link: https://www.econbiz.de/10011820009
Saved in:
97
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:
98
Risk Budgeting portfolios : existence and computation
Cetingoz, Adil Rengim
;
Fermanian, Jean-David
;
Guéant, …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 896-924
Persistent link: https://www.econbiz.de/10014565279
Saved in:
99
Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
- In:
Options - 45 years since the publication of the …
,
(pp. 89-125)
.
2023
Persistent link: https://www.econbiz.de/10014366595
Saved in:
100
Bayesian stochastic
volatility
predictability of cryptocurrencies with the algorithm of Metropolis Hasting
Hachicha, Fatma
;
Ghabri, Yosra
;
Guesmi, Khaled
; …
- In:
Revue Gestion 2000 : management & prospective
39
(
2022
)
6
,
pp. 163-186
Persistent link: https://www.econbiz.de/10014306107
Saved in:
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