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Stochastic process
Volatility
40,903
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39,811
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9,926
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9,907
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McAleer, Michael
66
Asai, Manabu
37
Koopman, Siem Jan
35
Chan, Joshua
34
Todorov, Viktor
34
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
Alòs, Elisa
18
Marcellino, Massimiliano
18
Platen, Eckhard
18
Bos, Charles S.
17
Hafner, Christian M.
17
Martin, Gael M.
17
Renò, Roberto
17
Rodriguez, Gabriel
17
Takahashi, Akihiko
17
Kang, Boda
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>
6
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3
Nuffield College
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
International Center for Financial Asset Management and Engineering
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1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of Cleveland
1
Queen Mary College / Department of Economics
1
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
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1
Université de Montréal / Département de sciences économiques
1
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1
Zentrum für Europäische Wirtschaftsforschung
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International journal of theoretical and applied finance
135
Journal of econometrics
104
Quantitative finance
89
Applied mathematical finance
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Discussion paper / Tinbergen Institute
56
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
47
Econometric reviews
44
European journal of operational research : EJOR
39
Finance research letters
39
Journal of mathematical finance
39
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
Energy economics
30
Journal of empirical finance
30
Risks : open access journal
30
Research paper series / Swiss Finance Institute
29
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
Econometrics : open access journal
18
Journal of financial economics
18
NBER working paper series
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The European journal of finance
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ECONIS (ZBW)
3,806
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1
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1
Source of the multifractality in exchange markets : multifractal detrended fluctuations analysis
Günay, Samet
- In:
Journal of business & economics research
12
(
2014
)
4
,
pp. 371-384
Persistent link: https://www.econbiz.de/10010432137
Saved in:
2
Multifractality in finance : a deep understanding and review of Mandelbrot's MMAR
Maglione, Federico
-
2015
Persistent link: https://www.econbiz.de/10011632222
Saved in:
3
A re-examination of growth and growth uncertainty relationship in a stochastic
volatility
in the mean model with time-varying parameters
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
- In:
Empirica : journal of european economics
47
(
2020
)
3
,
pp. 611-641
Persistent link: https://www.econbiz.de/10012289234
Saved in:
4
Analytically pricing variance and
volatility
swaps under a Markov-modulated model with liquidity risks
He, Xin-Jiang
;
Lin, Sha
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483995
Saved in:
5
Sentiment and energy price
volatility
: a nonlinear high frequency analysis
Jawadi, Fredj
;
Bourghelle, David
;
Rozin, Philippe
; …
- In:
Energy economics
133
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015048288
Saved in:
6
Applying the barycentric Jacobi spectral method to price options with transaction costs in a fractional Black-Scholes framework
Nteumagné, B. F.
;
Pindza, E.
;
Maré, E.
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 35-46
Persistent link: https://www.econbiz.de/10010422895
Saved in:
7
Stochastic cutting planes for data-driven optimization
Bertsimas, Dimitris
;
Li, Michael Lingzhi
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
5
,
pp. 2400-2409
Persistent link: https://www.econbiz.de/10014325341
Saved in:
8
Nonparametric correlation integral-based tests for linear and nonlinear stochastic processes
Matilla-García, Mariano
;
Ruiz Marín, Manuel
;
Dore, …
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
1
,
pp. 181-193
Persistent link: https://www.econbiz.de/10010340239
Saved in:
9
Nonlinearity
and the unit root hypothesis for African per capita real GDP
Solarin Sakiru Adebola
;
Anoruo, Emmanuel
- In:
International economic journal
29
(
2015
)
4
,
pp. 617-630
Persistent link: https://www.econbiz.de/10011548770
Saved in:
10
Perturbation methods for Markov-switching dynamic stochastic general equilibrium models
Foerster, Andrew
;
Rubio-Ramírez, Juan Francisco
; …
- In:
Quantitative economics : QE ; journal of the …
7
(
2016
)
2
,
pp. 637-669
Persistent link: https://www.econbiz.de/10011612130
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