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United States
Volatility
41,071
Volatilität
40,802
Optionspreistheorie
14,841
Option pricing theory
14,380
Theorie
13,681
Theory
13,325
Börsenkurs
9,921
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9,776
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9,071
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8,874
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7,422
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7,394
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6,616
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6,544
Aktienmarkt
6,004
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5,941
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5,374
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5,279
Optionsgeschäft
5,145
USA
5,087
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5,042
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4,943
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4,936
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4,715
Exchange rate
4,622
Prognoseverfahren
4,011
Forecasting model
3,959
Derivat
3,589
Derivative
3,578
Zeitreihenanalyse
3,332
Portfolio-Management
3,306
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3,279
Time series analysis
3,250
Risk
3,148
Risiko
3,102
volatility
2,657
CAPM
2,483
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2,481
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Gupta, Rangan
55
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46
Bahmani-Oskooee, Mohsen
33
Bollerslev, Tim
31
Andersen, Torben
23
Engle, Robert F.
22
Caporale, Guglielmo Maria
21
Bali, Turan G.
19
Moffitt, Robert A.
18
Chang, Chia-Lin
17
Davis, Steven J.
17
Hammoudeh, Shawkat
17
Pierdzioch, Christian
17
Bouri, Elie
15
Castelnuovo, Efrem
15
Diebold, Francis X.
15
Fernández-Villaverde, Jesús
15
Hautsch, Nikolaus
15
Ang, Andrew
14
Asai, Manabu
14
Bartram, Söhnke M.
14
Hegerty, Scott W.
14
Wohar, Mark E.
14
Brandt, Michael W.
13
Fleming, Jeff
13
Stulz, René M.
13
Bekaert, Geert
12
Caggiano, Giovanni
12
Ederington, Louis H.
12
Ghysels, Eric
12
Gil-Alaña, Luis A.
12
Guerrón-Quintana, Pablo A.
12
Guo, Hui
12
Härdle, Wolfgang
12
Jaimovich, Nir
12
Kelly, Bryan T.
12
Malik, Farooq
12
Salisu, Afees A.
12
Balcilar, Mehmet
11
Belke, Ansgar
11
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12
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
Rodney L. White Center for Financial Research
6
Federal Reserve Bank of New York
5
Centre for Analytical Finance <Århus>
4
Centre for Growth and Business Cycle Research <Manchester>
4
European University Institute / Department of Economics
4
Federal Reserve Bank of Cleveland
4
University of Canterbury / Dept. of Economics and Finance
4
Federal Reserve System / Division of Research and Statistics
3
New York Stock Exchange
3
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Federal Reserve Bank of San Francisco
2
Federal Reserve System / Board of Governors
2
Internationaler Währungsfonds / Research Department
2
Massachusetts Institute of Technology / Department of Economics
2
Rutgers University / Department of Economics
2
School of Accounting, Economics and Finance <Geelong>
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
2
Transportation, Water, and Telecommunications Department, The World Bank
2
USA / General Accounting Office
2
Weltbank
2
American Finance Association
1
Birkbeck College / Department of Economics
1
Boston College / Department of Economics
1
Brussels European and Global Economic Laboratory
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Business Information Centre <Toronto>
1
Center for International Development <Cambridge, Mass.>
1
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1
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1
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1
Ekonomiska forskningsinstitutet <Stockholm>
1
Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
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Working paper / National Bureau of Economic Research, Inc.
197
The journal of futures markets
178
The review of financial studies
114
The journal of finance : the journal of the American Finance Association
78
Discussion paper / Centre for Economic Policy Research
74
Journal of banking & finance
73
Journal of financial and quantitative analysis : JFQA
72
Applied financial economics
51
The journal of derivatives : the official publication of the International Association of Financial Engineers
50
Energy economics
49
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
Journal of financial economics
46
The North American journal of economics and finance : a journal of financial economics studies
43
Working paper
43
International review of financial analysis
41
Journal of empirical finance
41
International review of economics & finance : IREF
38
Finance and economics discussion series
36
Applied economics
33
The journal of real estate finance and economics
32
Finance research letters
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Journal of international financial markets, institutions & money
31
Journal of international money and finance
31
The review of economics and statistics
31
Economics letters
30
Economic modelling
28
Journal of money, credit and banking : JMCB
28
Global finance journal
27
The journal of fixed income
27
Journal of economics & business
26
NBER working paper series
26
Journal of econometrics
25
The American economic review
25
Staff reports / Federal Reserve Bank of New York
24
Applied economics letters
23
Econometric Institute research papers
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International finance discussion papers
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Journal of economics and finance
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The journal of business : B
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ECONIS (ZBW)
4,929
RePEc
5
EconStor
2
BASE
1
Showing
1
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10
of
4,937
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date (newest first)
date (oldest first)
1
The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi
;
Suo, Wulin
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
Saved in:
2
Model risk adjusted hedge ratios
Alexander, Carol
;
Kaeck, Andreas
;
Nogueira, Leonardo M.
- In:
The journal of futures markets
29
(
2009
)
11
,
pp. 1021-1049
Persistent link: https://www.econbiz.de/10003900965
Saved in:
3
Option markets and implied
volatility
: past versus present
Mixon, Scott
- In:
Journal of financial economics
94
(
2009
)
2
,
pp. 171-191
Persistent link: https://www.econbiz.de/10003906341
Saved in:
4
Intermediate
volatility
forecasts using implied forward
volatility
: the performance of selected agricultural commodity options
Egelkraut, Thorsten Michael
;
García, Philip
- In:
Journal of agricultural and resource economics : JARE ; …
31
(
2006
)
3
,
pp. 508-528
Persistent link: https://www.econbiz.de/10003416262
Saved in:
5
The
volatility
edge in options trading : new technical strategies for investing in unstable markets
Augen, Jeff
-
2008
Persistent link: https://www.econbiz.de/10003479607
Saved in:
6
Spanning tests for options using principal components methods
Hansen, Charlotte S.
;
Tuypens, Bjorn E.
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 739-746
Persistent link: https://www.econbiz.de/10003491227
Saved in:
7
Volatility
and price information contained in selected agricultural futures options
Egelkraut, Thorsten Michael
-
2005
Persistent link: https://www.econbiz.de/10003380192
Saved in:
8
Improved implementation of local
volatility
and its application to S&P 500 Index options
Orosi, Greg
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 53-64
Persistent link: https://www.econbiz.de/10003961021
Saved in:
9
Smiling less at LIFFE
Lin, Bing-huei
;
Chang, Ing-jye
;
Paxson, Dean A.
- In:
The journal of futures markets
28
(
2008
)
1
,
pp. 57-81
Persistent link: https://www.econbiz.de/10003746339
Saved in:
10
Model risk and option hedging
Giannetti, Antoine
;
Clark, John M.
;
Anderson, Randy I.
- In:
The quarterly review of economics and finance : journal …
44
(
2004
)
5
,
pp. 659-677
Persistent link: https://www.econbiz.de/10002468179
Saved in:
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