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~subject:"Volatilität"
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Volatilität
China
233
Theorie
205
Theory
204
USA
74
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73
Portfolio selection
70
Portfolio-Management
70
Welt
53
Capital income
52
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52
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52
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51
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47
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46
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45
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44
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44
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42
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42
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37
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36
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36
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36
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33
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32
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30
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30
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30
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33
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26
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26
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7
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7
Language
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English
36
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Lee, Cheng F.
15
Li, Jianping
5
Li, Jinliang
5
Shi, Weihua
5
Sun, Xiaolei
4
Lee, Cheng-Few
3
Wang, Jun
3
Chen, Yibing
2
Chiang, Thomas C.
2
Chien, Chin-chen
2
Kao, Lie Jane
2
Li, Jiandong
2
Li, Jinzhi
2
Wang, Andrew M. L.
2
Wu, Chunchi
2
Yao, Yanzhen
2
Ang, Kian Ping
1
Bao, Lichun
1
Chang, Jow-Ran
1
Chen, Ren-Raw
1
Chiou, Wan-jiun Paul
1
Eisenberg, Larry
1
Eisenberg, Laurence K.
1
Guo, Lili
1
Hu, Jiayu
1
Hung, Mao-Wei
1
Ji, Qiang
1
Lee, Alice C.
1
Lee, Han-Hsing
1
Lee, John
1
Li, Danping
1
Li, Houjian
1
Li, Jingyu
1
Li, Junwen
1
Liu, Chang
1
Liu, Xueling
1
Lu, Hengzhen
1
Lu, Hsin-Min
1
Lv, Chen
1
Rahman, Shafiqur
1
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Review of Pacific Basin financial markets and policies
4
Review of quantitative finance and accounting
4
Finance research letters
3
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
3
International review of financial analysis
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Applied economics letters
1
Economics letters
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
1
International review of economics & finance : IREF
1
Journal of risk
1
Journal of risk and financial management : JRFM
1
LISS 2012 ; Vol. 2
1
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
1
Quantitative finance
1
Review of derivatives research
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of business : B
1
The journal of futures markets
1
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ECONIS (ZBW)
36
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1
Option prices and stock market momentum : evidence from China
Li, Jianping
;
Yao, Yanzhen
;
Chen, Yibing
;
Lee, Cheng F.
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1517-1529
Persistent link: https://www.econbiz.de/10011913187
Saved in:
2
Intraday patterns, announcement effects, and volatility persistence in the Japanese government bond futures market
Shi, Weihua
;
Eisenberg, Laurence K.
;
Lee, Cheng F.
- In:
Review of Pacific Basin financial markets and policies
12
(
2009
)
1
,
pp. 63-85
Persistent link: https://www.econbiz.de/10003867391
Saved in:
3
Variation in stock return risks : an international comparison
Chiou, Wan-jiun Paul
;
Lee, Alice C.
;
Lee, Cheng F.
- In:
Review of Pacific Basin financial markets and policies
12
(
2009
)
2
,
pp. 245-266
Persistent link: https://www.econbiz.de/10003871586
Saved in:
4
The jump behavior of foreign exchange market : analysis of Thai Baht
Chang, Jow-Ran
;
Hung, Mao-Wei
;
Lee, Cheng F.
;
Lu, Hsin-Min
- In:
Review of Pacific Basin financial markets and policies
10
(
2007
)
2
,
pp. 265-288
Persistent link: https://www.econbiz.de/10003507283
Saved in:
5
R-2GAM stochastic volatility model : flexibility and calibration
Lee, Cheng F.
;
Sokolinskiy, Oleg
- In:
Review of quantitative finance and accounting
45
(
2015
)
3
,
pp. 463-483
Persistent link: https://www.econbiz.de/10011531991
Saved in:
6
Volatility persistence of high-frequency returns in the Japanese government bond futures market
Shi, Weihua
;
Lee, Cheng F.
- In:
Review of Pacific Basin financial markets and policies
11
(
2008
)
4
,
pp. 511-530
Persistent link: https://www.econbiz.de/10003816725
Saved in:
7
Intraday return volatility process : evidence from NASDAQ stocks
Rahman, Shafiqur
;
Lee, Cheng F.
;
Ang, Kian Ping
- In:
Review of quantitative finance and accounting
19
(
2002
)
2
,
pp. 155-180
Persistent link: https://www.econbiz.de/10001719974
Saved in:
8
Assessing the impact of political unrest on currency returns : a look at Latin America
Chien, Chin-chen
;
Lee, Cheng F.
;
Wang, Andrew M. L.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
1
,
pp. 155-162
Persistent link: https://www.econbiz.de/10001648626
Saved in:
9
Forecasting implied volatilities for options on index futures : time-series and cross-sectional analysis versus constant elasticity of variance (CEV) model
Tai, Tzu
;
Lee, Cheng F.
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 355-387)
.
2017
Persistent link: https://www.econbiz.de/10011603288
Saved in:
10
Empirical performance of the constant elasticity variance option pricing model
Chen, Ren-Raw
;
Lee, Cheng F.
;
Lee, Han-Hsing
-
2024
Persistent link: https://www.econbiz.de/10015049981
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