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[Rezension von: Cole, David C....
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Asai, Manabu
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Herwartz, Helmut
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Todorov, Viktor
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Bali, Turan G.
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Clements, Adam
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Lucas, André
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Yu, Jun
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Bansal, Ravi
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Bauwens, Luc
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European University Institute / Department of Economics
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New York Stock Exchange
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World Bank
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Columbia University / Department of Economics
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Danmarks Nationalbank
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Deutsche Börse AG
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Financial Options Research Centre
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Working paper / National Bureau of Economic Research, Inc.
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NBER working paper series
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NBER Working Paper
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The journal of futures markets
159
Journal of banking & finance
157
Journal of econometrics
138
Discussion paper / Centre for Economic Policy Research
127
Journal of empirical finance
115
Finance research letters
112
The review of financial studies
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Economics letters
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Energy economics
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Journal of financial economics
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Discussion paper / Tinbergen Institute
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International review of financial analysis
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International review of economics & finance : IREF
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of theoretical and applied finance
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International journal of forecasting
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Applied financial economics
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Journal of economic dynamics & control
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
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The European journal of finance
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Applied economics letters
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Journal of international financial markets, institutions & money
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Econometric reviews
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Finance and economics discussion series
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ECONIS (ZBW)
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EconStor
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RePEc
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ArchiDok
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1
Stock index volatility expectations implied by call options premia
Rindell, Krister
-
1989
Persistent link: https://www.econbiz.de/10000126342
Saved in:
2
The twilight of capitalism
Harrington, Michael
-
1976
-
1. print.
Persistent link: https://www.econbiz.de/10000049218
Saved in:
3
Are exchange rates "excessively" volatile?
Wadhwani, Sushil B.
-
1984
Persistent link: https://www.econbiz.de/10000025908
Saved in:
4
Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian
;
Härdle, Wolfgang
;
Nielsen, Jens Perch
-
1998
Persistent link: https://www.econbiz.de/10000168636
Saved in:
5
The forward market in the foreign exchange markets : volatility, forecasting ability, deviations from the covered interest rate parity and market efficiency
Chung, Chang K.
-
1992
Persistent link: https://www.econbiz.de/10000909892
Saved in:
6
Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S.
-
1993
Persistent link: https://www.econbiz.de/10000884445
Saved in:
7
Money velocity with interest rate stochastic volatility and exact aggregation
Barnett, William A.
;
Xu, Haiyang
-
1995
Persistent link: https://www.econbiz.de/10000933224
Saved in:
8
Central bank intervention and risk in the forward premium
Baillie, Richard
;
Osterberg, William P.
-
1996
Persistent link: https://www.econbiz.de/10000941570
Saved in:
9
Jumps and stochastic volatility : exchange rate processes implicit in Deutschemark options
Bates, David S.
-
1994
Persistent link: https://www.econbiz.de/10000941571
Saved in:
10
Post-'87 crash fears in S&P 500 futures options
Bates, David S.
-
1995
Persistent link: https://www.econbiz.de/10000941574
Saved in:
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