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~subject:"Volatility"
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Volatility
Theorie
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McAleer, Michael
101
Bollerslev, Tim
93
Gupta, Rangan
83
Diebold, Francis X.
69
Andersen, Torben
64
Härdle, Wolfgang
56
Chiarella, Carl
52
Cui, Zhenyu
46
Koopman, Siem Jan
45
Lux, Thomas
41
Todorov, Viktor
41
Pierdzioch, Christian
39
Christoffersen, Peter F.
38
Bahmani-Oskooee, Mohsen
37
Bekaert, Geert
37
Caporin, Massimiliano
37
Asai, Manabu
36
Caporale, Guglielmo Maria
36
Engle, Robert F.
36
Aizenman, Joshua
35
Ghysels, Eric
34
Herwartz, Helmut
34
Carr, Peter
32
Fernández-Villaverde, Jesús
32
Chang, Chia-Lin
31
Hautsch, Nikolaus
31
Aït-Sahalia, Yacine
29
Fengler, Matthias R.
29
Jacquier, Antoine (Jack)
29
Bali, Turan G.
27
Hafner, Christian M.
27
Clark, Todd E.
26
Jacobs, Kris
26
Mumtaz, Haroon
26
Schlag, Christian
26
Zhang, Jin E.
26
Andersen, Torben G.
25
Dijk, Dick van
25
Escobar, Marcos
25
Jiang, George J.
25
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Analytical Finance <Århus>
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Federal Reserve Bank of St. Louis
11
European University Institute / Department of Economics
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Ekonomiska forskningsinstitutet <Stockholm>
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Svenska Handelshögskolan <Helsinki>
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Federal Reserve Bank of New York
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Internationaler Währungsfonds / Research Department
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Rodney L. White Center for Financial Research
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Centre for Growth and Business Cycle Research <Manchester>
6
Birkbeck College / Department of Economics
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Institute of Finance and Accounting <London>
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University of Canterbury / Dept. of Economics and Finance
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Chambre de commerce et d'industrie de Paris
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve Bank of San Francisco
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Federal Reserve System / Division of Research and Statistics
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Instituto Valenciano de Investigaciones Económicas
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The Wharton Financial Institutions Center
4
Brown University / Department of Economics
3
Center for Economic Research <Tilburg>
3
Federal Reserve Bank of Cleveland
3
Federal Reserve System / Board of Governors
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Institut für Weltwirtschaft
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International Monetary Fund
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Massachusetts Institute of Technology / Department of Economics
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New York Stock Exchange
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
World Bank
3
Business Information Centre <Toronto>
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
2
Centre of Financial Studies
2
Christian-Albrechts-Universität zu Kiel
2
Columbia University / Department of Economics
2
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Working paper / National Bureau of Economic Research, Inc.
298
Journal of banking & finance
222
The journal of futures markets
219
International journal of theoretical and applied finance
210
NBER working paper series
204
Finance research letters
176
NBER Working Paper
173
Journal of econometrics
172
Quantitative finance
156
Energy economics
139
Discussion paper / Centre for Economic Policy Research
130
Journal of empirical finance
129
The North American journal of economics and finance : a journal of financial economics studies
123
Economic modelling
122
Economics letters
120
Journal of financial economics
114
Applied economics
112
The review of financial studies
112
Working paper
112
International review of economics & finance : IREF
111
International review of financial analysis
110
Discussion paper / Tinbergen Institute
109
Journal of economic dynamics & control
109
Applied mathematical finance
107
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
Mathematical finance : an international journal of mathematics, statistics and financial theory
98
Journal of international money and finance
91
The journal of finance : the journal of the American Finance Association
91
Applied financial economics
86
Computational economics
86
International journal of forecasting
86
The European journal of finance
85
Research paper series / Swiss Finance Institute
79
The journal of computational finance
75
Applied economics letters
74
Journal of international financial markets, institutions & money
74
Journal of financial and quantitative analysis : JFQA
72
Journal of risk and financial management : JRFM
71
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
71
Finance and stochastics
70
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ECONIS (ZBW)
16,525
EconStor
15
ArchiDok
1
RePEc
1
Other ZBW resources
1
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16,543
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date (oldest first)
1
Dynamic semiparametric factor models
Borak, Szymon
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003784944
Saved in:
2
Preismodellierung und Derivatebewertung im Strommarkt :
Theorie
und Empirie
Seifert, Jan M.
-
2010
Persistent link: https://www.econbiz.de/10008663164
Saved in:
3
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:
4
Post-'87 crash fears in S&P 500 futures options
Bates, David S.
-
1997
Persistent link: https://www.econbiz.de/10000619727
Saved in:
5
Pricing and hedging index options under stochastic volatility : an empirical examiniation
Nandi, Saikat
-
1996
Persistent link: https://www.econbiz.de/10000958009
Saved in:
6
Pricing CDOs with a smile : the local correlation model
Turc, Julien
;
Very, Philippe
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 235-250)
.
2009
Persistent link: https://www.econbiz.de/10003787606
Saved in:
7
Smooth simultaneous calibration of the LMM to caplets and coterminal swaptions
Ametrano, Ferdinando M.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003797794
Saved in:
8
Essays on market frictions and model misspecification in asset pricing
Seeger, Norman
-
2009
Persistent link: https://www.econbiz.de/10003863665
Saved in:
9
A simplified pricing model for volatility futures
Dupoyet, Brice
;
Daigler, Robert T.
;
Chen, Zhiyao
- In:
The journal of futures markets
31
(
2011
)
4
,
pp. 307-339
Persistent link: https://www.econbiz.de/10008908397
Saved in:
10
Linking caplets and swaptions prices in the LMM-SABR model
Rebonato, Riccardo
;
White, Richard
- In:
The journal of computational finance
13
(
2009/10
)
2
,
pp. 19-45
Persistent link: https://www.econbiz.de/10003949865
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