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Volatility
Theorie
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Option pricing theory
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Wirtschaftswachstum
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Kapitaleinkommen
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McAleer, Michael
326
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243
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172
Bollerslev, Tim
144
Chang, Chia-Lin
127
Bouri, Elie
114
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108
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100
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98
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94
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92
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88
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79
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79
Koopman, Siem Jan
79
Engle, Robert F.
75
Bahmani-Oskooee, Mohsen
74
Härdle, Wolfgang
73
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70
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69
Todorov, Viktor
69
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68
Kočenda, Evžen
65
Asai, Manabu
64
Chiarella, Carl
62
Lux, Thomas
61
Corbet, Shaen
60
Lucey, Brian M.
60
Clements, Adam
58
Gil-Alaña, Luis A.
56
Kang, Sang Hoon
56
Wohar, Mark E.
56
Christoffersen, Peter F.
55
Mensi, Walid
54
Caballero, Ricardo J.
53
Fernández-Villaverde, Jesús
53
Hautsch, Nikolaus
53
Buch, Claudia M.
52
Hafner, Christian M.
52
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World Bank
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Centre for Growth and Business Cycle Research <Manchester>
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Ekonomiska forskningsinstitutet <Stockholm>
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Institut für Weltwirtschaft
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Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Cowles Foundation for Research in Economics, Yale University
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National Centre for Econometric Research (NCER)
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Banque de France
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6
Institute of Economic Research, Kyoto University
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5
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
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NBER working paper series
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International review of financial analysis
419
NBER Working Paper
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380
Journal of banking & finance
375
International review of economics & finance : IREF
367
The journal of futures markets
360
Economic modelling
341
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Research in international business and finance
289
Applied financial economics
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Journal of empirical finance
265
Applied economics letters
261
Working paper
254
Economics letters
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International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
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Discussion paper / Centre for Economic Policy Research
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Journal of international money and finance
230
Discussion paper / Tinbergen Institute
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Journal of risk and financial management : JRFM
197
Quantitative finance
194
Journal of financial economics
184
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
Pacific-Basin finance journal
171
CESifo working papers
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International Journal of Energy Economics and Policy : IJEEP
169
The European journal of finance
160
IMF working papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
International journal of finance & economics : IJFE
151
Journal of economic dynamics & control
151
International journal of forecasting
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131
The review of financial studies
126
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ECONIS (ZBW)
39,621
RePEc
1,017
EconStor
131
Other ZBW resources
92
BASE
39
ArchiDok
3
Showing
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1
On a Heath-Jarrow-Morton approach for stock options
Kallsen, Jan
;
Krühner, Paul
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 583-615
Persistent link: https://www.econbiz.de/10011418308
Saved in:
2
An implied
volatility
model determined by credit default swaps
Heider, Pascal
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009685890
Saved in:
3
Jump dynamics, spillover effect and option valuation
Pan, Zhiyuan
;
Shuai, Jiangyu
;
Liang, Zhilei
;
Sun, Xianchao
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013534098
Saved in:
4
Discrete time linear-quadratic pricing of bonds and options
Realdon, Marco
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 463-467
Persistent link: https://www.econbiz.de/10009153287
Saved in:
5
Zum Hedging europäischer Aktienoptionen bei stochastischen Volatilitäten
Holtrode, Rainer
-
2000
Persistent link: https://www.econbiz.de/10001498200
Saved in:
6
Von der Black/Scholes-Optionspreisformel zum GARCH-Optionsbewertungsmodell : Entwicklung und exemplarische Durchführung eines Ansatzes zur Überprüfung der Validität von Optionsprei...
Andres, Peter
-
1998
Persistent link: https://www.econbiz.de/10013360927
Saved in:
7
Efficient pricing algorithms for exotic derivatives
Lord, Roger
-
2008
Persistent link: https://www.econbiz.de/10003775897
Saved in:
8
Exact pricing with stochastic
volatility
and jumps
D'Ippoliti, Fernanda
;
Moretto, Enrico
;
Pasquali, Sara
; …
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 901-929
Persistent link: https://www.econbiz.de/10008905110
Saved in:
9
Pricing and hedging
volatility
derivatives
Broadie, Mark
;
Jain, Ashish
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003673338
Saved in:
10
Pricing options in incomplete equity markets via the instantaneous Sharpe ratio
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Annals of finance
4
(
2008
)
4
,
pp. 399-429
Persistent link: https://www.econbiz.de/10003737188
Saved in:
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