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Volatility
Risk
60,912
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Gupta, Rangan
106
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66
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46
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41
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40
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40
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38
Bouri, Elie
37
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36
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33
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32
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32
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31
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30
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30
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30
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29
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28
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27
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26
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26
Pierdzioch, Christian
26
Zhang, Jin E.
26
Chang, Chia-Lin
25
Ma, Feng
25
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25
Platen, Eckhard
24
Salisu, Afees A.
24
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24
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23
Branger, Nicole
23
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23
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23
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23
Tiwari, Aviral Kumar
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22
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5
National Centre for Econometric Research (NCER)
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Finance research letters
270
International journal of theoretical and applied finance
182
Energy economics
174
Journal of banking & finance
160
Quantitative finance
151
The North American journal of economics and finance : a journal of financial economics studies
134
International review of economics & finance : IREF
132
International review of financial analysis
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Journal of financial economics
109
The journal of futures markets
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Journal of empirical finance
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Research in international business and finance
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69
Computational economics
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Research paper series / Swiss Finance Institute
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Journal of risk and financial management : JRFM
62
Pacific-Basin finance journal
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Review of derivatives research
59
European journal of operational research : EJOR
58
Management science : journal of the Institute for Operations Research and the Management Sciences
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Applied economics letters
56
Finance and stochastics
56
International journal of financial engineering
56
Journal of international financial markets, institutions & money
55
The European journal of finance
53
Economics letters
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Annals of finance
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Journal of mathematical finance
48
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ECONIS (ZBW)
10,944
RePEc
31
EconStor
4
Other ZBW resources
4
BASE
1
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1
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10,984
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1
A note on a new weighted idiosyncratic
risk
measure
Jan, Yin-Ching
- In:
International journal of financial research
5
(
2014
)
3
,
pp. 194-198
Persistent link: https://www.econbiz.de/10010458525
Saved in:
2
Risk
conception and evaluation in Taiwan financial markets
Jan, Ying-Ching
- In:
Inventi impact: emerging economies
(
2015
)
3
,
pp. 180-191
Persistent link: https://www.econbiz.de/10011404333
Saved in:
3
Quadratic hedging schemes for non-Gaussian GARCH models
Badescu, Alexandru
;
Elliott, Robert J.
;
Ortega, Juan-Pablo
- In:
Journal of economic dynamics & control
42
(
2014
),
pp. 13-32
Persistent link: https://www.econbiz.de/10010426624
Saved in:
4
Valuing variable annuity guarantees on multiple assets
Fonseca, José da
;
Ziveyi, Jonathan
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 209-230
Persistent link: https://www.econbiz.de/10011772102
Saved in:
5
Stochastic volatility for utility maximizers : a
martingale
approach
Ellersgaard, Simon
;
Tegnér, Martin
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011922965
Saved in:
6
Model
risk
in
risk
models : quantifying statistical uncertainty in active
risk
Khang, Kevin
- In:
The journal of portfolio management : JPM
47
(
2021
)
3
,
pp. 51-65
Persistent link: https://www.econbiz.de/10012423057
Saved in:
7
The effectiveness of Value-at-
Risk
models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
Saved in:
8
Hedging with small uncertainty aversion
Herrmann, Sebastian
;
Muhle-Karbe, Johannes
;
Seifried, …
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 1-64
Persistent link: https://www.econbiz.de/10011944064
Saved in:
9
Using option pricing information to time diversify portfolio returns
Scholes, Myron S.
- In:
Options - 45 years since the publication of the …
,
(pp. 1-15)
.
2023
Persistent link: https://www.econbiz.de/10014366579
Saved in:
10
An investigation of model
risk
in a market with jumps and stochastic volatility
Coqueret, Guillaume
- In:
European journal of operational research : EJOR
253
(
2016
)
3
,
pp. 648-658
Persistent link: https://www.econbiz.de/10011493990
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