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A Derivation of the Optimal An...
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Volatility
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40
Lux, Thomas
39
Chiarella, Carl
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Aizenman, Joshua
33
Caporin, Massimiliano
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Gupta, Rangan
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Hafner, Christian M.
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Asai, Manabu
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Pierdzioch, Christian
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Todorov, Viktor
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Hautsch, Nikolaus
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Meddahi, Nour
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Yu, Jun
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Aït-Sahalia, Yacine
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Engle, Robert F.
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Benth, Fred Espen
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Chang, Chia-Lin
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Giglio, Stefano
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Li, Kai
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World Bank
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Kansantaloustieteen Laitos <Tampere>
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Journal of econometrics
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Journal of banking & finance
131
International journal of theoretical and applied finance
105
Finance research letters
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Energy economics
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Journal of empirical finance
88
Economic modelling
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International review of financial analysis
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International journal of forecasting
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Journal of economic dynamics & control
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International review of economics & finance : IREF
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Journal of financial economics
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The European journal of finance
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Journal of international money and finance
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Finance and stochastics
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Journal of risk and financial management : JRFM
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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EconStor
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ArchiDok
1
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1
Chaos and order in the capital markets : a new view of cycles, prices, and market volatility
Peters, Edgar E.
-
1991
-
1. [print.]
Persistent link: https://www.econbiz.de/10000327743
Saved in:
2
Arbitragefreie Bewertung von Zinsderivaten
Heitmann, Frank
-
1997
Persistent link: https://www.econbiz.de/10000959293
Saved in:
3
Derivative
asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
4
Volatility and liquidity in futures market
Locke, Peter R.
-
1996
Persistent link: https://www.econbiz.de/10000962046
Saved in:
5
Margin requirements, volatility, and market integrity : what have we learned since the crash?
Kupiec, Paul H.
-
1997
Persistent link: https://www.econbiz.de/10000966018
Saved in:
6
Price and volume effects associated with listings and expirations of
derivative
warrants on the stock exchange of Hong Kong
Wei, K. C. John
;
Chan, Yue-cheong
-
1997
Persistent link: https://www.econbiz.de/10000977568
Saved in:
7
Limit moves as censored observations of equilibrium futures price in GARCH processes
Morgan, Ieuan G.
;
Trevor, Robert G.
-
1997
Persistent link: https://www.econbiz.de/10000978435
Saved in:
8
Local parametric analysis of derivatives pricing and hedging
Bossaerts, Peter L.
;
Hillion, Pierre Henri
-
1997
Persistent link: https://www.econbiz.de/10000980780
Saved in:
9
The effect of contemporaneous futures market volume on spot market volatility
Board, John L. G.
;
Sandmann, Gleb
;
Sutcliffe, Charles M. S.
-
1997
Persistent link: https://www.econbiz.de/10000975065
Saved in:
10
Analytic derivatives and the computation of GARCH estimates
Fiorentini, Gabriele
;
Calzolari, Giorgio
;
Panattoni, Lorenzo
-
1995
Persistent link: https://www.econbiz.de/10000924232
Saved in:
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