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Deep local volatility
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Wechselkurs
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71
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29
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28
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28
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24
Sarno, Lucio
24
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21
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18
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18
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17
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17
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15
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14
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13
Frömmel, Michael
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Rodney L. White Center for Financial Research
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International Monetary Fund
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Europäisches Institut für Internationale Wirtschaftsbeziehungen
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2
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Journal of international money and finance
85
NBER working paper series
61
Applied economics
58
NBER Working Paper
56
Journal of international financial markets, institutions & money
51
Economic modelling
49
The North American journal of economics and finance : a journal of financial economics studies
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International review of economics & finance : IREF
43
International journal of finance & economics : IJFE
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Applied economics letters
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CESifo working papers
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Applied financial economics
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International Journal of Energy Economics and Policy : IJEEP
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International journal of economics and financial issues : IJEFI
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Finance research letters
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IMF working papers
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Research in international business and finance
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Energy economics
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Economics letters
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Journal of banking & finance
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International review of financial analysis
24
IMF working paper
22
Journal of empirical finance
22
International economic journal
21
Discussion paper / Tinbergen Institute
20
Journal of risk and financial management : JRFM
20
The empirical economics letters : a monthly international journal of economics
20
Cogent economics & finance
19
International journal of economics and finance
19
Open economies review
19
CESifo Working Paper
18
International journal of forecasting
18
The European journal of finance
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Journal of forecasting
17
Computational economics
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Global finance journal
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
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USB Cologne (business full texts)
4
BASE
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ArchiDok
1
OLC EcoSci
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10
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date (oldest first)
1
The Black-Scholes currency option pricing model : evidence for unbiasedness from three currencies against the US dollar
Azar, Samih Antoine
;
Tortian, Annie
- In:
International journal of economics and finance
5
(
2013
)
8
,
pp. 54-64
Persistent link: https://www.econbiz.de/10009787194
Saved in:
2
The Q-measure dynamics of forward rates
Rebonato, Riccardo
- In:
Annual review of financial economics
15
(
2023
),
pp. 493-522
Persistent link: https://www.econbiz.de/10014426352
Saved in:
3
Local
volatility
pricing models for long-dated FX derivatives
Deelstra, Griselda
;
Rayée, Grégory
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 380-402
Persistent link: https://www.econbiz.de/10010187656
Saved in:
4
Modelling
volatility
and forecasting of exchange rate of British pound sterling and Indian rupee
Gupta, Sanjeev
;
Kashyap, Sachin
- In:
Journal of modelling in management
11
(
2016
)
2
,
pp. 389-404
Persistent link: https://www.econbiz.de/10011529491
Saved in:
5
Volatility
analysis of Bitcoin price time series
Pichl, Lukáš
;
Kaizoji, Taisei
- In:
Quantitative finance and economics
1
(
2017
)
4
,
pp. 474-485
Persistent link: https://www.econbiz.de/10012137891
Saved in:
6
The dynamics of exchange market pressure and inflation in Iran : regime switching approach
Sayadi, Mohammad
;
Omidi, Meysam
- In:
Iranian journal of economic studies : IJES
8
(
2019
)
2
,
pp. 225-252
Persistent link: https://www.econbiz.de/10012220592
Saved in:
7
Investigate the effect of exchange rate
volatility
on the demand for life insurance in Iran
Hosseinzadeh, Maryam
;
Daei-Karimzadeh, Saeed
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 166-174
Persistent link: https://www.econbiz.de/10011786561
Saved in:
8
Does artificial neural network forecast better for excessively volatile currency pairs?
Inani, Sarveshwar Kumar
;
Tripathi, Manas
;
Kumar, Saurabh
- In:
The journal of prediction markets
10
(
2016
)
2
,
pp. 47-61
Persistent link: https://www.econbiz.de/10011904939
Saved in:
9
Redes neuronales artificiales: predicción de la volatilidad del tipo de cambio de la peseta
Bonilla Musoles, María
(
contributor
); …
-
2002
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001659639
Saved in:
10
Forecasting exchange rates volatilities using artificial neural networks
Bonilla, María
;
Marco, Paulina
;
Olmeda, Ignacio
- In:
Financial modelling : with 74 tables : [a selection of …
,
(pp. 57-68)
.
2000
Persistent link: https://www.econbiz.de/10001484957
Saved in:
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