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Gupta, Rangan
167
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98
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97
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91
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85
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85
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76
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71
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60
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59
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58
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56
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54
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53
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48
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48
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48
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48
Xuan Vinh Vo
47
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46
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46
Guesmi, Khaled
45
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45
Zhang, Yaojie
45
Chevallier, Julien
43
Corbet, Shaen
43
Zhang, Jin E.
43
Andersen, Torben
42
Bali, Turan G.
42
Ryu, Doojin
42
Lee, Cheng F.
41
Phillips, Peter C. B.
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Asian Regional Exchange for New Alternatives
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1
Internationaler Controller Verein
1
National Bureau of Economic Research
1
Nordic Symposium on Contingent Claims Analysis in Finance <1992, Naantali>
1
Schmalenbach-Gesellschaft - Deutsche Gesellschaft für Betriebswirtschaft / Arbeitskreis Finanzierung
1
Stochastic Optimization Workshop <2001>
1
UNCTAD
1
Workshop on Developments in Exchange Rate Modelling <1997, Maastricht>>
1
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Finance research letters
837
Journal of banking & finance
812
European journal of operational research : EJOR
802
Energy economics
750
International journal of theoretical and applied finance
718
The journal of futures markets
645
Journal of econometrics
620
International review of financial analysis
606
Applied economics
571
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554
Economic modelling
536
Journal of financial economics
513
Economics letters
510
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490
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482
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463
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456
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408
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Journal of international money and finance
347
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Risks : open access journal
309
Research in international business and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Pacific-Basin finance journal
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274
Computational economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of financial and quantitative analysis : JFQA
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International journal of forecasting
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ECONIS (ZBW)
44,357
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1
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1
Dissecting skewness under affine
jump
-diffusions
Zhen, Fang
;
Zhang, Jin E.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012299592
Saved in:
2
Model-free implied
volatility
under
jump
-diffusion models
Choi, Seung-mook S.
;
Yang, Hongtao
- In:
Review of economics & finance
16
(
2019
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012030898
Saved in:
3
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
4
Switching to nonaffine stochastic
volatility
: a closed-form expansion for the inverse gamma model
Langrené, Nicolas
;
Lee, Geoffrey
;
Zhu, Zili
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011525109
Saved in:
5
Pricing swaps on discrete realized higher moments under the lévy process
Zhu, Wenli
;
Ruan, Xinfeng
- In:
Computational economics
53
(
2019
)
2
,
pp. 507-532
Persistent link: https://www.econbiz.de/10012134734
Saved in:
6
Finite Gaussian mixture approximations to analytically intractable density Kernels
Khorunzhina, Natalia
;
Richard, Jean-François
- In:
Computational economics
53
(
2019
)
3
,
pp. 991-1017
Persistent link: https://www.econbiz.de/10012135106
Saved in:
7
Integral representations of probability density of stochastic
volatility
models and timer options
Cui, Zhenyu
;
Kirkby, J. Lars
;
Lian, Guanghua
;
Nguyen, Duy
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011787421
Saved in:
8
Variance trading and market price of variance risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
Saved in:
9
Non-linear
volatility
with normal inverse Gaussian innovations : ad-hoc analytic option pricing
Mozumder, Sharif
;
Talukdar, Bakhtear
;
Kabir, M. Humayun
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 97-133
Persistent link: https://www.econbiz.de/10014502965
Saved in:
10
Capturing implied correlation skew from options prices via multiscale stochastic
volatility
models
Pellegrino, T.
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012603755
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