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Systematic Risk and the Price...
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Theorie
62
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62
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30
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21
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14
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132
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Duan, Jin-Chuan
157
Wei, Jason
71
Simonato, Jean-Guy
26
Cao, Melanie
20
Fulop, Andras
15
Sealey, C. W.
13
Moreau, Arthur F.
12
Choy, Siu Kai
10
Gauthier, Geneviève
10
Yu, Min-Teh
10
Tucker, Alan L.
7
Wang, Tao
6
Jacobs, Kris
5
Pliska, Stanley R.
5
Sun, Zhiqiang
5
Duan, Jin-chuan
4
Dudley, Evan
4
Sun, Jie
4
Wei, Jason Zhanshun
4
Yeh, Chung-Ying
4
Chiarella, Carl
3
Elfakhani, Said
3
Hung, Mao-Wei
3
Nam, Jouahn
3
Ritchken, Peter
3
Ritchken, Peter H.
3
Sasseville, Caroline
3
Van Laere, Elisabeth
3
Zhang, Hua
3
Zheng, Jinguo
3
Chaudhury, Mohammed M.
2
Chen, Long
2
Fülöp, András
2
Hsieh, Yu-Wei
2
Kim, Baeho
2
Kim, Woojin
2
Li, Yun
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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Journal of banking & finance
20
The journal of futures markets
12
Journal of Banking & Finance
10
Research in finance
10
Journal of econometrics
8
Journal of economic dynamics & control
8
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Global credit review
5
CIRANO Working Papers
4
Journal of Economic Dynamics and Control
4
Journal of Futures Markets
4
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4
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4
Mathematical Finance
4
Journal of Econometrics
3
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3
Rotman School of Management working paper / University of Toronto Rotman School of Management
3
The journal of risk and insurance : the journal of the American Risk and Insurance Association
3
The review of financial studies
3
Advances in futures and options research : a research annual
2
IEHAS Discussion Papers
2
International Review of Economics & Finance
2
Journal of Empirical Finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of international money and finance
2
MNB Working Papers
2
Management Science
2
Pacific-Basin Finance Journal
2
Review of financial economics : RFE
2
Review of quantitative finance and accounting
2
Risk : managing risk in the world's financial markets
2
Rotman School of Management Working Paper
2
The journal of finance : the journal of the American Finance Association
2
The journal of fixed income
2
ADBI Working Paper
1
Advances in Pacific Basin business, economics, and finance
1
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Advances in financial planning and forecasting
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ECONIS (ZBW)
121
RePEc
55
OLC EcoSci
45
EconStor
3
BASE
2
USB Cologne (EcoSocSci)
1
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181
Determinants of banks' deposit insurance liabilities : exogenous versus managerial influences
Duan, Jin-chuan
;
Sealey, C. W.
- In:
Research in finance
15
(
1997
),
pp. 255-274
Persistent link: https://www.econbiz.de/10009943449
Saved in:
182
A simple long-memory equilibrium interest rate model
Duan, Jin-Chuan
- In:
Economics letters
53
(
1996
)
3
,
pp. 317-321
Persistent link: https://www.econbiz.de/10001216256
Saved in:
183
Loan commitments, investment decisions and the signalling equilibrium
Duan, Jin-Chuan
- In:
Journal of banking & finance
17
(
1993
)
4
,
pp. 645-661
Persistent link: https://www.econbiz.de/10001147088
Saved in:
184
Option valuation with co.integrated asset prices
Duan, Jin-Chuan
;
Pliska, Stanley R.
- In:
Journal of economic dynamics & control
28
(
2004
)
4
,
pp. 727-754
Persistent link: https://www.econbiz.de/10001854468
Saved in:
185
Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk
Duan, Jin-Chuan
;
Yu, Min-Teh
- In:
Journal of banking & finance
29
(
2005
)
10
,
pp. 2435-2454
Persistent link: https://www.econbiz.de/10003071010
Saved in:
186
Approximating American option prices in the GARCH framework
Duan, Jin-Chuan
;
Gauthier, Geneviève
;
Sasseville, Caroline
- In:
The journal of futures markets
23
(
2003
)
10
,
pp. 915-929
Persistent link: https://www.econbiz.de/10001789593
Saved in:
187
Volatility and maturity effects in the Nikkei index futures
Chen, Yen-ju
;
Duan, Jin-Chuan
;
Hung, Mao-Wei
- In:
The journal of futures markets
19
(
1999
)
8
,
pp. 895-909
Persistent link: https://www.econbiz.de/10001443384
Saved in:
188
Pricing discretely monitored barrier options by a Markov chain
Duan, Jin-Chuan
;
Dudley, Evan
;
Gauthier, Geneviève
; …
- In:
The journal of derivatives : the official publication …
10
(
2003
)
4
,
pp. 9-31
Persistent link: https://www.econbiz.de/10001781756
Saved in:
189
Estimating the structural credit risk model when equity prices are contaminated by trading noises
Duan, Jin-Chuan
;
Fulop, Andras
-
2006
Persistent link: https://www.econbiz.de/10003440095
Saved in:
190
How frequently does the stock price jump? : An analysis of high-frequency data with microstructure noises
Duan, Jin-Chuan
(
contributor
);
Fulop, Andras
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003494018
Saved in:
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