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isPartOf:"Journal of financial economics"
~language:"eng"
~subject:"Optionspreistheorie"
~subject:"Time series analysis"
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Optionspreistheorie
Time series analysis
Volatility
184
Volatilität
184
Capital income
82
Kapitaleinkommen
82
Börsenkurs
74
Share price
74
Theorie
71
Theory
71
CAPM
44
Risikoprämie
42
Risk premium
42
Estimation
37
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Option pricing theory
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Jacobs, Kris
4
Christoffersen, Peter F.
3
Ornthanalai, Chayawat
3
Bai, Jennie
2
Bollerslev, Tim
2
Fusari, Nicola
2
Goldstein, Robert S.
2
Gourier, Elise
2
Leippold, Markus
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Muravyev, Dmitriy
2
Todorov, Viktor
2
Andersen, Torben
1
Bali, Turan G.
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
Calvet, Laurent E.
1
Carr, Peter
1
Chang, Carolyn C. W.
1
Chang, Jack S. K.
1
Chernov, Mikhail
1
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1
Collin-Dufresne, Pierre
1
Corsi, Fulvio
1
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1
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Filipović, Damir
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Geske, Robert Leonard
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1
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1
Goyal, Amit
1
Harvey, Campbell R.
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Journal of financial economics
International journal of theoretical and applied finance
162
Journal of econometrics
136
Quantitative finance
120
Journal of banking & finance
96
Discussion paper / Tinbergen Institute
90
Energy economics
85
Finance research letters
81
The journal of futures markets
76
Applied mathematical finance
73
Economic modelling
72
The North American journal of economics and finance : a journal of financial economics studies
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
The journal of computational finance
65
Journal of empirical finance
64
International journal of forecasting
62
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
Applied economics
54
Computational economics
54
Journal of economic dynamics & control
52
Review of derivatives research
51
International journal of financial engineering
50
International review of economics & finance : IREF
49
European journal of operational research : EJOR
47
Economics letters
46
Finance and stochastics
45
International review of financial analysis
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
41
Journal of mathematical finance
40
Journal of risk and financial management : JRFM
40
Journal of forecasting
39
Risks : open access journal
38
The journal of derivatives : the official publication of the International Association of Financial Engineers
37
Econometric reviews
36
Journal of financial econometrics
36
CREATES research paper
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
33
Research paper series / Swiss Finance Institute
33
Working paper
33
Review of quantitative finance and accounting
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ECONIS (ZBW)
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1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
Momentum turning points
Goulding, Christian L.
;
Harvey, Campbell R.
;
Mazzoleni, …
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 378-406
Persistent link: https://www.econbiz.de/10014419608
Saved in:
3
Volatility and the cross-section of returns on FX options
Fullwood, Jonathan
;
James, Jessica
;
Marsh, Ian
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 1262-1284
Persistent link: https://www.econbiz.de/10012873205
Saved in:
4
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
5
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
6
Cross-asset signals and time series momentum
Pitkäjärvi, Aleksi
;
Suominen, Matti
;
Vaittinen, Lauri
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 63-85
Persistent link: https://www.econbiz.de/10012545360
Saved in:
7
Why do option returns change sign from day to night?
Muravyev, Dmitriy
;
Ni, Xuechuan Charles
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 219-238
Persistent link: https://www.econbiz.de/10012545424
Saved in:
8
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
9
Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets
Bardgett, Chris
;
Gourier, Elise
;
Leippold, Markus
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 593-618
Persistent link: https://www.econbiz.de/10012133017
Saved in:
10
Quadratic variance swap models
Filipović, Damir
;
Gourier, Elise
;
Mancini, Loriano
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 44-68
Persistent link: https://www.econbiz.de/10011589703
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