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source:"econis"
subject:"Zeitreihenanalyse"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Volatility"
~subject:"Wettbewerb"
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Zeitreihenanalyse
Volatility
Wettbewerb
Theorie
567
Theory
567
Portfolio selection
145
Portfolio-Management
145
Stochastic process
116
Stochastischer Prozess
116
Option pricing theory
103
Optionspreistheorie
103
Volatilität
76
Credit risk
67
Kreditrisiko
67
Derivat
65
Derivative
65
Hedging
55
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51
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Brigo, Damiano
3
Fouque, Jean-Pierre
2
Ostrovsky, Dmitry
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Papanicolaou, George
2
Platen, Eckhard
2
Sircar, Kaushik Ronnie
2
Stauffer, Dietrich
2
Takahashi, Akihiko
2
Achdou, Yves
1
Albanese, Claudio
1
Ammou, Samir Ben
1
An, Yunbi
1
Ané, Thierry
1
Assaf, Ata
1
Avellaneda, Marco
1
Barucci, Emilio
1
Bayraktar, Erhan
1
Benth, Fred Espen
1
Bertschinger, Nils
1
Bianchi, Michele Leonardo
1
Bormetti, Giacomo
1
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1
Buff, Robert
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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1
Clewlow, Les
1
Clémençon, Stéphan
1
Constantinou, Irene C.
1
Cousot, Laurent
1
Cuthbertson, Charles
1
D'Ippoliti, Fernanda
1
DeMatos, João Amaro
1
Delpini, Danilo
1
Derman, Emanuel
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Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
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International journal of theoretical and applied finance
Journal of econometrics
416
Economics letters
411
International journal of forecasting
343
NBER working paper series
308
Working paper / National Bureau of Economic Research, Inc.
293
NBER Working Paper
292
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
278
Discussion paper / Centre for Economic Policy Research
269
Journal of forecasting
256
Discussion paper / Tinbergen Institute
247
Econometric theory
198
Economic modelling
190
CESifo working papers
183
Applied economics
171
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170
Econometric reviews
167
Journal of banking & finance
158
Journal of economic dynamics & control
143
Applied economics letters
133
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
125
International journal of industrial organization
120
Journal of applied econometrics
119
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
113
European journal of operational research : EJOR
111
Journal of empirical finance
111
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
Energy economics
106
Journal of financial economics
105
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
103
CREATES research paper
102
Computational economics
102
International review of economics & finance : IREF
101
Finance research letters
97
Journal of international money and finance
94
Management science : journal of the Institute for Operations Research and the Management Sciences
92
Discussion papers / CEPR
90
Discussion paper
87
Working paper / Department of Econometrics and Business Statistics, Monash University
86
EUI working paper / ECO
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ECONIS (ZBW)
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1
Portfolio insurance under rough volatility and Volterra processes
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807860
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2
Survival investment strategies in a continuous-time market model with competition
Zhitlukhin, M. V.
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012650248
Saved in:
3
Volatility inference and return dependencies in stochastic volatility models
Pfante, Oliver
;
Bertschinger, Nils
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10012019759
Saved in:
4
Hurst exponents and delampertized fractional Brownian motions
Garcin, Matthieu
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012153029
Saved in:
5
Global and regional risks in currency returns
Rendon, Jairo A.
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012183303
Saved in:
6
Drawdown measures and return moments
Möller, Philipp M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011957033
Saved in:
7
Out-of-sample stock return prediction using higher-order moments
Faias, José Afonso
;
Castel-Branco, Tiago
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011926608
Saved in:
8
Heterogeneity in risk preferences leads to stochastic volatility
Leisen, Dietmar
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011926621
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9
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
10
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011453874
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