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isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Anleihe"
~subject:"Volatilität"
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Platen, Eckhard
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Guo, Zhi
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Li, Kai
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Journal of banking & finance
54
Finance research letters
49
International review of financial analysis
39
The North American journal of economics and finance : a journal of financial economics studies
35
Energy economics
34
Journal of empirical finance
33
Journal of financial economics
32
NBER working paper series
32
The journal of asset management
30
Working paper / National Bureau of Economic Research, Inc.
27
NBER Working Paper
26
Research paper series / Swiss Finance Institute
25
International review of economics & finance : IREF
22
Journal of international financial markets, institutions & money
22
Journal of risk and financial management : JRFM
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Applied economics
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Working paper
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Economic modelling
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Swiss Finance Institute Research Paper
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The journal of portfolio management : JPM
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Journal of economic dynamics & control
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Investment management and financial innovations
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Risks : open access journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Discussion papers / CEPR
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European journal of operational research : EJOR
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International journal of theoretical and applied finance
16
Quantitative finance
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Research in international business and finance
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The European journal of finance
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The review of financial studies
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Journal of econometrics
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The journal of portfolio management : a publication of Institutional Investor
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Insurance / Mathematics & economics
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International journal of finance & economics : IJFE
14
The journal of fixed income
14
Applied mathematical finance
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Discussion paper / Centre for Economic Policy Research
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Financial markets and portfolio management
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Journal of investment management : JOIM
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ECONIS (ZBW)
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1
Reversing momentum : the optimal dynamic momentum strategy
Li, Kai
;
Liu, Jun
-
2016
Persistent link: https://www.econbiz.de/10011777992
Saved in:
2
A penny saved is a penny earned : less expensive zero coupon bonds
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778099
Saved in:
3
Loading pricing of catastrophe bonds and other long-dated, insurance-type contracts
Platen, Eckhard
;
Taylor, David
-
2016
Persistent link: https://www.econbiz.de/10011778139
Saved in:
4
Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344800
Saved in:
5
The small and large time implied volatilities in the minimal market model
Guo, Zhi
;
Platen, Eckhard
-
2011
Persistent link: https://www.econbiz.de/10009564614
Saved in:
6
Affine realizations for Lévy driven interest rate models with real-world forward rate dynamics
Platen, Eckhard
;
Tappe, Stefan
-
2011
Persistent link: https://www.econbiz.de/10009564622
Saved in:
7
Alternative defaultable term structure models
Bruti-Liberati, Nicola
;
Nikitopoulos, Christina Sklibosios
-
2009
Persistent link: https://www.econbiz.de/10003857269
Saved in:
8
Modeling the volatility and expected value of a diversified world index
Platen, Eckhard
-
2003
Persistent link: https://www.econbiz.de/10002250902
Saved in:
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