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subject:"Option pricing theory"
~isPartOf:"The European journal of finance"
~subject:"ARCH-Modell"
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Option pricing theory
ARCH-Modell
Commodity derivative
13
Rohstoffderivat
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Derivat
5
Derivative
5
Volatility
4
Volatilität
4
ARCH model
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Börsenkurs
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Estimation
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Hedging
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Petroleum
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Theorie
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Index derivative
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price discovery
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Choudhry, Taufiq
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Fong, Wai-mun
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McKenzie, Michael D.
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See, Kim Hock
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Zhang, Yuanyuan
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The European journal of finance
Energy economics
90
The journal of futures markets
23
Economic modelling
17
Finance research letters
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Journal of banking & finance
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Applied economics
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International Journal of Energy Economics and Policy : IJEEP
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International review of financial analysis
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International review of economics & finance : IREF
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Journal of commodity markets
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Research in international business and finance
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American journal of agricultural economics
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Applied economics letters
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European journal of operational research : EJOR
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Journal of international financial markets, institutions & money
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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The North American journal of economics and finance : a journal of financial economics studies
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The energy journal
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International journal of theoretical and applied finance
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Review of derivatives research
5
Review of quantitative finance and accounting
5
Agricultural finance review
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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Journal of forecasting
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Cogent economics & finance
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International journal of bonds and derivatives
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International journal of finance & economics : IJFE
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International journal of forecasting
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The empirical economics letters : a monthly international journal of economics
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The journal of finance : the journal of the American Finance Association
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Forecasting the daily dynamic hedge ratios by GARCH models : evidence from the agricultural futures markets
Zhang, Yuanyuan
;
Choudhry, Taufiq
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 376-399
Persistent link: https://www.econbiz.de/10010528976
Saved in:
2
Basis variations and regime shifts in the oil futures market
Fong, Wai-mun
;
See, Kim Hock
- In:
The European journal of finance
9
(
2003
)
5
,
pp. 499-513
Persistent link: https://www.econbiz.de/10001885513
Saved in:
3
Power ARCH modelling of commodity futures data on the London metal exchange
McKenzie, Michael D.
(
contributor
)
- In:
The European journal of finance
7
(
2001
)
1
,
pp. 22-38
Persistent link: https://www.econbiz.de/10001542130
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