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subject:"Schätzung"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of banking & finance"
~subject:"Optionsgeschäft"
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Schätzung
Optionsgeschäft
Derivat
209
Derivative
209
Theorie
69
Theory
69
Volatility
39
Volatilität
39
Option pricing theory
38
Optionspreistheorie
38
Hedging
36
Credit risk
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Börsenkurs
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Share price
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Welt
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World
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Futures
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Capital income
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Kapitaleinkommen
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Park, Sung Y.
2
Wang, Yudong
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Barsotti, Flavia
1
Baule, Rainer
1
Benninga, Simon
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Caldana, Ruggero
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Chang, Charles
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Dempsey, Michael
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Ding, Haoyuan
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Dungey, Mardi H.
1
Fan, Kun
1
Farkas, Walter
1
Fernandez-Perez, Adrian
1
Ferrara, Gerardo
1
Frijns, Bart
1
Fuertes, Ana María
1
Fuh, Cheng-der
1
Fusai, Gianluca
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Galai, Dan
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Gao, Y.
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Gilstrap, Collin
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Gourier, Elise
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Hughen, W. Keener
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Economic modelling
Journal of banking & finance
The journal of futures markets
63
International journal of theoretical and applied finance
25
Applied financial economics
24
Review of derivatives research
21
International review of economics & finance : IREF
19
Applied mathematical finance
17
Finance research letters
17
Journal of financial economics
17
International review of financial analysis
16
Quantitative finance
16
The North American journal of economics and finance : a journal of financial economics studies
16
Energy economics
14
The European journal of finance
14
European journal of operational research : EJOR
13
International journal of financial engineering
13
The journal of derivatives : JOD
13
Applied economics letters
12
Journal of financial markets
12
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Journal of mathematical finance
10
Journal of econometrics
9
The journal of finance : the journal of the American Finance Association
9
Working paper / National Bureau of Economic Research, Inc.
9
Journal of economic dynamics & control
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
NBER working paper series
8
Risks : open access journal
8
Journal of risk and financial management : JRFM
7
Working paper
7
Gabler Edition Wissenschaft
6
International journal of bonds and derivatives
6
Pacific-Basin finance journal
6
Review of financial economics : RFE
6
Review of quantitative finance and accounting
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The journal of computational finance
6
Always learning
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Cogent economics & finance
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ECONIS (ZBW)
34
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1
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
2
Counterparty choice in the UK credit default swap market : an empirical matching approach
Ferrara, Gerardo
;
Kim, Jun Sung
;
Koo, Bonsoo
;
Liu, Zijun
- In:
Economic modelling
94
(
2021
),
pp. 58-74
Persistent link: https://www.econbiz.de/10012694709
Saved in:
3
The FOMC announcement returns on long-term US and German bond futures
Indriawan, Ivan
;
Jiao, Feng
;
Tse, Yiuman
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012662330
Saved in:
4
Trading behavior of retail investors in derivatives markets : evidence from Mini options
Li, Yubin
;
Zhao, Chen
;
Zhong, Zhaodong
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013256448
Saved in:
5
Model risk and model choice in the case of barrier options and bonus certificates
Baule, Rainer
;
Shkel, David Sebastian
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013256692
Saved in:
6
Striking up with the in crowd : when option markets and insiders agree
Gilstrap, Collin
;
Petkevich, Alex
;
Teterin, Pavel
- In:
Journal of banking & finance
120
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012521489
Saved in:
7
The skewness of commodity futures returns
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Fuertes, Ana María
- In:
Journal of banking & finance
86
(
2018
),
pp. 127-142
Persistent link: https://www.econbiz.de/10011962440
Saved in:
8
From the Samuelson volatility effect to a Samuelson correlation effect : an analysis of crude oil calendar spread options
Schneider, Lorenz
;
Tavin, Bertrand
- In:
Journal of banking & finance
95
(
2018
),
pp. 185-202
Persistent link: https://www.econbiz.de/10011966746
Saved in:
9
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
Saved in:
10
Do oil futures prices predict stock returns?
Chiang, I-Hsuan Ethan
;
Hughen, W. Keener
- In:
Journal of banking & finance
79
(
2017
),
pp. 129-141
Persistent link: https://www.econbiz.de/10011815141
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