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~isPartOf:"Advances in futures and options research : a research annual"
~language:"eng"
~person:"Brooks, Robert"
~person:"Gibson, Rajna"
~person:"Lien, Da-hsiang Donald"
~type_genre:"Article in journal"
~type_genre:"Article"
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Brooks, Robert
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Lien, Da-hsiang Donald
Park, Hun Y.
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Advances in futures and options research : a research annual
The journal of futures markets
55
International review of economics & finance : IREF
38
Applied financial economics
24
International review of financial analysis
20
The North American journal of economics and finance : a journal of financial economics studies
17
Applied economics
15
Journal of international financial markets, institutions & money
14
Journal of banking & finance
12
Economics letters
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Review of quantitative finance and accounting
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Pacific-Basin finance journal
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Applied financial economics letters
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Economic papers : a journal of applied economics and policy
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Journal of multinational financial management
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Applied economics letters
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Education economics
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Finance research letters
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Australian economic papers
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Australian journal of management
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Economic modelling
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Global finance journal
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Journal of international money and finance
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Advances in investment analysis and portfolio management : a research annual
4
Advances in quantitative analysis of finance and accounting : a research annual
4
Journal of economics and finance
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Journal of forecasting
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Research in finance
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Research in international business and finance
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The European journal of finance
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Economic and political studies : EPS
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Emerging markets review
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Journal of development economics
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Journal of economic behavior & organization : JEBO
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
8
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1
Futures hedging and stochastic volatility
Lien, Da-hsiang Donald
- In:
Advances in futures and options research : a research annual
10
(
1999
),
pp. 253-265
Persistent link: https://www.econbiz.de/10001434836
Saved in:
2
Average inter-security correlation coefficients : implications for the timing of hedging decisions
Brooks, Robert
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 129-155
Persistent link: https://www.econbiz.de/10001226763
Saved in:
3
State space symmetry and two-factor option pricing models
Chesney, Marc
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 85-112
Persistent link: https://www.econbiz.de/10001211306
Saved in:
4
Components of the bid-ask spread of default-risky interest rate swaps
Brooks, Robert
- In:
Advances in futures and options research : a research annual
7
(
1994
),
pp. 237-249
Persistent link: https://www.econbiz.de/10001196343
Saved in:
5
The pricing of index options when the underlying assets all follow a lognormal diffusion
Brooks, Robert
- In:
Advances in futures and options research : a research annual
7
(
1994
),
pp. 65-85
Persistent link: https://www.econbiz.de/10001193404
Saved in:
6
Portfolio insurance : does it pay?
Brooks, Robert
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 329-353
Persistent link: https://www.econbiz.de/10001145829
Saved in:
7
The pricing of crude oil futures options contracts
Gibson, Rajna
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 291-311
Persistent link: https://www.econbiz.de/10001145836
Saved in:
8
Options on stocks versus index options : the portfolio effect
Brooks, Robert
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 111-124
Persistent link: https://www.econbiz.de/10001101739
Saved in:
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