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~isPartOf:"Asia-Pacific journal of financial studies"
~subject:"Forecasting model"
~subject:"Volatilität"
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Search: subject:"Derivat <Wertpapier>"
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Forecasting model
Volatilität
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Kim, Sol
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Asia-Pacific journal of financial studies
The journal of futures markets
56
International journal of theoretical and applied finance
41
Energy economics
35
Journal of banking & finance
32
International review of financial analysis
24
Applied mathematical finance
23
Finance research letters
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Review of derivatives research
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International review of economics & finance : IREF
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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European journal of operational research : EJOR
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International journal of financial engineering
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Journal of economic dynamics & control
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International journal of bonds and derivatives
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Journal of financial economics
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Journal of international financial markets, institutions & money
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Finance India : the quarterly journal of Indian Institute of Finance
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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Pacific-Basin finance journal
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1
Predicting commodity-futures basis factor return by basis spread
Daehwan, Kim
- In:
Asia-Pacific journal of financial studies
44
(
2015
)
4
,
pp. 587-615
Persistent link: https://www.econbiz.de/10011470985
Saved in:
2
Pricing and hedging European energy derivatives : a case study of WTI oil options
Hsu, Chih-chen
;
Lin, Shih-kuei
;
Chen, Ting-fu
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
3
,
pp. 317-355
Persistent link: https://www.econbiz.de/10010408044
Saved in:
3
On the importance of the traders' rules for pricing options : evidence from intraday data
Kim, Sol
;
Lee, Changjun
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
6
,
pp. 873-894
Persistent link: https://www.econbiz.de/10010476863
Saved in:
4
The information content of OTC individual put option implied volatility for credit default swap spreads
Park, Yuen Jung
;
Kim, Tong Suk
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
4
,
pp. 491-516
Persistent link: https://www.econbiz.de/10009618798
Saved in:
5
Empirical comparison of alternative implied volatility measures of the forecasting performance of future volatility
Rhee, Dong Woo
;
Byun, Suk Joon
;
Kim, Sol
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
1
,
pp. 103-124
Persistent link: https://www.econbiz.de/10009514731
Saved in:
6
Nonparametric interest rate cap pricing : implications for the "unspanned stochastic volatility" puzzle
Wu, Tao L.
- In:
Asia-Pacific journal of financial studies
40
(
2011
)
4
,
pp. 577-598
Persistent link: https://www.econbiz.de/10009388552
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