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~isPartOf:"Discussion paper / B"
~isPartOf:"The financial review : the official publication of the Eastern Finance Association"
~subject:"ARCH-Modell"
~subject:"Theorie"
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Search: subject_exact:"Derivatives Finanzinstrument"
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Derivat
46
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6
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4
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Deutsche Forschungsgemeinschaft
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
3
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Discussion paper / B
The financial review : the official publication of the Eastern Finance Association
The journal of futures markets
135
International journal of theoretical and applied finance
66
Journal of banking & finance
64
Energy economics
36
Advances in futures and options research : a research annual
33
Journal of financial and quantitative analysis : JFQA
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28
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22
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21
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21
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20
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20
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19
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13
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ECONIS (ZBW)
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1
Credit derivatives and loan yields
Azam, Nimita
;
Mamun, Abdullah al
;
Tannous, George F.
- In:
The financial review : the official publication of the …
57
(
2022
)
1
,
pp. 205-241
Persistent link: https://www.econbiz.de/10012819512
Saved in:
2
Asymmetric volatility, skewness, and downside risk in different asset classes : evidence from futures markets
Tse, Yiuman
- In:
The financial review : the official publication of the …
51
(
2016
)
1
,
pp. 83-111
Persistent link: https://www.econbiz.de/10011436801
Saved in:
3
Algorithmic trading, liquidity, and price discovery : an intraday analysis of the SPI 200 futures
Viljoen, Tina
;
Westerholm, P. Joakim
;
Zheng, Hui
- In:
The financial review : the official publication of the …
49
(
2014
)
2
,
pp. 245-270
Persistent link: https://www.econbiz.de/10010363593
Saved in:
4
Portfolio effects and valuation of weather derivatives
Brockett, Patrick L.
;
Wang, Mulong
;
Yang, Chuanhou
; …
- In:
The financial review : the official publication of the …
41
(
2006
)
1
,
pp. 55-76
Persistent link: https://www.econbiz.de/10003274772
Saved in:
5
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
6
European and American barrier options : a discrete time approach and further extensions
Sandmann, Klaus
-
1994
Persistent link: https://www.econbiz.de/10000886167
Saved in:
7
Closed form representations for the minimal hedging portfolios of American type contingent claims
Kramkov, D. O.
-
1994
Persistent link: https://www.econbiz.de/10000895889
Saved in:
8
Arithmetic-Average-Price-Optionen : Bewertungsverfahren und Simulationsstudie
Reimer, Matthias
-
1993
Persistent link: https://www.econbiz.de/10000347817
Saved in:
9
Why the forward rate is a biased predictor of the future spot rate if investors are risk neutral
Schmidt, Roland
-
1993
Persistent link: https://www.econbiz.de/10000136112
Saved in:
10
Why the forward rate is a biased predictor of the future spot rate if investors are risk neutral
Schmidt, Roland
-
1993
Persistent link: https://www.econbiz.de/10000855153
Saved in:
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