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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Economic modelling"
~isPartOf:"Finance research letters"
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Wang, Xingchun
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Finance research letters
European journal of operational research : EJOR
643
International journal of theoretical and applied finance
324
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282
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ECONIS (ZBW)
203
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1
Dynamic margin optimization
Berlinger, Edina
;
Bihary, Zsolt
;
Dömötör, Barbara
- In:
Finance research letters
68
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10015063692
Saved in:
2
Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu
;
Liang, Yanzi
;
Lan, Xinchen
;
Lu, Zheng
- In:
Finance research letters
64
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
Saved in:
3
Decoding financial performance of US-listed entities : a sectoral exploration of input efficiency amid stochastic volatility
Andrews, Antony
;
Kumar, Nikeel Nishkar
- In:
Finance research letters
64
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014531748
Saved in:
4
On sectoral market efficiency
Villena, Marcelo J.
;
Araneda, Axel A.
- In:
Finance research letters
61
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490705
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5
Volatility or higher moments : which is more important in return density forecasts of stochastic volatility model?
Li, Chenxing
;
Zhang, Zehua
;
Zhao, Ran
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10015062448
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6
A closed-form solution for spot volatility from options under limited data
Zhang, Aoran
;
Zhou, Chunyang
- In:
Finance research letters
67
(
2024
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10015062164
Saved in:
7
Potential pricing factors in the Korean market
Bang, Jeongseok
;
Kang, Yeonchan
;
Ryu, Doojin
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-6
Persistent link: https://www.econbiz.de/10015063069
Saved in:
8
A neural network framework for portfolio optimization under second-order stochastic dominance
Babapour-Azar, Ali
;
Shiraz, Rashed Khanjani
- In:
Finance research letters
66
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10015061178
Saved in:
9
Dynamic consumption and portfolio choice considering information learning and stochastic interest rate
Zhou, Minna
;
Liu, Yongjun
- In:
Finance research letters
65
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014551928
Saved in:
10
Portfolio selection via high-dimensional stochastic factor Copula
Chen, Zhenlong
;
Chang, Jing
;
Hao, Xiaozhen
- In:
Finance research letters
67
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10015061465
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