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~isPartOf:"Economic modelling"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working paper"
~type_genre:"Article in journal"
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Search: subject_exact:"Wertpapiertermingeschäft"
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Derivat
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Economic modelling
Journal of economic dynamics & control
Mathematical finance : an international journal of mathematics, statistics and financial theory
Working paper
The journal of futures markets
388
Journal of banking & finance
176
International journal of theoretical and applied finance
170
Energy economics
122
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80
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Advances in futures and options research : a research annual
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Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
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The North American journal of economics and finance : a journal of financial economics studies
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Review of quantitative finance and accounting
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Research in international business and finance
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Risks : open access journal
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Journal of securities operations & custody
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The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
116
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116
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1
Pricing cryptocurrency options with machine learning regression for handling market volatility
Brini, Alessio
;
Lenz, Jimmie
- In:
Economic modelling
136
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014549153
Saved in:
2
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:
3
A general method for analysis and valuation of drawdown risk
Zhang, Gongqiu
;
Li, Lingfei
- In:
Journal of economic dynamics & control
152
(
2023
),
pp. 1-37
Persistent link: https://www.econbiz.de/10014427618
Saved in:
4
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
5
Media effects matter : macroeconomic announcements in the gold futures market
Liang, Qi
;
Sun, Wenjia
;
Li, Wenyu
;
Yu, Fengyan
- In:
Economic modelling
96
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012745217
Saved in:
6
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:
7
Price explosiveness in nonferrous metal futures markets
Ma, Richie Ruchuan
;
Xiong, Tao
- In:
Economic modelling
94
(
2021
),
pp. 75-90
Persistent link: https://www.econbiz.de/10012694717
Saved in:
8
How do sovereign risk, equity and foreign exchange derivatives markets interact?
Ibhagui, Oyakhilome
- In:
Economic modelling
97
(
2021
),
pp. 58-78
Persistent link: https://www.econbiz.de/10012793299
Saved in:
9
Investing in electricity production under a reliability options scheme
Fontini, Fulvio
;
Vargiolu, Tiziano
;
Zormpas, Dimitrios
- In:
Journal of economic dynamics & control
126
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012667919
Saved in:
10
Simulating liquidity stress in the derivatives market
Bardoscia, Marco
;
Ferrara, Gerardo
;
Vause, Nicholas
; …
- In:
Journal of economic dynamics & control
133
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014535140
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