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~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"Journal of banking & finance"
~subject:"Risikoprämie"
~subject:"Stochastic process"
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Risikoprämie
Stochastic process
Volatility
536
Volatilität
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Börsenkurs
164
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164
Capital income
137
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Prokopczuk, Marcel
4
Wese Simen, Chardin
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2
Branger, Nicole
2
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2
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International Journal of Energy Economics and Policy : IJEEP
Journal of banking & finance
International journal of theoretical and applied finance
139
Journal of econometrics
113
Quantitative finance
87
Applied mathematical finance
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
Discussion paper / Tinbergen Institute
57
Journal of financial economics
56
Finance research letters
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Journal of economic dynamics & control
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Journal of empirical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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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 financial econometrics : official journal of the Society for Financial Econometrics
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International review of financial analysis
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International review of economics & finance : IREF
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Risks : open access journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
Can the Heston model forecast energy generation? : a systematic literature review
Reichert, Bianca
;
Souza, Adriano Mendonça de
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
1
,
pp. 289-295
Persistent link: https://www.econbiz.de/10013175052
Saved in:
2
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
3
A stochastic programming model for dynamic portfolio management with financial derivatives
Barro, Diana
;
Consigli, Giorgio
;
Varun, Vivek
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013463145
Saved in:
4
Dissecting the yield curve : the international evidence
Berardi, Andrea
;
Plazzi, Alberto
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013400006
Saved in:
5
Unspanned stochastic volatility from an empirical and practical perspective
Backwell, Alex
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012659269
Saved in:
6
Moment risk premia and the cross-section of stock returns in the European stock market
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012221095
Saved in:
7
Comparing high-dimensional conditional covariance matrices : implications for portfolio selection
Moura, Guilherme Valle
;
Santos, André A. P.
;
Ruiz, Esther
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521005
Saved in:
8
VIX valuation and its futures pricing through a generalized affine realized volatility model with hidden components and jump
Wang, Qi
;
Wang, Zerong
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012489233
Saved in:
9
Explaining CDS prices with Merton's model before and after the Lehman default
Gemmill, Gordon
;
Marra, Miriam
- In:
Journal of banking & finance
106
(
2019
),
pp. 93-109
Persistent link: https://www.econbiz.de/10012224244
Saved in:
10
The asymmetric effect of equity volatility on credit default swap spreads
Lee, Hwang Hee
;
Hyun, Jung-Soon
- In:
Journal of banking & finance
98
(
2019
),
pp. 125-136
Persistent link: https://www.econbiz.de/10012162246
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