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~isPartOf:"International journal of theoretical and applied finance"
~language:"eng"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Aktienindex
19
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Ammou, Samir Ben
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Buckley, I. R. C.
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Korn, Ralf
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International journal of theoretical and applied finance
Applied financial economics
19
Journal of banking & finance
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics letters
13
International review of economics & finance : IREF
11
Applied economics
10
Discussion paper / Tinbergen Institute
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International review of financial analysis
10
Journal of empirical finance
10
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CESifo working papers
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Economics letters
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international financial markets, institutions & money
5
Journal of mathematical finance
5
Quantitative finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
CORE discussion paper : DP
4
Computational economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Financial innovation : FIN
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International Journal of Financial Studies : open access journal
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International journal of economics and financial issues : IJEFI
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Journal of international money and finance
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1
Equilibrium asset returns in financial markets
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012013852
Saved in:
2
Lost in contagion? : building a liquidation index from covariance dynamics
Wagalath, Lakshithe
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011686776
Saved in:
3
The 3/2 model as a stochastic volatility approximation for a large-basket price-weighted index
Hambly, Ben
;
Vaicenavicius, Juozas
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011403929
Saved in:
4
Wavelet estimators for long memory in stock markets
Mabrouk, Anouar Ben
;
Kortas, Hedi
;
Ammou, Samir Ben
- In:
International journal of theoretical and applied finance
12
(
2009
)
3
,
pp. 297-317
Persistent link: https://www.econbiz.de/10003867402
Saved in:
5
Modeling the volatility and expected value of a diversified world index
Platen, Eckhard
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 511-529
Persistent link: https://www.econbiz.de/10002108812
Saved in:
6
Long memory in financial time series data with non-Gaussian disturbances
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
6
(
2003
)
2
,
pp. 119-134
Persistent link: https://www.econbiz.de/10001769123
Saved in:
7
Minimal cost index tracking under nonlinear transaction costs and minimal transaction unit constraints
Konno, Hiroshi
;
Wijayanayake, Annista
- In:
International journal of theoretical and applied finance
4
(
2001
)
6
,
pp. 939-957
Persistent link: https://www.econbiz.de/10001632658
Saved in:
8
Optimal index tracking under transaction costs and impulse control
Buckley, I. R. C.
- In:
International journal of theoretical and applied finance
1
(
1998
)
3
,
pp. 315-330
Persistent link: https://www.econbiz.de/10001251052
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