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~isPartOf:"Journal of banking & finance"
~subject:"Option pricing theory"
~subject:"Stochastic process"
~subject:"Zeitreihenanalyse"
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Option pricing theory
Stochastic process
Zeitreihenanalyse
Volatility
375
Volatilität
374
Capital income
110
Kapitaleinkommen
110
Theorie
109
Theory
109
Börsenkurs
102
Share price
102
Estimation
83
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82
Optionspreistheorie
74
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59
United States
59
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55
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Aktienmarkt
48
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48
Prognoseverfahren
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Optionsgeschäft
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105
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Alexander, Carol
2
Andreou, Panayiotis C.
2
Audrino, Francesco
2
Baldeaux, Jan
2
Branger, Nicole
2
Ederington, Louis H.
2
Escobar, Marcos
2
Gkionis, Konstantinos
2
Grasselli, Martino
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Guan, Wei
2
Ignatieva, Ekaterina
2
Jondeau, Eric
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Kaeck, Andreas
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Kagkadis, Anastasios
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2
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Philip, Dennis
2
Platen, Eckhard
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Prokopczuk, Marcel
2
Rockinger, Michael
2
Skiadopoulos, George
2
Stentoft, Lars
2
Vetzal, Kenneth R.
2
Violante, Francesco
2
Anderson, Heather M.
1
Arismendi Zambrano, Juan Carlos
1
Avouyi-Dovi, Sanvi
1
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1
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Baule, Rainer
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Benth, Fred Espen
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Bernales, Alejandro
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Journal of banking & finance
Journal of econometrics
191
International journal of theoretical and applied finance
181
Quantitative finance
141
Discussion paper / Tinbergen Institute
114
Energy economics
105
Finance research letters
101
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
98
Applied mathematical finance
90
The journal of futures markets
89
Journal of empirical finance
83
Economic modelling
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
The journal of computational finance
72
The North American journal of economics and finance : a journal of financial economics studies
71
Computational economics
70
International journal of forecasting
69
Econometric reviews
67
Applied economics
66
Journal of economic dynamics & control
66
Finance and stochastics
63
Economics letters
62
Working paper
59
International review of economics & finance : IREF
55
Journal of financial econometrics : official journal of the Society for Financial Econometrics
54
Review of derivatives research
54
CREATES research paper
53
European journal of operational research : EJOR
53
International journal of financial engineering
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
International review of financial analysis
51
Risks : open access journal
50
Journal of mathematical finance
49
Journal of risk and financial management : JRFM
47
Journal of financial economics
44
Research paper series / Swiss Finance Institute
44
Journal of forecasting
43
Insurance / Mathematics & economics
40
Journal of financial econometrics
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The European journal of finance
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ECONIS (ZBW)
105
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1
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10
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105
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1
Detecting political event risk in the option market
Kostakis, Alexandros
;
Mu, Liangyi
;
Otsubo, Yoichi
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248198
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
GARCH option pricing with volatility derivatives
Oh, Dong Hwan
;
Park, Yang-Ho
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248216
Saved in:
4
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
5
Return decomposition over the business cycle
Cenesizoglu, Tolga
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013533426
Saved in:
6
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:
7
Positive stock information in out-of-the-money option prices
Gkionis, Konstantinos
;
Kostakis, Alexandros
; …
- In:
Journal of banking & finance
128
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012821608
Saved in:
8
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:
9
Model risk and model choice in the case of barrier options and bonus certificates
Baule, Rainer
;
Shkel, David Sebastian
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013256692
Saved in:
10
The surface of implied firm's asset volatility
Lovreta, Lidija
;
Silaghi, Florina
- In:
Journal of banking & finance
112
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012225265
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