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~isPartOf:"Journal of econometrics"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Schätzung"
~subject:"Share price"
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Behavioural finance
Black-Scholes model
Index futures
Schätzung
Share price
Option trading
14
Optionsgeschäft
14
Volatility
10
Volatilität
10
Option pricing theory
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Optionspreistheorie
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Derivat
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Derivative
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McAleer, Michael
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Journal of econometrics
The journal of futures markets
56
Journal of banking & finance
34
International journal of theoretical and applied finance
26
The journal of derivatives : the official publication of the International Association of Financial Engineers
22
International review of economics & finance : IREF
19
Wiley trading series
19
Journal of financial economics
16
Review of derivatives research
16
Quantitative finance
15
Finance research letters
14
Journal of financial markets
14
Applied mathematical finance
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Research paper series / Swiss Finance Institute
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The North American journal of economics and finance : a journal of financial economics studies
12
The review of financial studies
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Applied economics
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Computational economics
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International review of financial analysis
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The journal of computational finance
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International journal of financial engineering
10
Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
10
Journal of international financial markets, institutions & money
10
The journal of finance : the journal of the American Finance Association
10
Journal of economic dynamics & control
9
Journal of mathematical finance
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Review of quantitative finance and accounting
9
Swiss Finance Institute Research Paper
9
Journal of derivatives & hedge funds
8
Theoretical economics letters
8
Working paper / National Bureau of Economic Research, Inc.
8
Bloomberg financial series
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Finance and stochastics
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NBER working paper series
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Pacific-Basin finance journal
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The European journal of finance
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Asia-Pacific financial markets
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ECONIS (ZBW)
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1
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
2
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
3
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
4
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
5
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
6
On implied volatility for options : some reasons to smile and more to correct
Chen, Song Xi
;
Xu, Zheng
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010258291
Saved in:
7
Hermite polynomial based expansion of European option prices
Xiu, Dacheng
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 158-177
Persistent link: https://www.econbiz.de/10010372651
Saved in:
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