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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"Working paper"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Search: subject_exact:"Wertpapiertermingeschäft"
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Volatilität
Derivat
80
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80
Theorie
37
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25
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25
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17
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Ahmed, Shamim
1
Bratis, Theodoros
1
Chen, Mei-ling
1
Cont, Rama
1
Figueroa-López, José E.
1
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1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Review of quantitative finance and accounting
Working paper
The journal of futures markets
45
International journal of theoretical and applied finance
38
Energy economics
33
Journal of banking & finance
30
Applied mathematical finance
23
Finance research letters
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International review of financial analysis
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Review of derivatives research
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International review of economics & finance : IREF
19
Quantitative finance
19
Journal of econometrics
13
Research in international business and finance
13
The European journal of finance
13
Applied financial economics
12
European journal of operational research : EJOR
12
International journal of financial engineering
12
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics
11
Applied economics letters
10
Journal of economic dynamics & control
9
International journal of bonds and derivatives
8
Journal of empirical finance
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
7
Finance India : the quarterly journal of Indian Institute of Finance
7
Finance and stochastics
7
Journal of financial markets
7
Journal of risk and financial management : JRFM
7
Risks : open access journal
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The journal of computational finance
7
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6
Journal of financial economics
6
Journal of international financial markets, institutions & money
6
Review of Pacific Basin financial markets and policies
6
The journal of derivatives : JOD
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Asia-Pacific journal of financial studies
5
Cogent economics & finance
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International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
14
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1
Hedging performance of volatility index futures : a partial cointegration approach
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
;
Sheu, Her-jiun
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
Saved in:
2
CDS and equity markets' volatility linkages : lessons from the EMU crisis
Bratis, Theodoros
;
Laopodis, Nikiforos
;
Kouretas, …
- In:
Review of quantitative finance and accounting
60
(
2023
)
3
,
pp. 1259-1281
Persistent link: https://www.econbiz.de/10014291804
Saved in:
3
Do futures lead the index under stress? : evidence from the 2015 Chinese market turmoil and its aftermath
Guo, Shuxin
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 91-110
Persistent link: https://www.econbiz.de/10012432629
Saved in:
4
Volatility forecasting in the Chinese commodity futures market with intraday data
Jiang, Ying
;
Ahmed, Shamim
;
Liu, Xiaoquan
- In:
Review of quantitative finance and accounting
48
(
2017
)
4
,
pp. 1123-1173
Persistent link: https://www.econbiz.de/10011797006
Saved in:
5
High-order short-time expansions for ATM option prices of exponential Lévy models
Figueroa-López, José E.
;
Gong, Ruoting
;
Houdré, Christian
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 516-557
Persistent link: https://www.econbiz.de/10011583594
Saved in:
6
Bessel processes, stochastic volatility, and timer options
Li, Chenxu
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 122-148
Persistent link: https://www.econbiz.de/10011550172
Saved in:
7
Volatilities implied by price changes in the S&P 500 options and futures contracts
Hilliard, Jitka
;
Li, Wei
- In:
Review of quantitative finance and accounting
42
(
2014
)
4
,
pp. 599-626
Persistent link: https://www.econbiz.de/10010431376
Saved in:
8
Pricing derivatives on multiscale diffusions : an eigenfunction expansion approach
Lorig, Matthew
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 331-363
Persistent link: https://www.econbiz.de/10010357372
Saved in:
9
Time-changed Ornstein-Uhlenbeck processes and their applications in commodity derivative models
Li, Lingfei
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 289-330
Persistent link: https://www.econbiz.de/10010357373
Saved in:
10
A consistent pricing model for index options and volatility derivatives
Cont, Rama
;
Kokholm, Thomas
- In:
Mathematical finance : an international journal of …
23
(
2013
)
2
,
pp. 248-274
Persistent link: https://www.econbiz.de/10009721749
Saved in:
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