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~isPartOf:"Quantitative finance"
~language:"eng"
~language:"ita"
~subject:"Share price"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"No longer published / No longer aquired"
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Share price
Volatility
Theorie
283
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283
Option pricing theory
190
Optionspreistheorie
190
Portfolio selection
187
Portfolio-Management
187
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183
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Lillo, Fabrizio
6
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3
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2
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2
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2
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2
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Quantitative finance
Finance research letters
1,009
Journal of banking & finance
851
International review of financial analysis
818
Energy economics
701
Applied economics
650
International review of economics & finance : IREF
626
Journal of financial economics
591
The journal of finance : the journal of the American Finance Association
581
Applied economics letters
549
Pacific-Basin finance journal
544
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525
The North American journal of economics and finance : a journal of financial economics studies
515
Economic modelling
495
The journal of futures markets
482
Research in international business and finance
462
Journal of empirical finance
456
Economics letters
438
Journal of international financial markets, institutions & money
435
The review of financial studies
425
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
372
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368
Review of quantitative finance and accounting
363
Journal of econometrics
357
Journal of international money and finance
324
Journal of risk and financial management : JRFM
317
The European journal of finance
312
International journal of theoretical and applied finance
299
International journal of economics and finance
270
International journal of economics and financial issues : IJEFI
267
Journal of financial markets
254
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
236
The journal of corporate finance : contracting, governance and organization
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Journal of economic dynamics & control
227
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Global finance journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Cogent economics & finance
208
International Journal of Energy Economics and Policy : IJEEP
206
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ECONIS (ZBW)
236
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1
Analysis and modeling of client order flow in limit order markets
Cont, Rama
;
Cucuringu, Mihai
;
Glukhov, Vacslav
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 187-205
Persistent link: https://www.econbiz.de/10014232614
Saved in:
2
Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation
MacKay, Anne
;
Vachon, Marie-Claude
;
Cui, Zhenyu
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1055-1078
Persistent link: https://www.econbiz.de/10014321664
Saved in:
3
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
4
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
5
Closed-form option pricing for exponential Lévy models : a residue approach
Aguilar, Jean-Philippe
;
Kirkby, Justin Lars
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 251-278
Persistent link: https://www.econbiz.de/10014232627
Saved in:
6
Coupled GARCH(1,1) model
Nie, Huasheng
;
Waelbroeck, Henri
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 759-776
Persistent link: https://www.econbiz.de/10014304344
Saved in:
7
Cross-impact of order flow imbalance in equity markets
Cont, Rama
;
Cucuringu, Mihai
;
Zhang, Chao
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1373-1393
Persistent link: https://www.econbiz.de/10014419165
Saved in:
8
Deep weighted Monte Carlo : a hybrid option pricing framework using neural networks
Kunsági-Máté, Sándor
;
Fáth, Gábor
;
Csabai, István
; …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 615-629
Persistent link: https://www.econbiz.de/10014304287
Saved in:
9
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
10
Effective stochastic local volatility models
Felpel, Mike
;
Kienitz, Jörg
;
McWalter, Thomas A.
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1731-1750
Persistent link: https://www.econbiz.de/10014452467
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