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~isPartOf:"Review of quantitative finance and accounting"
~subject:"Deutschland"
~subject:"Volatilität"
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Deutschland
Volatilität
CAPM
87
Option pricing theory
55
Optionspreistheorie
55
Theorie
51
Theory
51
Börsenkurs
47
Share price
47
Capital income
39
Kapitaleinkommen
39
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Emissionskurs
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Risikoprämie
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Optionsgeschäft
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Behavioural finance
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English
32
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Lin, Shih-kuei
3
Chen, Ren-Raw
2
Kuo, I.-doun
2
Li, Bingxin
2
Palmon, Oded
2
Sokolinskiy, Oleg
2
Andreou, Panayiotis C.
1
Baek, In-Seok
1
Bakshi, Gurdip S.
1
Cao, Charles Q.
1
Cevik, Emrah Ismail
1
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1
Chang, Jow-ran
1
Charalambous, Chris
1
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1
Chen, Carl R.
1
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1
Chen, Son-nan
1
Chen, Sonnan
1
Chiang, Mi-Hsiu
1
Chiang, Thomas C.
1
Chiu,Wan-chien
1
Chuang, Ming-Che
1
Costabile, Massimo
1
Dotsis, George
1
Grobys, Klaus
1
Gu, Jenny
1
Gu, Yuchi
1
He, Wei
1
Hilliard, Jitka
1
Honkapuro, J. V. Samuli
1
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1
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1
Hung, Mao-Wei
1
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1
Jones, Jeffrey S.
1
Jou, Yow-jen
1
Kabir, M. Humayun
1
Kenç, Turalay
1
Kim, In-joon
1
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Review of quantitative finance and accounting
International journal of theoretical and applied finance
177
Journal of banking & finance
118
Quantitative finance
106
The journal of futures markets
88
Applied mathematical finance
83
SpringerLink / Bücher
83
Finance research letters
74
Journal of financial economics
73
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of econometrics
65
The journal of computational finance
65
Energy economics
61
Europäische Hochschulschriften / 5
60
NBER working paper series
59
Working paper / National Bureau of Economic Research, Inc.
59
Review of derivatives research
55
The North American journal of economics and finance : a journal of financial economics studies
53
International journal of financial engineering
49
Research paper series / Swiss Finance Institute
49
Journal of economic dynamics & control
48
NBER Working Paper
48
The journal of derivatives : the official publication of the International Association of Financial Engineers
48
European journal of operational research : EJOR
47
Finance and stochastics
47
International review of economics & finance : IREF
46
Journal of empirical finance
44
Gabler Edition Wissenschaft
40
International review of financial analysis
40
Computational economics
38
Energiewirtschaftliche Tagesfragen : et ; Zeitschrift für Energiewirtschaft, Recht, Technik und Umwelt
38
Economic modelling
37
Journal of mathematical finance
37
The European journal of finance
37
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Applied economics
35
Annals of finance
33
Swiss Finance Institute Research Paper
33
Diskussionsbeiträge / Institut für Verkehrswissenschaft und Regionalpolitik
31
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ECONIS (ZBW)
32
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1
Joint estimation of volatility risk and tail risk premia with time-varying macro-state-dependent property
Chen, Sonnan
;
Gu, Yuchi
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1357-1397
Persistent link: https://www.econbiz.de/10012549807
Saved in:
2
The role of investor attention in idiosyncratic volatility puzzle and new results
Hur, Jungshik
;
Vivek Singh
- In:
Review of quantitative finance and accounting
58
(
2022
)
1
,
pp. 409-434
Persistent link: https://www.econbiz.de/10012796173
Saved in:
3
Non-linear volatility with normal inverse Gaussian innovations : ad-hoc analytic option
pricing
Mozumder, Sharif
;
Talukdar, Bakhtear
;
Kabir, M. Humayun
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 97-133
Persistent link: https://www.econbiz.de/10014502965
Saved in:
4
Estimating volatility clustering and variance risk premium effects on bank default indicators
Kenç, Turalay
;
Cevik, Emrah Ismail
- In:
Review of quantitative finance and accounting
57
(
2021
)
4
,
pp. 1373-1392
Persistent link: https://www.econbiz.de/10012660703
Saved in:
5
Debt rollover-induced local volatility model
Sokolinskiy, Oleg
- In:
Review of quantitative finance and accounting
52
(
2019
)
4
,
pp. 1065-1084
Persistent link: https://www.econbiz.de/10012172912
Saved in:
6
Retrieving risk neutral moments and expected quadratic variation from option prices
Rompolis, Leonidas S.
;
Tzavalis, Elias
- In:
Review of quantitative finance and accounting
48
(
2017
)
4
,
pp. 955-1002
Persistent link: https://www.econbiz.de/10011796976
Saved in:
7
Enhancement of value investing strategies based on financial statement variables : the German evidence
Pätäri, Eero J.
;
Leivo, Timo H.
;
Hulkkonen, Janne
; …
- In:
Review of quantitative finance and accounting
51
(
2018
)
3
,
pp. 813-845
Persistent link: https://www.econbiz.de/10012038402
Saved in:
8
Option-implied filtering : evidence from the GARCH option
pricing
model
Li, Bingxin
- In:
Review of quantitative finance and accounting
54
(
2020
)
3
,
pp. 1037-1057
Persistent link: https://www.econbiz.de/10012233110
Saved in:
9
Option
pricing
under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun
;
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Shyu, …
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10012432624
Saved in:
10
Assessing models of individual equity option prices
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Zhong, Zhaodong
- In:
Review of quantitative finance and accounting
57
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012549885
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