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~person:"Bianconi, Marcelo"
~person:"Fabozzi, Frank J."
~subject:"Optionspreistheorie"
~subject:"Risiko"
~type_genre:"Aufsatz in Zeitschrift"
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Optionspreistheorie
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31
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Bianconi, Marcelo
Fabozzi, Frank J.
Gupta, Rangan
25
Bali, Turan G.
16
Chiang, Thomas C.
16
Demirer, Rıza
11
Zaremba, Adam
11
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8
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8
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8
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7
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7
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7
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7
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7
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6
Bouri, Elie
6
Christoffersen, Peter F.
6
Hammoudeh, Shawkat
6
Kassa, Haimanot
6
Penman, Stephen H.
6
Ur Rehman, Mobeen
6
Vicente, Jose
6
Wagner, Niklas F.
6
Balcilar, Mehmet
5
Bollerslev, Tim
5
Christiansen, Charlotte
5
Demir, Ender
5
Lin, Shih-kuei
5
Ruan, Xinfeng
5
Rubio, Gonzalo
5
Savva, Christos S.
5
Todorov, Viktor
5
Wen, Fenghua
5
Xuan Vinh Vo
5
Zhang, Jin E.
5
Atilgan, Yigit
4
Barinov, Alexander
4
Brown, Stephen J.
4
Chen, Jiaqi
4
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Econometric reviews
1
Energy economics
1
International review of financial analysis
1
Journal of international money and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
6
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1
Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
Saved in:
2
Trade policy uncertainty and stock returns
Bianconi, Marcelo
;
Esposito, Federico
;
Sammon, Marco
- In:
Journal of international money and finance
119
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013285018
Saved in:
3
Implied volatility and the risk-free rate of return in options markets
Bianconi, Marcelo
;
McLachlan, Scott
;
Sammon, Marco
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 1-26
Persistent link: https://www.econbiz.de/10011511024
Saved in:
4
Risk factors and value at risk in publicly traded companies of the nonrenewable energy sector
Bianconi, Marcelo
;
Yoshino, Joe Akira
- In:
Energy economics
45
(
2014
),
pp. 19-32
Persistent link: https://www.econbiz.de/10010504798
Saved in:
5
The role of jump dynamics in the risk-return relationship
Arshanapalli, Bala Gangadhar
;
Fabozzi, Frank J.
; …
- In:
International review of financial analysis
29
(
2013
),
pp. 212-218
Persistent link: https://www.econbiz.de/10010244955
Saved in:
6
Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
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