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~subject:"Labour mobility"
~subject:"Option pricing theory"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammelwerk"
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Search: subject:"Volatility"
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Labour mobility
Option pricing theory
Volatility
20,802
Volatilität
20,759
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5,677
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5,332
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5,331
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Allen, David G.
23
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20
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18
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18
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15
Lane, Julia
15
Wang, Xingchun
15
Escobar, Marcos
13
Robin, Jean-Marc
13
Benth, Fred Espen
12
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12
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11
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11
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11
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11
Lin, Shih-kuei
11
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10
Kwok, Yue-Kuen
10
Lorig, Matthew
10
Nguyen, Duy
10
Ruan, Xinfeng
10
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10
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10
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9
He, Xin-Jiang
9
Hom, Peter W.
9
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9
Lim, Guay C.
9
Schoutens, Wim
9
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9
Todorov, Viktor
9
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9
Wong, Hoi Ying
9
Wu, Liuren
9
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8
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8
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8
Forde, Martin
8
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8
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8
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2
Russell Sage Foundation
2
Springer International Publishing
2
W. E. Upjohn Institute for Employment Research <Kalamazoo, Mich.>
2
Advanced Brainstorm Carrefour <2016, Amsterdam>
1
American Enterprise Institute for Public Policy Research
1
American Institute for Contemporary German Studies
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Arbeitsgemeinschaft der Verbände des Höheren Dienstes
1
Arbeitskreis Sozialwissenschaftliche Arbeitsmarktforschung
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Conference Globalisation and Labour Mobility in India and China <2005, Melbourne>
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European Observatory on Health Systems and Policies
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Forschungsverbund Ökologisch Verträgliche Mobilität
1
Harvard Graduate School of Business Administration
1
Indian Council of Social Science Research
1
Institut Istorii <Tallinn>
1
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International journal of theoretical and applied finance
156
Labour economics : official journal of the European Association of Labour Economists
147
Quantitative finance
100
Journal of banking & finance
93
The international journal of human resource management
85
Applied economics
82
Journal of vocational behavior
78
The journal of futures markets
78
Applied mathematical finance
72
Journal of labor economics
68
Economics letters
66
The journal of computational finance
63
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
Finance research letters
54
Journal of economic dynamics & control
54
ILR review : the journal of work and policy
52
International journal of hospitality management
52
Journal of financial economics
49
Review of derivatives research
49
Management science : journal of the Institute for Operations Research and the Management Sciences
48
International journal of financial engineering
47
European economic review : EER
44
Journal of econometrics
43
European journal of operational research : EJOR
41
The American economic review
41
Finance and stochastics
40
International journal of human resource management
39
International journal of manpower
39
Applied economics letters
38
Computational economics
38
The North American journal of economics and finance : a journal of financial economics studies
38
Economie et statistique
37
Economic modelling
36
Journal of mathematical finance
36
The journal of derivatives : the official publication of the International Association of Financial Engineers
36
International review of economics & finance : IREF
35
The economic journal : the journal of the Royal Economic Society
34
Regional studies
31
Research policy : policy, management and economic studies of science, technology and innovation
31
The journal of corporate finance : contracting, governance and organization
30
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ECONIS (ZBW)
7,783
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1
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1
Implied
volatility
surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
2
New evidence on the information content of implied
volatility
of S&P 500 : model-free versus model-based
Zhang, Weiwei
;
Sun, Tiezhu
;
Ma, Yechi
;
Wang, Zilong
- In:
Romanian journal of economic forecasting
24
(
2021
)
1
,
pp. 109-121
Persistent link: https://www.econbiz.de/10012587118
Saved in:
3
Calibration in the "real world" of a partially specified stochastic
volatility
model
Fatone, Lorella
;
Mariani, Francesca
;
Zirilli, Francesco
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10014475426
Saved in:
4
Approximate option pricing under a two-factor Heston-Kou stochastic
volatility
model
El-Khatib, Youssef
;
Makumbe, Zororo S.
;
Vives, Josep
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014393433
Saved in:
5
Score-driven modeling with jumps : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 375-406
Persistent link: https://www.econbiz.de/10014526331
Saved in:
6
Short-dated smile under rough
volatility
: asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
Saved in:
7
Forecasting realized
volatility
: new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
8
Joint modelling of S&P500 and VIX indices with rough fractional Ornstein-Uhlenbeck
volatility
model
Önalan, Ömer
- In:
Romanian journal of economic forecasting
25
(
2022
)
1
,
pp. 68-84
Persistent link: https://www.econbiz.de/10013411688
Saved in:
9
Asymptotic extrapolation of model-free implied variance : exploring structural underestimation in the VIX Index
Stahl, Philip
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10013457627
Saved in:
10
Financial market disruption and investor awareness : the case of implied
volatility
skew
Siddiqi, Hammad
- In:
Quantitative finance and economics
6
(
2022
)
3
,
pp. 505-517
Persistent link: https://www.econbiz.de/10013499509
Saved in:
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