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~isPartOf:"Applied financial economics"
~subject:"Volatilität"
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Search: subject_exact:"Exotic options"
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Volatilität
Option trading
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Applied financial economics
The journal of futures markets
61
Journal of banking & finance
42
International journal of theoretical and applied finance
34
Review of derivatives research
25
Applied mathematical finance
24
Quantitative finance
21
Finance research letters
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
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International review of financial analysis
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International journal of financial engineering
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The North American journal of economics and finance : a journal of financial economics studies
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7
Mathematical finance : an international journal of mathematics, statistics and financial theory
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The journal of finance : the journal of the American Finance Association
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Asia-Pacific journal of financial studies
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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1
Implied volatility smiles in the Nikkei 225 options
Fukuta, Yuichi
;
Wenjie Ma
- In:
Applied financial economics
23
(
2013
)
7/9
,
pp. 789-804
Persistent link: https://www.econbiz.de/10009750979
Saved in:
2
Calibrated GARCH models and exotic options
Kanniainen, Juho
;
Halme, Tero
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 403-414
Persistent link: https://www.econbiz.de/10009718911
Saved in:
3
Spanning tests for options using principal components methods
Hansen, Charlotte S.
;
Tuypens, Bjorn E.
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 739-746
Persistent link: https://www.econbiz.de/10003491227
Saved in:
4
Bid-ask spread, strike prices and risk-neutral densities
Liu, Xiaoquan
- In:
Applied financial economics
17
(
2007
)
10/12
,
pp. 887-900
Persistent link: https://www.econbiz.de/10003538047
Saved in:
5
An empirical analysis of the effects of options and futures listing on the underlying stock return volatility : the Portugese case
Calado, João Paulo Tomé
;
Garcia, Maria Terese Medeiros
; …
- In:
Applied financial economics
15
(
2005
)
13
,
pp. 907-913
Persistent link: https://www.econbiz.de/10003118332
Saved in:
6
Forecasting volatility in the Spanish option market
Corredor, Pilar
;
Santamaría Aquilué, Rafael
- In:
Applied financial economics
14
(
2004
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10001898771
Saved in:
7
The informational role of option trading volume in the S&P 500 futures options markets
Sarwar, Ghulām
- In:
Applied financial economics
14
(
2004
)
16
,
pp. 1197-1210
Persistent link: https://www.econbiz.de/10002409140
Saved in:
8
On the predictive ability of several common models of volatility : an empirical test on the FOX index
Maukonen, Marko S.
- In:
Applied financial economics
12
(
2002
)
11
,
pp. 813-826
Persistent link: https://www.econbiz.de/10001711937
Saved in:
9
The interactions between trading volume and volatility : evidence from the equity options markets
Park, Tae H.
;
Switzer, Lorne N.
;
Bedrossian, Robert
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 627-637
Persistent link: https://www.econbiz.de/10001525295
Saved in:
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