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~language:"eng"
~type_genre:"Article in journal"
~subject:"Volatilität"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"Applied mathematical finance"
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Volatilität
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Andersen, Torben
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The journal of finance : the journal of the American Finance Association
Applied mathematical finance
Energy economics
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Finance research letters
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Journal of empirical finance
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Applied economics letters
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Research in international business and finance
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Journal of international money and finance
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Journal of risk and financial management : JRFM
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Journal of financial economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
Pacific-Basin finance journal
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Global finance journal
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
231
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1
Option momentum
Heston, Steven L.
;
Jones, Christopher S.
;
Khorram, Mehdi
; …
- In:
The journal of finance : the journal of the American …
78
(
2023
)
6
,
pp. 3141-3192
Persistent link: https://www.econbiz.de/10014437686
Saved in:
2
Simulation of arbitrage-free implied volatility surfaces
Cont, Rama
;
Vuletić, Milena
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 94-121
Persistent link: https://www.econbiz.de/10014443387
Saved in:
3
On the skew and curvature of the implied and local volatilities
Alòs, Elisa
;
García Lorite, David
;
Pravosud, Makar
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 47-67
Persistent link: https://www.econbiz.de/10014390289
Saved in:
4
Liquidity, volume, and order imbalance volatility
Bogousslavsky, Vincent
;
Collin-Dufresne, Pierre
- In:
The journal of finance : the journal of the American …
78
(
2023
)
4
,
pp. 2189-2232
Persistent link: https://www.econbiz.de/10014312090
Saved in:
5
Exchange option pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
6
Accelerated share repurchases under stochastic volatility
Krishnan, Nikhil
;
Sircar, Kaushik Ronnie
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 331-365
Persistent link: https://www.econbiz.de/10014323481
Saved in:
7
The price of higher order catastrophe insurance : the case of VIX options
Eraker, Bjørn
;
Yang, Aoxiang
- In:
The journal of finance : the journal of the American …
77
(
2022
)
6
,
pp. 3289-3337
Persistent link: https://www.econbiz.de/10013464255
Saved in:
8
Volatility expectations and returns
Lochstoer, Lars A.
;
Muir, Tyler
- In:
The journal of finance : the journal of the American …
77
(
2022
)
2
,
pp. 1055-1096
Persistent link: https://www.econbiz.de/10013190478
Saved in:
9
Liquidity fluctuations in over-the-counter markets
Maurin, Vincent
- In:
The journal of finance : the journal of the American …
77
(
2022
)
2
,
pp. 1325-1369
Persistent link: https://www.econbiz.de/10013190500
Saved in:
10
Electricity intraday price modelling with marked Hawkes processes
Deschatre, Thomas
;
Gruet, Pierre
- In:
Applied mathematical finance
29
(
2022
)
4
,
pp. 227-260
Persistent link: https://www.econbiz.de/10014291942
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