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~language:"eng"
~type_genre:"Article in journal"
~type_genre:"Monografische Reihe"
~subject:"USA"
~subject:"Volatility"
~isPartOf:"European journal of operational research : EJOR"
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USA
Volatility
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4,749
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2,320
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2,318
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1,299
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1,022
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895
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789
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Laporte, Gilbert
8
Boysen, Nils
5
Glass, Anthony
4
Kenjegalieva, Karligash
4
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4
Koulamas, Christos
4
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4
Sueyoshi, Toshiyuki
4
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3
Briskorn, Dirk
3
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3
Erdoğan, Güneş
3
Goto, Mika
3
Hartl, Richard F.
3
Kozan, Erhan
3
Lewis, R.
3
Liesiö, Juuso
3
Lim, Andrew
3
Minis, Ioannis
3
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3
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2
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2
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2
Cao, Yi
2
Chen, Jing
2
Cheng, T. C. E.
2
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2
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2
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2
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European journal of operational research : EJOR
The American economic review
2,039
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1,509
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1,428
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1,380
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1,363
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1,298
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Economics letters
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990
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742
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Applied economics letters
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Journal of political economy
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The journal of law & economics
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Finance research letters
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519
Journal of econometrics
514
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ECONIS (ZBW)
583
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1
Price volatility of revenue managed goods : Implications for demand and price elasticity
Morlotti, Chiara
;
Mantin, Benny
;
Malighetti, Paolo
; …
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1039-1058
Persistent link: https://www.econbiz.de/10014456464
Saved in:
2
Simulation schemes for the Heston model with Poisson conditioning
Choi, Jaehyuk
;
Kwok, Yue-Kuen
- In:
European journal of operational research : EJOR
314
(
2024
)
1
,
pp. 363-376
Persistent link: https://www.econbiz.de/10014456865
Saved in:
3
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
4
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
5
Bettors' reaction to match dynamics : evidence from in-game betting
Michels, Rouven
;
Ötting, Marius
;
Langrock, Roland
- In:
European journal of operational research : EJOR
310
(
2023
)
3
,
pp. 1118-1127
Persistent link: https://www.econbiz.de/10014471117
Saved in:
6
Combining probabilistic forecasts of COVID-19 mortality in the United States
Taylor, James W.
;
Taylor, Kathryn S.
- In:
European journal of operational research : EJOR
304
(
2023
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10013454170
Saved in:
7
State subsidized reinsurance programs: Impacts on efficiency, premiums, and expenses of the U.S. health insurance markets
Fung, Derrick W. H.
;
Wei, Pengyu
;
Yang, Charles C.
- In:
European journal of operational research : EJOR
306
(
2023
)
2
,
pp. 941-954
Persistent link: https://www.econbiz.de/10014279194
Saved in:
8
Robust consumption and portfolio choice with derivatives trading
Wei, Pengyu
;
Yang, Charles
;
Zhuang, Yi
- In:
European journal of operational research : EJOR
304
(
2023
)
2
,
pp. 832-850
Persistent link: https://www.econbiz.de/10013534570
Saved in:
9
Modeling risk contagion in the Italian zonal electricity market
Fianu, Emmanuel Senyo
;
Ahelegbey, Daniel Felix
;
Grossi, …
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 656-679
Persistent link: https://www.econbiz.de/10013206890
Saved in:
10
Assessing the impact of jumps in an option pricing model : a gradient estimation approach
Volk-Makarewicz, Warren
;
Borovkova, Svetlana
; …
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 740-751
Persistent link: https://www.econbiz.de/10013206895
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