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Volatility derivatives and mod...
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Volatility
274
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273
Capital income
113
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113
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110
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110
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100
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Christiansen, Charlotte
4
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3
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3
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3
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3
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Demirer, Rıza
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Fałdziński, Marcin
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Han, Bing
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Ho, Kin-Yip
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HFDF <2, 1998, Zürich>
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Journal of empirical finance
The journal of futures markets
1,259
Finance research letters
1,041
Journal of banking & finance
917
NBER working paper series
910
Energy economics
893
Working paper / National Bureau of Economic Research, Inc.
814
NBER Working Paper
751
International journal of theoretical and applied finance
716
International review of financial analysis
672
International review of economics & finance : IREF
640
Applied economics
589
Journal of financial economics
546
Economic modelling
503
The North American journal of economics and finance : a journal of financial economics studies
467
Working paper
433
Research in international business and finance
426
Applied financial economics
423
The journal of finance : the journal of the American Finance Association
421
Discussion paper / Centre for Economic Policy Research
420
Journal of econometrics
397
Economics letters
396
Applied economics letters
387
The review of financial studies
383
The journal of derivatives : the official publication of the International Association of Financial Engineers
368
Finance and stochastics
367
Journal of international financial markets, institutions & money
362
Quantitative finance
362
Mathematical finance : an international journal of mathematics, statistics and financial theory
360
The European journal of finance
343
Journal of economic dynamics & control
342
Pacific-Basin finance journal
340
Applied mathematical finance
336
Journal of international money and finance
333
Journal of financial and quantitative analysis : JFQA
330
Journal of risk and financial management : JRFM
322
IMF Working Papers
314
IMF working papers
310
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
307
Research paper series / Swiss Finance Institute
299
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ECONIS (ZBW)
365
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1
Risk-adjusted implied
volatility
and its performance in forecasting realized
volatility
in corn futures prices
Wu, Feng
;
Myers, Robert J.
;
Guan, Zhengfei
;
Wang, Zhiguang
- In:
Journal of empirical finance
34
(
2015
),
pp. 260-274
Persistent link: https://www.econbiz.de/10011557143
Saved in:
2
The role of intermediaries in derivatives markets : evidence from VIX options
Jacobs, Kris
;
Anh Thu Mai
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014578535
Saved in:
3
Price convergence between credit default
swap
and put option : new evidence
Chan, Ka Kei
;
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 188-213
Persistent link: https://www.econbiz.de/10014476820
Saved in:
4
Does vega-neutral options trading contain information?
Lee, Jaeram
;
Ryu, Doojin
;
Yang, Heejin
- In:
Journal of empirical finance
62
(
2021
),
pp. 294-314
Persistent link: https://www.econbiz.de/10012693436
Saved in:
5
Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels
Gospodinov, Nikolaj
;
Hirukawa, Masayuki
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 595-609
Persistent link: https://www.econbiz.de/10009615659
Saved in:
6
Cross-sectional tests of deterministic
volatility
functions
Brandt, Michael W.
;
Wu, Tao
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 525-550
Persistent link: https://www.econbiz.de/10001712020
Saved in:
7
Pricing American options when the underlying asset follows GARCH processes
Stentoft, Lars
- In:
Journal of empirical finance
12
(
2005
)
4
,
pp. 576-611
Persistent link: https://www.econbiz.de/10003144806
Saved in:
8
Implied local
volatility
models
Li, Chen Xu
;
Li, Chenxu
;
Li, Chun
- In:
Journal of empirical finance
80
(
2025
),
pp. 1-28
Persistent link: https://www.econbiz.de/10015329717
Saved in:
9
Assessing the compensation for
volatility
risk implicit in interest rate derivatives
Fornari, Fabio
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 722-743
Persistent link: https://www.econbiz.de/10009267247
Saved in:
10
Option price implied information and REIT returns
Cao, Jie Jay
;
Han, Bing
;
Song, Linjia
;
Zhan, Xintong …
- In:
Journal of empirical finance
71
(
2023
),
pp. 13-28
Persistent link: https://www.econbiz.de/10014292350
Saved in:
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