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Volatility
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World Scientific Publishing Co. Pte. Ltd.
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Economic modelling
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Finance research letters
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Energy economics
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International review of financial analysis
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Journal of econometrics
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24
Research in international business and finance
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The European journal of finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
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EconStor
3
Other ZBW resources
2
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1
Assessing the intensity of US-Latin American market comovements and contagion effects in times of crisis
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Journal of quantitative economics : official journal of …
11
(
2013
)
1/2
,
pp. 130-147
Persistent link: https://www.econbiz.de/10010338339
Saved in:
2
When "time varying" volatility meets "transaction cost" in portfolio selection
Qiao, W.
;
Bu, Di
;
Gibberd, Alex J.
;
Liao, Yin
;
Wen, Ting
; …
- In:
Journal of empirical finance
73
(
2023
),
pp. 220-237
Persistent link: https://www.econbiz.de/10014477015
Saved in:
3
Shrinking beta
Blitz, David
;
Swinkels, Laurens
;
Ūsaitė, Kristina
; …
- In:
Journal of risk
24
(
2022
)
6
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013549669
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4
The Q-measure dynamics of forward rates
Rebonato, Riccardo
- In:
Annual review of financial economics
15
(
2023
),
pp. 493-522
Persistent link: https://www.econbiz.de/10014426352
Saved in:
5
Correlation
surprise
Kinlaw, Will
;
Turkington, David
- In:
The journal of asset management
14
(
2013
)
6
,
pp. 385-399
Persistent link: https://www.econbiz.de/10010258478
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6
Internationally correlated jumps
Kuntara Pukthuanthong
;
Roll, Richard
-
2012
Persistent link: https://www.econbiz.de/10009765209
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7
Implications for hedging of the choice of driving process for one-factor Markov-functional models
Kennedy, Joanne E.
;
Pham, Duy
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-51
Persistent link: https://www.econbiz.de/10009783994
Saved in:
8
The association between exchange rates and stock returns
Bello, Zakri
- In:
Investment management and financial innovations
10
(
2013
)
3
,
pp. 40-45
Persistent link: https://www.econbiz.de/10010201511
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9
Monotonicity of prices in Heston model
Aly, Sidi Mohamed Ould
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009756039
Saved in:
10
A parsimonious multi-asset Heston model : calibration and derivative pricing
Dimitroff, Georgi
;
Lorenz, Stefan
;
Szimayer, Alexander
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1299-1333
Persistent link: https://www.econbiz.de/10009541994
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