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institution:"Technische Universität Dresden / Fakultät Wirtschaftswissenschaften"
subject:"Volatilität"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~subject:"Entwicklung"
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Volatilität
Entwicklung
Estimation
85
Schätzung
85
Theorie
52
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52
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31
Sweden
31
Time series analysis
13
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1991
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Roth, Randolf
2
Alexius, Annika
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Löthgren, Mickael
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
Centre for Analytical Finance <Århus>
Ekonomiska forskningsinstitutet <Stockholm>
National Bureau of Economic Research
87
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Institut für Weltwirtschaft
7
University of Canterbury / Dept. of Economics and Finance
6
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3
Gottfried Wilhelm Leibniz Universität Hannover
3
Kansantaloustieteen Laitos <Tampere>
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Chambre de commerce et d'industrie de Paris
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European University Institute / Department of Economics
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Federal Reserve Bank of Cleveland
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International Monetary Fund
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Rodney L. White Center for Financial Research
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Springer Fachmedien Wiesbaden
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Suntory-Toyota International Centre for Economics and Related Disciplines
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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Bundesanstalt für Geowissenschaften und Rohstoffe
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Business Information Centre <Toronto>
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Center for International Development <Cambridge, Mass.>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Deutsches Institut für Wirtschaftsforschung
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Dresdner Beiträge zu quantitativen Verfahren
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Working paper series in economics and finance
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Dresdner Beiträge zur Volkswirtschaftslehre
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ECONIS (ZBW)
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Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
2
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
3
Der VOLAX-Future : ein Derivat zum Handeln des Vega-Risikos von Optionen
Roth, Randolf
-
1998
Persistent link: https://www.econbiz.de/10000978870
Saved in:
4
A dynamic conditionally heteroscedastic stochastic frontier model
Löthgren, Mickael
-
1998
Persistent link: https://www.econbiz.de/10000984774
Saved in:
5
Educational imbalance, socio-economic inequality, political freedom and economic development
Graff, Michael
-
1998
Persistent link: https://www.econbiz.de/10000997420
Saved in:
6
A latent factor model of European exchange rate risk premia
Alexius, Annika
;
Sellin, Peter
-
1997
Persistent link: https://www.econbiz.de/10000958083
Saved in:
7
Die Eignung eines Futures auf implizite Forwardvolatilitäten zum Handeln des Vega-Risikos von Optionen
Roth, Randolf
-
1997
Persistent link: https://www.econbiz.de/10013440872
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