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institution:"Technische Universität Dresden / Fakultät Wirtschaftswissenschaften"
subject:"Volatilität"
~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~subject:"CAPM"
~subject:"Futures"
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
Gottfried Wilhelm Leibniz Universität Hannover
National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Kansantaloustieteen Laitos <Tampere>
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Springer Fachmedien Wiesbaden
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Volatility and systematic risks in financial markets
Würsig, Christoph Matthias
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2022
Persistent link: https://www.econbiz.de/10013256100
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Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
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2018
Persistent link: https://www.econbiz.de/10012173996
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3
Essays on financial time series with a focus on high-frequency data
Becker, Janis
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2020
Persistent link: https://www.econbiz.de/10012225306
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4
Der VOLAX-Future : ein Derivat zum Handeln des Vega-Risikos von Optionen
Roth, Randolf
-
1998
Persistent link: https://www.econbiz.de/10000978870
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5
Die Eignung eines Futures auf implizite Forwardvolatilitäten zum Handeln des Vega-Risikos von Optionen
Roth, Randolf
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1997
Persistent link: https://www.econbiz.de/10013440872
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Minimax estimation with random coefficients : theory and application to stock returns
Schipp, Bernd
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Brechtmann, Markus
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1994
Persistent link: https://www.econbiz.de/10000964811
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