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subject:"Volatilität"
type_genre:"Sammlung"
~isPartOf:"Quantitative finance"
~person:"Alemany, N."
~person:"Gobet, Emmanuel"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
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Alemany, N.
Gobet, Emmanuel
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Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes
Echenim, Mnacho
;
Gobet, Emmanuel
;
Maurice, Anne-Claire
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1285-1304
Persistent link: https://www.econbiz.de/10014339922
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The influence of intraday seasonality on volatility transmission pattern
Alemany, N.
;
Aragó Manzana, Vicent
;
Salvador, E.
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1179-1197
Persistent link: https://www.econbiz.de/10012194754
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