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subject:"Volatilität"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Andersen, Torben"
~person:"Hautsch, Nikolaus"
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Volatilität
1953-1996
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Black-Scholes model
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Black-Scholes-Modell
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Börsenkurs
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Capital income
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Estimation
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Kapitaleinkommen
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Schätzung
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Stochastischer Prozess
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Andersen, Torben
Hautsch, Nikolaus
Fleming, Jeff
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An, Byeong-Je
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Ang, Andrew
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Bali, Turan G.
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Benzoni, Luca
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Cakici, Nusret
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Campbell, John Y.
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Cao, Charles Q.
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Chen, Zhiwu
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Dai, Qiang
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The journal of finance : the journal of the American Finance Association
SFB 649 discussion paper
7
CFS working paper series
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Journal of econometrics
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Working paper / National Bureau of Economic Research, Inc.
4
Applied quantitative finance
3
CoFE discussion papers
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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American Economic Review papers and proceedings
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Cahier / Départment de Sciences Économiques, Université de Montréal
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Discussion paper
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Econometrics : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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European finance review : the official journal of the European Finance Association
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Global COE Hi-Stat discussion paper series
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International economic review
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Journal of applied econometrics
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Journal of financial economics
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Journal of financial markets
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Journal of forecasting
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Symposium on forecasting and empirical methods in macroeconomics and finance
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An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1239-1284
Persistent link: https://www.econbiz.de/10001684993
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