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~institution:"Christian-Albrechts-Universität zu Kiel"
~subject:"Börsenkurs"
~subject:"Estimation"
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Börsenkurs
Estimation
Agent-based modeling
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calibration
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equity risk premium
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martingale measure
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matrix exponential
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option pricing
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Lux, Thomas
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Sushko, Stepan S.
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Christian-Albrechts-Universität zu Kiel
National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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University of Canterbury / Dept. of Economics and Finance
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Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility
Sushko, Stepan S.
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2021
Persistent link: https://www.econbiz.de/10012940057
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Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility
Sushko, Stepan S.
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2021
Persistent link: https://www.econbiz.de/10012887751
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