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subject:"ARCH-Modell"
~language:"eng"
~person:"Lehnert, Thorsten"
~person:"Liu, Hung-Chun"
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ARCH-Modell
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Option pricing theory
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Optionspreistheorie
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Lehnert, Thorsten
Liu, Hung-Chun
Hou, Yang
7
Li, Steven
6
Mittnik, Stefan
5
Bologna, Pierluigi
4
Choudhry, Taufiq
3
Claessen, Holger
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Lau, Chi Keung
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Gannon, Gerard L.
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Hasan, Mohammad S.
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Lee, Hsiang-Tai
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Loc Dong Truong
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International journal of economics and finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Managerial finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
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On forecasting Taiwanese stock index option prices : the role of implied volatility index
Wang, Jying-Nan
;
Liu, Hung-Chun
;
Chen, Lu-Jui
- In:
International journal of economics and finance
9
(
2017
)
9
,
pp. 133-136
Persistent link: https://www.econbiz.de/10011762731
Saved in:
2
Forecasting volatility and capturing downside risk of the Taiwanese futures markets under the financial tsunami
Liu, Hung-Chun
;
Hung, Jui-cheng
- In:
Managerial finance
36
(
2010
)
10
,
pp. 860-875
Persistent link: https://www.econbiz.de/10008662545
Saved in:
3
Loss functions in option valuation : a framework for selection
Bams, Dennis
;
Lehnert, Thorsten
;
Wolff, Christiaan …
- In:
Management science : journal of the Institute for …
55
(
2009
)
5
,
pp. 853-862
Persistent link: https://www.econbiz.de/10003860372
Saved in:
4
Explaining smiles : GARCH option pricing with conditional leptokurtosis and skewness
Lehnert, Thorsten
- In:
The journal of derivatives : the official publication …
10
(
2002
)
3
,
pp. 27-39
Persistent link: https://www.econbiz.de/10001770062
Saved in:
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