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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Journal of empirical finance"
~person:"Chang, Li-Han"
~person:"Döpke, Jörg"
~person:"Herwartz, Helmut"
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EU-Staaten
Volatility
ARCH model
2
ARCH-Modell
2
Börsenkurs
2
Estimation
2
Schätzung
2
Share price
2
Volatilität
2
Deutschland
1
GARCH
1
Germany
1
Long-run variance
1
Option pricing theory
1
Optionspreistheorie
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Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
VIX
1
VIX futures
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VIX term structure
1
Yield curve
1
Zinsstruktur
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Chang, Li-Han
Döpke, Jörg
Herwartz, Helmut
Karanasos, Menelaos
3
Baillie, Richard
2
Caporin, Massimiliano
2
Christiansen, Charlotte
2
Conrad, Christian
2
Dijk, Dick van
2
Kim, Kun Ho
2
Opschoor, Anne
2
Wel, Michel van der
2
Abergel, Frédéric
1
Aboulamer, Anas
1
Adcock, Christopher
1
Alexeev, Vitali
1
Ali, Faek Menla
1
Aragó Manzana, Vicent
1
Arakelian, V.
1
Aretz, Kevin
1
Aslanidis, Nekatrios
1
Aslanidis, Nektarios
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Bai, Lu
1
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1
Bartram, Söhnke M.
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1
BenSaïda, Ahmed
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Bessler, Wolfgang
1
Bonato, Matteo
1
Brockman, Paul
1
Brooks, Robert
1
Brunetti, Celso
1
Chen Zhou
1
Cheng, Hung-Wen
1
Cheng, Wan-hsiu
1
Chiang, Min-Hsien
1
Cho, Dooyeon
1
Cipollini, Andrea
1
Clements, Adam
1
Conlon, Thomas
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Journal of empirical finance
Kieler Arbeitspapiere
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Kiel working paper
5
Discussion papers of interdisciplinary research project 373
4
Economics working paper
3
Applied quantitative finance
2
Discussion paper / Deutsche Bundesbank
2
Jahrbücher für Nationalökonomie und Statistik
2
Journal of international money and finance
2
Macroeconomic dynamics
2
SFB 649 discussion paper
2
Vierteljahrshefte zur Wirtschaftsforschung
2
An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
1
Applied economics
1
Applied quantitative finance : theory and computational tools
1
Bundesbank Series 1 Discussion Paper
1
Bundesbank Series 2 Discussion Paper
1
DEP discussion papers : macroeconomics and finance series
1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
European review of agricultural economics
1
German economic review
1
HWWI research paper
1
International journal of forecasting
1
International regional science review
1
International review of applied economics
1
Journal of applied econometrics
1
Journal of applied economics
1
Journal of economics & business
1
Konjunkturpolitik : applied economics quarterly ; Zeitschrift für angewandte Wirtschaftsforschung
1
Kredit und Kapital
1
Regional studies
1
Review of world economics
1
Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
1
The world economy : the leading journal on international economic relations
1
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ECONIS (ZBW)
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1
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
2
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001568288
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