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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of banking & finance"
~person:"Härdle, Wolfgang"
~person:"Li, Yifan"
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Stochastischer Prozess
Volatility
Estimation theory
2
Schätztheorie
2
Volatilität
2
Analysis of variance
1
Asset Allocation
1
Capital income
1
Correlation
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Korrelation
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Least squares method
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Market Microstructure Noise
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Market microstructure
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Marktmikrostruktur
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Option pricing theory
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Optionspreistheorie
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Portfolio selection
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Portfolio-Management
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Prognoseverfahren
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Realized Covariation
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Realized Volatility
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Theorie
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Volatility Forecasting
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Härdle, Wolfgang
Li, Yifan
Alexander, Carol
1
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Cenedese, Gino
1
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Polak, Pawel
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Preve, Daniel P. A.
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Rastegari, Javad
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Ren, Peng
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Finance and stochastics
Journal of banking & finance
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
3
CORE discussion paper : DP
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Nonparametric dynamic modelling
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ECONIS (ZBW)
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Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
2
Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang
;
Hafner, Christian M.
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 189-207
Persistent link: https://www.econbiz.de/10001486714
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