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subject:"Volatility"
type_genre:"Article in journal"
~person:"Bishwal, Jaya Prakasah Narayan"
~subject:"Zinsstruktur"
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Volatility
Zinsstruktur
Estimation theory
2
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Anleihe
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Bishwal, Jaya Prakasah Narayan
Kumar, Dilip
16
Maheswaran, S.
14
Li, Jia
12
Todorov, Viktor
12
Tauchen, George Eugene
11
Liu, Zhi
8
Teräsvirta, Timo
8
Andersen, Torben
7
Francq, Christian
7
Kim, Donggyu
7
Li, Yingying
7
Mykland, Per A.
7
Wang, Yazhen
6
Bollerslev, Tim
5
Fan, Jianqing
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Ghysels, Eric
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Hafner, Christian M.
5
Jing, Bingyi
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Koopman, Siem Jan
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Taylor, Stephen
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Zakoïan, Jean-Michel
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Arnerić, Josip
4
Aït-Sahalia, Yacine
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Clements, Adam
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Elliott, Robert J.
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Fičura, Milan
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Hwang, Eunju
4
Härdle, Wolfgang
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Juneja, Januj
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Li, Wai Keung
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Linton, Oliver
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Mancino, Maria Elvira
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McAleer, Michael
4
Nolte, Ingmar
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Park, Joon Y.
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Rodriguez, Gabriel
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Shin, Dong-wan
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Silvennoinen, Annastiina
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Sucarrat, Genaro
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Algorithmic finance
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Journal of mathematical finance
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ECONIS (ZBW)
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Interest rate derivatives for the fractional Cox-Ingersoll-Ross model
Bishwal, Jaya Prakasah Narayan
- In:
Algorithmic finance
10
(
2023
)
1/2
,
pp. 53-66
Persistent link: https://www.econbiz.de/10014474576
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2
Maximum quasi-likelihood estimation in fractional Levy stochastic volatility model
Bishwal, Jaya Prakasah Narayan
- In:
Journal of mathematical finance
1
(
2011
)
3
,
pp. 58-62
Persistent link: https://www.econbiz.de/10009668523
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