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~isPartOf:"Business process management journal"
~isPartOf:"CREATES research paper"
~person:"Andersen, Torben"
~subject:"Volatility"
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Volatility
Modellierung
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Scientific modelling
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Volatilität
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Estimation theory
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Kapitaleinkommen
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Option trading
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Optionsgeschäft
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Schätztheorie
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Andersen, Torben
Todorov, Viktor
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Bach, Christian
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Bollerslev, Tim
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Christensen, Bent Jesper
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Dziubinski, Matt
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Fusari, Nicola
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Grassi, Stefano
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Business process management journal
CREATES research paper
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Global COE Hi-Stat discussion paper series
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Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009524097
Saved in:
2
Realized volatility and multipower variation
Andersen, Torben
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003892558
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