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~isPartOf:"International journal of economics and finance"
~subject:"Schätzung"
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Schätzung
Currency derivative
9
Währungsderivat
9
Exchange rate
5
Wechselkurs
5
Volatility
4
Volatilität
4
Option pricing theory
3
Optionspreistheorie
3
Currency option
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Devisenoption
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Estimation
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Theorie
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Theory
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US dollar
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US-Dollar
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USA
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United States
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ARCH model
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ARCH-Modell
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ARMA model
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ARMA-Modell
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Arabische Golf-Staaten
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Black-Scholes model
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Black-Scholes-Modell
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CRB commodity future market
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Commodity derivative
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Commodity exchange
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Correlation
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DCC model
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Derivat
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Derivative
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Estimation theory
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Foreign exchange rate
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GARCH
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Geldpolitik
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Gulf Co-operation Council (GCC)
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Azar, Samih Antoine
1
Liu, Jiashun
1
Osmer, Eric
1
Tortian, Annie
1
Zheng, Yao
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International journal of economics and finance
Journal of international money and finance
16
The journal of futures markets
9
NBER Working Paper
7
NBER working paper series
7
Applied financial economics
6
International review of economics & finance : IREF
6
Discussion paper / Centre for Economic Policy Research
5
Journal of financial economics
5
The European journal of finance
5
Working paper / National Bureau of Economic Research, Inc.
5
Discussion paper
4
International journal of finance & economics : IJFE
4
Journal of empirical finance
4
Journal of financial and quantitative analysis : JFQA
4
Journal of international financial markets, institutions & money
4
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
Economic modelling
3
Emerging markets, finance and trade : EMFT
3
Global finance journal
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International review of financial analysis
3
Journal of applied econometrics
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AFI
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Annals of finance
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Applied economics
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Applied economics letters
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BIS Working Paper
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BIS working papers
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CESifo working papers
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DIW Berlin Discussion Paper
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Discussion paper / Tinbergen Institute
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Discussion paper series / Reserve Bank of New Zealand
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Economics letters
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Emerging markets review
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Finance research letters
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International journal of bonds and derivatives
2
International journal of economics and financial issues : IJEFI
2
International journal of theoretical and applied finance
2
Journal of East Asian economic integration
2
Journal of international economics
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The persistency of correlation between currency futures : a macro perspective
Zheng, Yao
;
Osmer, Eric
;
Liu, Jiashun
- In:
International journal of economics and finance
6
(
2014
)
5
,
pp. 17-25
Persistent link: https://www.econbiz.de/10010363601
Saved in:
2
The Black-Scholes currency option pricing model : evidence for unbiasedness from three currencies against the US dollar
Azar, Samih Antoine
;
Tortian, Annie
- In:
International journal of economics and finance
5
(
2013
)
8
,
pp. 54-64
Persistent link: https://www.econbiz.de/10009787194
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