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~isPartOf:"Journal of econometrics"
~subject:"Derivative"
~subject:"Estimation"
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Derivative
Estimation
Swap
6
Volatility
5
Volatilität
5
Variance swaps
4
Schätzung
3
Option pricing theory
2
Optionspreistheorie
2
Stochastic process
2
Stochastischer Prozess
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Theorie
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Theory
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ARCH model
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ARCH-Modell
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Analysis of variance
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Börsenkurs
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CAPM
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Capital income
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Correlation swaps
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Derivat
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Downward volatility jumps
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Equity risk premium
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Estimation theory
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Forecasting model
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Geldmarkt
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HJM approach
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Japan
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Likelihood approximation
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Log volatility models
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Amengual, Dante
2
Aït-Sahalia, Yacine
2
Hollstein, Fabian
1
Karamann, Mustafa
1
Mancini, Loriano
1
Manresa, Elena
1
Wese Simen, Chardin
1
Xiu, Dacheng
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Journal of econometrics
International journal of theoretical and applied finance
21
International review of financial analysis
10
The journal of fixed income
10
Review of derivatives research
9
Journal of banking & finance
8
Applied mathematical finance
7
The journal of computational finance
7
International review of economics & finance : IREF
6
Journal of financial economics
6
Journal of international financial markets, institutions & money
6
Research paper series / Swiss Finance Institute
6
Finance research letters
5
The journal of futures markets
5
The journal of investment compliance
5
Vahlens Kurzlehrbücher
5
Applied economics letters
4
Bank of England Working Paper
4
Discussion paper / Tinbergen Institute
4
Economics letters
4
European journal of operational research : EJOR
4
Finance and stochastics
4
Global finance journal
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Insurance / Mathematics & economics
4
Journal of financial markets
4
Journal of mathematical finance
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Quantitative finance
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Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
4
Staff working papers / Bank of England
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Wiley finance series
4
Department of Economics discussion paper series / University of Oxford
3
ERIM report series research in management
3
Energy economics
3
Essays on the market structure and pricing of credit derivatives
3
European financial management : the journal of the European Financial Management Association
3
Finance and economics discussion series
3
HKIMR working paper
3
Journal of economic dynamics & control
3
Management science : journal of the Institute for Operations Research and the Management Sciences
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1
The term structure of equity and variance risk premia
Aït-Sahalia, Yacine
;
Karamann, Mustafa
;
Mancini, Loriano
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 204-230
Persistent link: https://www.econbiz.de/10012483319
Saved in:
2
Variance risk : a bird's eye view
Hollstein, Fabian
;
Wese Simen, Chardin
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 517-535
Persistent link: https://www.econbiz.de/10012439498
Saved in:
3
Resolution of policy uncertainty and sudden declines in volatility
Amengual, Dante
;
Xiu, Dacheng
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011974676
Saved in:
4
Market-based estimation of stochastic volatility models
Aït-Sahalia, Yacine
;
Amengual, Dante
;
Manresa, Elena
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 418-435
Persistent link: https://www.econbiz.de/10011499700
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