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~isPartOf:"Kredit und Kapital"
~isPartOf:"Research paper / Federal Reserve Bank of New York"
~subject:"Deutsche Mark"
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Deutsche Mark
Volatility
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Volatilität
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Kredit und Kapital
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Prognose von Zinsvolatilitäten mit Regime-Switching-Modellen : eine empirische Analyse des Euro-DM-Geldmarktes
Ahrens, Ralf
- In:
Kredit und Kapital
31
(
1998
)
3
,
pp. 370-399
Persistent link: https://www.econbiz.de/10001251552
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2
Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian
;
López Marín, José Alberto
-
1997
Persistent link: https://www.econbiz.de/10001380840
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