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~isPartOf:"The European journal of finance"
~person:"Coakley, Jerry"
~subject:"Volatilität"
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Volatilität
Option pricing theory
2
Optionspreistheorie
2
Volatility
2
Anlageverhalten
1
Bayes-Statistik
1
Bayesian inference
1
Behavioural finance
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CAPM
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Derivat
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Derivative
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Index futures
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Index-Futures
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Interest rate derivative
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LIBOR futures options
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Option trading
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Optionsgeschäft
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Simulation
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Zinsderivat
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growth options
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option market anomalies
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pricing kernels
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risk-neutral skewness
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simulation-based Bayesian approach
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Coakley, Jerry
Dunis, Christian
2
Liu, Xiaoquan
2
Agapova, Anna
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Ahlip, Rehez
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Alireza Zarei
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Bhargava, Vivek
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Bonaccolto, G.
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Kuo, Jing-Ming
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Li, Chang-Yi
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Lin, Shih-kuei
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A
pricing
kernel approach to valuing options on interest rate futures
Liu, Xiaoquan
;
Kuo, Jing-Ming
;
Coakley, Jerry
- In:
The European journal of finance
21
(
2015
)
1/3
,
pp. 93-110
Persistent link: https://www.econbiz.de/10010519972
Saved in:
2
Investor sentiment and value and growth stock index options
Coakley, Jerry
;
Dotsis, George
;
Liu, Xiaoquan
;
Zhai, Jia
- In:
The European journal of finance
20
(
2014
)
10/12
,
pp. 1211-1229
Persistent link: https://www.econbiz.de/10010465894
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