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~person:"Ané, Thierry"
~subject:"Capital income"
~subject:"Optionspreistheorie"
~subject:"Stock index"
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Capital income
Optionspreistheorie
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Ané, Thierry
Bollerslev, Tim
17
Fabozzi, Frank J.
16
Račev, Svetlozar T.
15
Härdle, Wolfgang
12
Lucas, André
12
Madan, Dilip B.
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Perote, Javier
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11
Paolella, Marc S.
11
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10
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9
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9
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8
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7
Bali, Turan G.
7
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7
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7
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7
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7
Asai, Manabu
6
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6
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6
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6
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5
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International journal of theoretical and applied finance
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The journal of futures markets
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ECONIS (ZBW)
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1
The distribution of realized variances : marginal behaviors, asymmetric dependence and contagion effects
Ané, Thierry
;
Métais, Carole
- In:
International review of financial analysis
18
(
2009
)
3
,
pp. 134-150
Persistent link: https://www.econbiz.de/10003880027
Saved in:
2
Two-component extreme value distribution for Asia-Pacific stock index returns
Ané, Thierry
- In:
International journal of theoretical and applied finance
9
(
2006
)
5
,
pp. 643-671
Persistent link: https://www.econbiz.de/10003378957
Saved in:
3
Return interval, dependence structure, and multivariate normality
Ané, Thierry
;
Labidi, Chiraz
- In:
Journal of economics and finance
28
(
2004
)
3
,
pp. 285-299
Persistent link: https://www.econbiz.de/10002627400
Saved in:
4
Dependence structure and risk measure
Ané, Thierry
;
Kharoubi, Cécile
- In:
The journal of business : B
76
(
2003
)
3
,
pp. 411-438
Persistent link: https://www.econbiz.de/10001826337
Saved in:
5
Return interval, dependence strucuture and multivariate normality
Ané, Thierry
;
Labidi, Chiraz
-
2001
Persistent link: https://www.econbiz.de/10001732814
Saved in:
6
Pricing and hedging S&P 500 index options with Hermite polynomial approximation : empirical tests of Madan and Milne's model
Ané, Thierry
- In:
The journal of futures markets
19
(
1999
)
7
,
pp. 735-758
Persistent link: https://www.econbiz.de/10001443345
Saved in:
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