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~person:"Andersen, Torben"
~person:"Deng, Geng"
~subject:"Capital market returns"
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Capital market returns
Index derivative
7
Indexderivat
7
Volatility
6
Volatilität
6
USA
3
United States
3
Ankündigungseffekt
2
Announcement effect
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Börsenkurs
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Derivat
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Derivative
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Kapitalmarktrendite
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Market liquidity
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Nichtparametrische Schätzung
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Nonparametric estimation
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Option pricing theory
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Option trading
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2008-2010
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2011-2015
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Aktienoption
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exchange traded funds (ETFs)
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Andersen, Torben
Deng, Geng
Chang, Chia-Lin
4
Hsieh, Tai-Lin
4
McAleer, Michael
4
Białkowski, Je̜drzej
2
Brown, David C.
2
Dang, Huong
2
Feder-Sempach, Ewa
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Liu, Qingfu
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Miziołek, Tomasz
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Azhar Mohamad
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Ceylan, Özcan
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Cortazar, Gonzalo
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Davies, Shaun William
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Journal / The Capco Institute : journal of financial transformation
1
The review of financial studies
1
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ECONIS (ZBW)
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Exploring return dynamics via corridor implied volatility
Andersen, Torben
;
Bondarenko, Oleg
;
Gonzalez-Perez, Maria T.
- In:
The review of financial studies
28
(
2015
)
10
,
pp. 2902-2945
Persistent link: https://www.econbiz.de/10011401368
Saved in:
2
The properties of short term investing in leveraged ETFs
Deng, Geng
;
McCann, Craig
- In:
Journal / The Capco Institute : journal of financial …
35
(
2012
),
pp. 27-38
Persistent link: https://www.econbiz.de/10009785742
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