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~person:"Fusari, Nicola"
~subject:"Volatilität"
~type_genre:"Arbeitspapier"
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Volatilität
Modellierung
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Option trading
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Optionsgeschäft
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Risikoprämie
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Risk premium
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Scientific modelling
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Stochastic process
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Stochastischer Prozess
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Fusari, Nicola
McAleer, Michael
15
Andersen, Torben
5
Bollerslev, Tim
4
Caporin, Massimiliano
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Chang, Chia-Lin
4
Todorov, Viktor
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Clements, Adam
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Sizova, Natalia
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Tauchen, George Eugene
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Asai, Manabu
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Chan, Joshua
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Fernández-Villaverde, Jesús
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Jimenez-Martin, Juan-Angel
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Lewis, Vivien
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Markiewicz, Agnieszka
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Pérez Amaral, Teodosio
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Roengchai Tansuchat
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Silvennoinen, Annastiina
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Teräsvirta, Timo
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Wiphatthanananthakul, Chatayan
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Yuan, Yuan
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Alessi, Lucia
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Audrino, Francesco
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Audzei, Volha
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Bach, Christian
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Barigozzi, Matteo
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Baruník, Jozef
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Becker, Ralf
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Benzoni, Luca
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Bos, Charles S.
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Cai, Zongwu
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Caldara, Dario
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Calero, Roberto
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Capasso, Marco
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Carriero, Andrea
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Chen, Xiangjin B.
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Christensen, Bent Jesper
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Clark, Todd E.
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Conrad, Christian A.
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Global COE Hi-Stat discussion paper series
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Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009524097
Saved in:
2
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10010202343
Saved in:
3
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009539803
Saved in:
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