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~subject:"EU-Staaten"
~subject:"Volatilität"
~type_genre:"Book section"
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1
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1
Econophysics of Order-driven Markets : proceedings of Econophys-Kolkata V
1
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1
Emerging European financial markets : independence and integration post-enlargement
1
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1
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
1
Encyclopedia of economics research ; Vol. 1
1
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1
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1
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1
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1
Handbook of economic forecasting ; Volume 2A
1
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1
Management von Rohstoffrisiken : Strategien, Märkte und Produkte
1
Modelling prices in competitive electricity markets
1
Monographs of official statistics : papers and proceedings of the Third Eurostat Colloquium on Modern Tools for Business Cycle Analysis ; statistical methods and business cycle analysis of the Euro zone
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
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1
Three essays on financial markets and portfolio management
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ECONIS (ZBW)
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1
Modeling volatility risk in equity options market : a statistical approach
Dobi, Doris
;
Avellaneda, Marco
- In:
Options - 45 years since the publication of the …
,
(pp. 257-292)
.
2023
Persistent link: https://www.econbiz.de/10014366655
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2
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 269-306)
.
2022
Persistent link: https://www.econbiz.de/10013194599
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3
Tracing the sources of contagion in the oil-finance nexus
Mahadeo, Scott M. R.
;
Heinlein, Reinhold
;
Legrenzi, …
- In:
Applications in Energy Finance : The Energy Sector, …
,
(pp. 115-143)
.
2022
Persistent link: https://www.econbiz.de/10013282728
Saved in:
4
Three non-Gaussian models of dependence in returns
Madan, Dilip B.
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 107-130)
.
2016
Persistent link: https://www.econbiz.de/10011800343
Saved in:
5
Evidence of microstructure variables' nonlinear dynamics from noised high-frequency data
Andreev, Nikolay
;
Lapshin, Victor
- In:
Financial econometrics and empirical market microstructure
,
(pp. 13-23)
.
2015
Persistent link: https://www.econbiz.de/10011326759
Saved in:
6
On the importance of trend gaps in assessing equity market correlations
Peltomäki, Jarkko
;
Graham, Michael
- In:
Emerging markets and the global economy
,
(pp. 583-601)
.
2014
Persistent link: https://www.econbiz.de/10010434620
Saved in:
7
Forecasting with option-implied information
Christoffersen, Peter F.
;
Jacobs, Kris
;
Chang, Bo Young
-
2013
Persistent link: https://www.econbiz.de/10011507021
Saved in:
8
Copula methods for forecasting multivariate time series
Patton, Andrew J.
-
2013
Persistent link: https://www.econbiz.de/10011507033
Saved in:
9
Market integration and small stock returns : a co-movement analysis
Schaarschmidt, Steffen
- In:
Three essays on financial markets and portfolio management
,
(pp. 10-51)
.
2013
Persistent link: https://www.econbiz.de/10010442703
Saved in:
10
Carbon emissions trading : what it means for individual investors
Martinez, Valeria
- In:
International financial markets
,
(pp. 165-178)
.
2013
Persistent link: https://www.econbiz.de/10010204754
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