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~subject:"Volatility"
~type_genre:"Aufsatz im Buch"
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Search: subject:"Monte Carlo method"
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Volatility
Monte Carlo simulation
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24
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24
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Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
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Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
1
Econometric analysis of financial and economic time series ; part a
1
Emerging markets and the global economy
1
Forecasting volatility in the financial markets
1
Numerical methods in finance
1
Operations research proceedings 2006 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), jointly organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operations Research (SVOR), Karlsruhe, September 6 - 8 2006 ; with 79 tables
1
Rechnungslegung nach internationalen Grundsätzen
1
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
1
Stock returns : cyclicity, prediction and economic consequences
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
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A simple efficient moment-based estimator for the stochastic volatility model
Ahsan, Nazmul
;
Dufour, Jean-Marie
-
2019
Persistent link: https://www.econbiz.de/10012244154
Saved in:
2
Developed and emerging equity market tail risk : is it constant?
Straetmans, Stefan
;
Candelon, Bertrand
- In:
Emerging markets and the global economy
,
(pp. 241-270)
.
2014
Persistent link: https://www.econbiz.de/10010434652
Saved in:
3
MCMC methods for continuous-time financial econometrics
Johannes, Michael
;
Polson, Nicholas G.
-
2010
Persistent link: https://www.econbiz.de/10003900732
Saved in:
4
Bayesian inference for a periodic stochastic volatility model of intraday electricity prices
Smith, Michael Stanley
- In:
Statistical modelling and regression structures : …
,
(pp. 353-376)
.
2010
Persistent link: https://www.econbiz.de/10003964500
Saved in:
5
Discrete-time variance-optimal hedging in affine stochastic volatility models
Kallsen, Jan
;
Muhle-Karbe, Johannes
;
Shenkman, Natalia
; …
- In:
Alternative investments and strategies : credit, …
,
(pp. 375-393)
.
2010
Persistent link: https://www.econbiz.de/10008655196
Saved in:
6
Modelling and forecasting volatility dynamics using quadratic GARCH-factor models : empirical evidence from international foreign exchange markets
Saidane, Mohamed
;
Lavergne, Christian
- In:
Stock returns : cyclicity, prediction and economic …
,
(pp. 231-267)
.
2009
Persistent link: https://www.econbiz.de/10003945037
Saved in:
7
Monte Carlo methods for stochastic volatility models
Fournié, E.
;
Lasry, J. M.
;
Touzi, Nizar
- In:
Numerical methods in finance
,
(pp. 146-164)
.
2008
Persistent link: https://www.econbiz.de/10003723936
Saved in:
8
Stochastic volatility and option pricing
Jiang, George J.
- In:
Forecasting volatility in the financial markets
,
(pp. 131-171)
.
2007
Persistent link: https://www.econbiz.de/10003872887
Saved in:
9
Parameter estimation for stock models with non-constant volatility using Markov chain Monte Carlo methods
Hahn, Markus
;
Putschögl, Wolfgang
;
Sass, Jörn
- In:
Operations research proceedings 2006 : selected papers …
,
(pp. 227-232)
.
2007
Persistent link: https://www.econbiz.de/10003470697
Saved in:
10
Bilanzierung leistungsorientierter Pensionszusagen nach IFRS : Auswirkungen auf die intertemporale Ergebnisvolatilität
Pellens, Bernhard
;
Crasselt, Nils
;
Sellhorn, Thorsten
- In:
Rechnungslegung nach internationalen Grundsätzen
,
(pp. 111-138)
.
2006
Persistent link: https://www.econbiz.de/10003409614
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