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  • Search: subject:"Autoregressive conditional jump intensity model"
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Subject
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ARCH model 1 ARCH-Modell 1 Autoregressive conditional jump intensity model 1 Capital income 1 Estimation theory 1 Forecast error 1 Forecasting model 1 Implied volatility 1 Information value 1 Informational content 1 Informationswert 1 Kapitaleinkommen 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Orthogonality test 1 Prognoseverfahren 1 Schätztheorie 1 Statistical error 1 Statistischer Fehler 1 Taiwan 1 Volatility 1 Volatilität 1
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Type of publication
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Article 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1
Author
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Chiang, Shu-mei 1 Lee, Yen-Hsien 1 Lin, Chi-tai 1
Published in...
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Asia-Pacific journal of financial studies 1
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ECONIS (ZBW) 1
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Exploring forecast error and the informational content of implied volatility in the Taiwan market
Lee, Yen-Hsien; Lin, Chi-tai; Chiang, Shu-mei - In: Asia-Pacific journal of financial studies 41 (2012) 5, pp. 590-609
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