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  • Search: subject:"Fractal Brownian Motion"
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Aktienmarkt 1 Anlageverhalten 1 Behavioural finance 1 Capital income 1 Forecasting model 1 Kapitaleinkommen 1 Method of moments 1 Momentenmethode 1 Option pricing theory 1 Optionspreistheorie 1 Portfolio selection 1 Portfolio-Management 1 Prognoseverfahren 1 Stochastic process 1 Stochastischer Prozess 1 Stock market 1 Volatility 1 Volatilität 1 fractal Brownian motion 1 implied volatility 1 long-term memory 1 market fear 1 momentum 1 sentiment 1
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Free 1
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Book / Working Paper 1
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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English 1
Author
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Schadner, Wolfgang 1
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Working papers on finance 1
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ECONIS (ZBW) 1
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Risk-neutral momentum and market fear
Schadner, Wolfgang - 2019
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