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Search: subject:"Volatilität"
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Volatilität
30
Volatility
29
Theorie
19
Theory
19
Option pricing theory
11
Optionspreistheorie
11
Stochastic process
8
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Forschungsbericht
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21,297
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7,624
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7,235
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7,235
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6,981
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1,207
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524
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Frey, Rüdiger
3
Szimayer, Alexander
3
Dimitroff, Georgi
2
Galagedera, Don U. A.
2
King, Maxwell L.
2
Leisen, Dietmar
2
Zhang, Xibin
2
Anderson, Heather M.
1
Christopeit, Norbert
1
Coppel, Jonathan G.
1
Cron, Axel
1
Dimitroff, Geogri
1
Doucouliagos, Chris
1
Durand, Martine
1
Elagin, Mstislav
1
Faff, Robert W.
1
Forbes, Catherine Scipione
1
Heid, Frank
1
Hsu, Chiente
1
Keles, Dogan
1
Kim, Jae H.
1
Kock, Johan de
1
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1
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1
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1
Martin, Gael M.
1
Mikosch, Thomas
1
Ruckdeschel, Peter
1
Röder, Klaus
1
Sayer, Tilman
1
Schoffer, Olaf
1
Shami, Roland G.
1
Sibbertsen, Philipp
1
Spokojnyj, Vladimir G.
1
Starica, Catalin
1
Vahid, Farshid
1
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1
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1
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1
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7
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7
Berichte des Fraunhofer ITWM
4
Lecture notes in economics and mathematical systems : LNEMS
4
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
2
Arbeitspapiere zur mathematischen Wirtschaftsforschung
1
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1
OECD working papers
1
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1
Produktion und Energie
1
Working paper / Laboratory of Actuarial Mathematics, University of Copenhagen
1
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ECONIS (ZBW)
30
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1
Uncertainties in energy markets and their consideration in energy storage evaluation
Keles, Dogan
-
2013
Persistent link: https://www.econbiz.de/10013447107
Saved in:
2
Realized volatility and correlation in grain futures markets : testing for spill-over effects
Kim, Jae H.
;
Doucouliagos, Chris
-
2005
Persistent link: https://www.econbiz.de/10003147017
Saved in:
3
Stock market risk-return inference : an unconditional non-parametric approach
Mikosch, Thomas
;
Starica, Catalin
-
2005
Persistent link: https://www.econbiz.de/10002789961
Saved in:
4
Modelling the risk and return relation conditional on market volatility and market conditions
Galagedera, Don U. A.
;
Faff, Robert W.
-
2004
Persistent link: https://www.econbiz.de/10002121816
Saved in:
5
Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
-
2004
Persistent link: https://www.econbiz.de/10002479501
Saved in:
6
Pricing American options in the Heston model : a close look on incorporating correlation
Ruckdeschel, Peter
;
Sayer, Tilman
;
Szimayer, Alexander
-
2011
Persistent link: https://www.econbiz.de/10009688311
Saved in:
7
Calibrating and completing the volatility cube in the SABR model
Dimitroff, Georgi
;
Kock, Johan de
-
2011
Persistent link: https://www.econbiz.de/10009688312
Saved in:
8
Estimation of asymmetric box-cox stochastic volatility models using MCMC simulation
Zhang, Xibin
;
King, Maxwell L.
-
2003
Persistent link: https://www.econbiz.de/10001854359
Saved in:
9
Bayesian estimation of a stochastic volatility model using option and spot prices : application of a Bivariate Kalman Filter
Forbes, Catherine Scipione
;
Martin, Gael M.
;
Wright, Jill
-
2003
Persistent link: https://www.econbiz.de/10001854495
Saved in:
10
Association between Markov regime-switching market volatility and beta risk : evidence from Dow Jones industrial securities
Galagedera, Don U. A.
;
Shami, Roland G.
-
2003
Persistent link: https://www.econbiz.de/10001892068
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