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~subject:"Volatilität"
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Volatilität
Continuous distribution
94
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Gilbert, Thomas
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Hrdlicka, Christopher
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Ikeda, Masayuki
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Kalodimos, Jonathan
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Panas, Epaminodas
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Siegel, Stephan
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Applied economics
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Review of asset pricing studies
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Review of derivatives research
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ECONIS (ZBW)
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Daily data is bad for beta : opacity and frequency-dependent betas
Gilbert, Thomas
;
Hrdlicka, Christopher
;
Kalodimos, Jonathan
- In:
Review of asset pricing studies
4
(
2014
)
1
,
pp. 78-117
Persistent link: https://www.econbiz.de/10010399878
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2
Equilibrium preference free pricing of derivatives under the generalized beta distributions
Ikeda, Masayuki
- In:
Review of derivatives research
13
(
2010
)
3
,
pp. 297-332
Persistent link: https://www.econbiz.de/10008695881
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3
Generalized beta distributions for describing and analysising intraday stock market data : testing the U-shape pattern
Panas, Epaminodas
- In:
Applied economics
37
(
2005
)
2
,
pp. 191-199
Persistent link: https://www.econbiz.de/10002537370
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