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~type_genre:"Aufsatz im Buch"
~subject:"Volatility"
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Aktuelle Entwicklungslinien in der Finanzwirtschaft ; Teil 1
1
Annals of operations research ; volume 284, numbers 1 (January 2020)
1
Essays in finance : commodity derivatives, volatility forecasting, and the carbon market
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Is green investment different from grey? : return and volatility spillovers between green and grey energy ETFs
Rizvi, Kumail Abbas
;
Naqvi, Bushra
;
Mirza, Nawazish
- In:
Financial modeling and risk management of energy and …
,
(pp. 495-524)
.
2022
Persistent link: https://www.econbiz.de/10013350128
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2
On mutual funds-of-ETFs asset allocation with rebalancing : sample covariance versus EWMA and GARCH
Xidonas, Panos
;
Tsionas, Mike
;
Zopounidis, Constantin
-
2020
Persistent link: https://www.econbiz.de/10012165614
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3
Volatilitätsderivate - Funktionsweise und Verwendung in der Praxis
Henn, Eric Tobias
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2017
Persistent link: https://www.econbiz.de/10011637295
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The challenges of ETFs and their underlying constituents
Wallace, Damien
;
McIver, Ron
;
Ramiah, Vikash
- In:
Financial management : methods, outcomes and challenges
,
(pp. 91-112)
.
2017
Persistent link: https://www.econbiz.de/10011711876
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5
Forecasting realized variance based on macroeconomic uncertainty
Vicedom, Sebastian
- In:
Essays in finance : commodity derivatives, volatility …
,
(pp. 51-114)
.
2016
Persistent link: https://www.econbiz.de/10011646902
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6
Three non-Gaussian models of dependence in returns
Madan, Dilip B.
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 107-130)
.
2016
Persistent link: https://www.econbiz.de/10011800343
Saved in:
7
Carbon emissions trading : what it means for individual investors
Martinez, Valeria
- In:
International financial markets
,
(pp. 165-178)
.
2013
Persistent link: https://www.econbiz.de/10010204754
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