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subject:"Volatilität"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Volatilität
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Theorie
5
Theory
5
Volatility
5
Markov chain
4
Markov-Kette
4
Stochastic process
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Stochastischer Prozess
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stochastic volatility
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Bayes-Statistik
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Analysis of variance
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Capital income
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Hedging
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Kapitaleinkommen
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Market microstructure
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Monte Carlo
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Option pricing theory
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Option trading
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Optionsgeschäft
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Optionspreistheorie
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S&P 500 index options
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Schätzung
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Statistical distribution
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Statistische Verteilung
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Systematischer Fehler
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Time series analysis
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USA
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United States
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Wu, Liuren
2
Bannouh, Karim
1
Barra, István
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Borowska, Agnieszka
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Carr, Peter
1
Dijk, Dick van
1
Djegnéné, Barnabé
1
Koopman, Siem Jan
1
Martens, Martin
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Zhu, Jingyi
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
17
Discussion paper / Tinbergen Institute
15
Econometric reviews
14
Quantitative finance
12
International journal of theoretical and applied finance
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
The journal of computational finance
10
Computational economics
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Energy economics
7
Finance research letters
7
Journal of empirical finance
7
Journal of risk and financial management : JRFM
7
Economic modelling
6
International journal of forecasting
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The journal of futures markets
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CAMA working paper series
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
Econometric Institute research papers
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GRIPS discussion papers
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Journal of banking & finance
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Applied economics
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Asia-Pacific financial markets
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Economics letters
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Finance and stochastics
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International journal of financial engineering
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Journal of applied econometrics
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Swiss Finance Institute Research Paper
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The North American journal of economics and finance : a journal of financial economics studies
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The econometrics journal
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Tinbergen Institute research series
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Applied mathematical finance
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BIS working papers
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Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Bayesian dynamic modeling of high-frequency integer price changes
Barra, István
;
Borowska, Agnieszka
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 384-424
Persistent link: https://www.econbiz.de/10011987788
Saved in:
2
Simple robust hedging with nearby contracts
Wu, Liuren
;
Zhu, Jingyi
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011658670
Saved in:
3
The HESSIAN method for models with leverage-like effects
Djegnéné, Barnabé
;
McCausland, William J.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 722-755
Persistent link: https://www.econbiz.de/10011339247
Saved in:
4
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
Saved in:
5
Range-based covariance estimation using high-frequency data : the realized co-range
Bannouh, Karim
;
Dijk, Dick van
;
Martens, Martin
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
4
,
pp. 341-372
Persistent link: https://www.econbiz.de/10003907520
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