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~isPartOf:"Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics"
~isPartOf:"Global COE Hi-Stat discussion paper series"
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Option trading
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
Global COE Hi-Stat discussion paper series
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Pricing Nikkei 225 options using realized volatility
Ubukata, Masato
;
Watanabe, Toshiaki
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2013
Persistent link: https://www.econbiz.de/10009689980
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2
An empirical analysis of the Nikkei 225 put options using realized GARCH models
Takeuchi-Nogimori, Asuka
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2012
Persistent link: https://www.econbiz.de/10009618595
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3
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10010202343
Saved in:
4
Investigating impacts of self-exciting jumps in returns and volatility : a Bayesian learning approach
Fulop, Andras
;
Li, Junye
;
Yu, Jun
-
2012
Persistent link: https://www.econbiz.de/10010202344
Saved in:
5
Option trading strategies based on semi-parametric implied volatility surface prediction
Audrino, Francesco
;
Colangelo, Dominik
-
2009
Persistent link: https://www.econbiz.de/10003885898
Saved in:
6
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2007
Persistent link: https://www.econbiz.de/10003597924
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