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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Fengler, Matthias R."
~person:"Niebuhr, Annekatrin"
~subject:"Volatilität"
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Volatilität
Aktienindex
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Capital income
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Index futures
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Multivariate Verteilung
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Fengler, Matthias R.
Niebuhr, Annekatrin
Herwartz, Helmut
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Härdle, Wolfgang
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Spokojnyj, Vladimir G.
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Werner, Christian
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Applied quantitative finance
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Applied quantitative finance : theory and computational tools
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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A dynamic copula approach to recovering the index implied volatility skew
Fengler, Matthias R.
;
Herwartz, Helmut
;
Werner, Christian
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 457-493
Persistent link: https://www.econbiz.de/10009571516
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