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Stochastic process
Lévy process
207
Stochastischer Prozess
115
Option pricing theory
94
Optionspreistheorie
94
Volatility
49
Volatilität
44
Stable convergence
28
Option trading
25
Optionsgeschäft
25
Theorie
22
stable convergence
22
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21
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21
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20
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20
Time series analysis
20
Schätztheorie
19
Estimation theory
18
stochastic volatility
18
Stochastic volatility
17
Portfolio selection
15
Portfolio-Management
15
power variation
15
Power variation
14
option pricing
14
Option pricing
13
Risiko
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Risk
13
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12
Estimation
12
Hedging
12
Schätzung
12
Börsenkurs
11
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Derivat
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Undetermined
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Free
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English
113
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Aguilar, Jean-Philippe
7
Kim, Young Shin
7
Andersen, Torben
4
Todorov, Viktor
4
Yamazaki, Akira
4
Woerner, Jeannette H. C.
3
Abbring, Jaap H.
2
Bojarčenko, Svetlana I.
2
Chan, Tat Lung
2
Chevallier, Julien
2
Fabozzi, Frank J.
2
Fusari, Nicola
2
Goutte, Stéphane
2
Hess, Markus
2
Kabanov, Jurij M.
2
Kirkby, Justin Lars
2
Klüppelberg, Claudia
2
Korbel, Jan
2
Mittnik, Stefan
2
Pagliarani, Stefano
2
Palmowski, Z.
2
Park, Jiho
2
Rathgeber, Andreas W.
2
Račev, Svetlozar T.
2
Ruan, Xinfeng
2
Shiraya, Kenichiro
2
Zhu, Wenli
2
Ahcan, Ales
1
Ballotta, Laura
1
Benth, Fred Espen
1
Biagini, Francesca
1
Bladt, Mogens
1
Bondarenko, Oleg
1
Botosaru, Irene
1
Boyarchenko, Mitya
1
Brockwell, Peter J.
1
Budhi Arta Surya
1
Cai, Zongwu
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Capponi, Agostino
1
Carr, Peter
1
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Insurance / Mathematics & economics
12
International journal of theoretical and applied finance
11
Journal of econometrics
9
Quantitative finance
7
Finance and stochastics
6
Applied mathematical finance
4
Computational economics
4
Journal of risk and financial management : JRFM
4
Risks : open access journal
4
European journal of operational research : EJOR
3
International journal of financial engineering
3
Mathematical finance
3
Econometric reviews
2
Energy economics
2
Journal of banking & finance
2
Review of derivatives research
2
Scandinavian actuarial journal
2
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
2
Annals of finance
1
Applied economics
1
Australian journal of management
1
CARF working paper
1
Computational Management Science : CMS
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper / Tinbergen Institute
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
Finance research letters
1
International journal of economics and finance
1
International journal of theoretical and applied finance : IJTAF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of derivatives & hedge funds
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of mathematical finance
1
Journal of real estate research : JRER ; a publication of the American Real Estate Society
1
Journal of risk finance : the convergence of financial products and insurance
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Mathematics and financial economics
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ECONIS (ZBW)
113
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1
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
2
Jump activity analysis for affine jump-diffusion models : evidence from the commodity market
Fonseca, José da
;
Ignatieva, Ekaterina
- In:
Journal of banking & finance
99
(
2019
),
pp. 45-62
Persistent link: https://www.econbiz.de/10012162294
Saved in:
3
Estimating jump activity using multipower variation
Kolokolov, Aleksey
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 128-140
Persistent link: https://www.econbiz.de/10012804092
Saved in:
4
Estimating spot volatility under infinite variation jumps with dependent market microstructure noise
Liu, Qiang
;
Liu, Zhi
- In:
The econometrics journal
27
(
2024
)
2
,
pp. 278-298
Persistent link: https://www.econbiz.de/10015046377
Saved in:
5
Purely discontinuous Lévy processes and power variation : inference for integrated volatility and the scale parameter
Woerner, Jeannette H. C.
-
2003
Persistent link: https://www.econbiz.de/10009581651
Saved in:
6
Estimation of integrated volatility in stochastic volatility models
Woerner, Jeannette H. C.
-
2003
Persistent link: https://www.econbiz.de/10009581654
Saved in:
7
Variational sums and power variation : a unifying approach to model selection and estimation in semimartingale models
Woerner, Jeannette H. C.
-
2002
Persistent link: https://www.econbiz.de/10009581659
Saved in:
8
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
3
,
pp. 1081-1145
Persistent link: https://www.econbiz.de/10011378591
Saved in:
9
Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 4-25
Persistent link: https://www.econbiz.de/10012303860
Saved in:
10
The algebra of two scales estimation, and the S-TSRV: High frequency estimation that is robust to sampling times
Mykland, Per A.
;
Zhang, Lan
;
Chen, Dachuan
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 101-119
Persistent link: https://www.econbiz.de/10012139798
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