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~subject:"Volatilität"
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Volatilität
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Lux, Thomas
13
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11
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Energy economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Journal of empirical finance
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics
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Finance research letters
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International journal of forecasting
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International review of financial analysis
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Economics letters
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International review of economics & finance : IREF
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10
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9
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9
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9
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8
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The European journal of finance
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ECONIS (ZBW)
1,103
USB Cologne (business full texts)
1
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1
Crash Risk in Currency Returns
Chernov, Mikhail
-
2015
% (and can be as high as 40%) of total currency risk, as measured by the
entropy
of exchange rate changes, over horizons of …
Persistent link: https://www.econbiz.de/10013037072
Saved in:
2
Crash risk in currency returns
Chernov, Mikhail
;
Graveline, Jeremy
;
Zviadadze, Irina
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
1
,
pp. 137-170
Persistent link: https://www.econbiz.de/10011929414
Saved in:
3
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1998
Persistent link: https://www.econbiz.de/10001355935
Saved in:
4
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001380392
Saved in:
5
Option pricing with a levy-type stochastic dynamic model for stock price process under semi-Markovian structural perturbations
Assonken, Patrick
;
Ladde, Gangaram S.
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-72
Persistent link: https://www.econbiz.de/10011419362
Saved in:
6
Tempered stable process, first passage time, and path-dependent option pricing
Kim, Young Shin
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 187-215
Persistent link: https://www.econbiz.de/10011993461
Saved in:
7
Networks of log returns and volatilities of international stock market indexes
Sandoval Junior, Leonidas
- In:
The journal of network theory in finance
3
(
2017
)
3
,
pp. 41-82
Persistent link: https://www.econbiz.de/10011879065
Saved in:
8
Entropy
risk factor model of exchange rate prediction
Stanley, Darrol J.
;
Efremidze, Levan
;
Rossouw, Jannie
- In:
International journal of financial research
8
(
2017
)
3
,
pp. 51-56
Persistent link: https://www.econbiz.de/10011779652
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9
Current volatility as a measure of market risk
Kussy, Mikhail
- In:
International journal of risk assessment and management …
20
(
2017
)
4
,
pp. 333-349
Persistent link: https://www.econbiz.de/10011859119
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10
Investigation of stock return volatility using Shannon
entropy
: evidence from ASEAN stock markets
Vo Xuan Vinh
;
Tran Thi Tuan Anh
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
12
(
2022
)
4
,
pp. 479-490
Persistent link: https://www.econbiz.de/10013350691
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