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~subject:"Volatility"
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Volatility
Theorie
85
Theory
85
Option pricing theory
24
Optionspreistheorie
24
Volatilität
19
Stochastic process
17
Stochastischer Prozess
17
Estimation
14
Schätzung
14
Yield curve
14
Zinsstruktur
14
Denmark
13
Estimation theory
13
Schätztheorie
13
Time series analysis
13
Zeitreihenanalyse
13
Dänemark
12
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
ARCH model
10
ARCH-Modell
10
CAPM
10
Option trading
10
Optionsgeschäft
10
Börsenkurs
9
Share price
9
Statistical test
8
Statistischer Test
8
USA
8
United States
8
Capital structure
7
Cointegration
7
Deposit insurance
7
Forecast
7
Kanada
7
Kapitalstruktur
7
Kointegration
7
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
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Book / Working Paper
19
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Arbeitspapier
17
Graue Literatur
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17
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17
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English
19
Author
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Christiansen, Charlotte
4
Christensen, Bent Jesper
2
Hansen, Peter Reinhard
2
Lunde, Asger
2
Myhre Lildholt, Peter
2
Barndorff-Nielsen, Ole E.
1
Bartholdy, Jan
1
Bibby, Bo Martin
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Nicolato, Elisa
1
Shepard, Neil
1
Shephard, Neil G.
1
Shin Jensen, Malene
1
Sponholtz, Carina
1
Stentoft, Lars
1
Strunk Hansen, Charlotte
1
Svenstrup, Mikkel
1
Sørensen, Helle
1
Sørensen, Michael
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
18
University of Otago / Department of Finance and Quantitative Analysis
1
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
18
Finance and quantitative analysis discussion paper series
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ECONIS (ZBW)
19
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Estimating beta for New Zealand companies
Bartholdy, Jan
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1996
Persistent link: https://www.econbiz.de/10000966843
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2
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
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3
Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
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4
Long maturity forward rates
Christiansen, Charlotte
(
contributor
)
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2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622254
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5
New evidence on the implied-realized volatility relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
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6
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
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7
A comparison of volatility models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
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8
Power and bipower variation with stocjastic volatility and jumps
Brandorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763251
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9
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
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10
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
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