Dynamics of realized volatilities and correlations : an empirical study
Year of publication: |
2006
|
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Authors: | Ferland, René ; Lalancette, Simon |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 30.2006, 7, p. 2109-2130
|
Subject: | Neuronale Netze | Neural networks | Volatilität | Volatility | Währungsderivat | Currency derivative | Optionspreistheorie | Option pricing theory | ARMA-Modell | ARMA model | Korrelation | Correlation |
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