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accessRights:"restricted"
~person:"Chang, Kuang-Liang"
~person:"Cui, Zhenyu"
~subject:"Optionspreistheorie"
~subject:"Stochastic process"
~subject:"Volatility"
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Optionspreistheorie
Stochastic process
Volatility
Markov chain
16
Markov-Kette
16
Option pricing theory
9
Volatilität
8
Stochastischer Prozess
6
ARCH model
5
ARCH-Modell
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Multivariate Verteilung
5
Multivariate distribution
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Capital income
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Continuous-time Markov chain
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Derivat
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Derivative
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Estimation
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Finance
4
Kapitaleinkommen
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Schätzung
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Statistical distribution
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Statistische Verteilung
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Option pricing
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Option trading
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Optionsgeschäft
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Stochastic volatility
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Theorie
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Theory
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Time series analysis
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Zeitreihenanalyse
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Aktienmarkt
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Börsenkurs
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Exchange rate
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Immobilienfonds
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Jump diffusion
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Markov process
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Markov switching
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Markov-switching copula
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Chang, Kuang-Liang
Cui, Zhenyu
Elliott, Robert J.
8
Kirkby, J. Lars
7
Ma, Feng
7
Nguyen, Duy
7
Siu, Tak Kuen
6
Gupta, Rangan
5
Hammoudeh, Shawkat
5
Otranto, Edoardo
5
Serletis, Apostolos
5
Xu, Libo
5
Cavicchioli, Maddalena
4
Chen, Son-nan
4
Ching, Wai Ki
4
Dimitrakopoulos, Stefanos
4
Hainaut, Donatien
4
He, Xin-Jiang
4
Ji, Qiang
4
Lee, Hsiang-Tai
4
Li, Leon
4
Li, Lingfei
4
Lin, Shih-kuei
4
Lu, Xinjie
4
Luo, Jiawen
4
Shi, Yanlin
4
Wang, Jiqian
4
Wei, Qingda
4
Wilfling, Bernd
4
Zhu, Song-Ping
4
Asai, Manabu
3
Bauwens, Luc
3
BenSaïda, Ahmed
3
Casarin, Roberto
3
Chan, Leunglung
3
Chen, Xian
3
Chevallier, Julien
3
Dufays, Arnaud
3
Fabozzi, Frank J.
3
Gapeev, Pavel V.
3
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European journal of operational research : EJOR
4
International review of economics & finance : IREF
2
Quantitative finance
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Insurance / Mathematics & economics
1
Journal of international money and finance
1
Mathematical methods of operations research : ZOR
1
The journal of derivatives : JOD
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ECONIS (ZBW)
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11
A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
262
(
2017
)
1
,
pp. 381-400
Persistent link: https://www.econbiz.de/10011785790
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12
A mixed dependence between the exchange rate and international crude oil returns : an application of dynamic mixture copula
Chang, Kuang-Liang
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
10/11/12
,
pp. 2347-2360
Persistent link: https://www.econbiz.de/10011825350
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13
Does the return-state-varying relationship between risk and return matter in modeling the time series process of stock return?
Chang, Kuang-Liang
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 72-87
Persistent link: https://www.econbiz.de/10011625059
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