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isPartOf:"Journal of econometrics"
~person:"Augustyniak, Maciej"
~person:"Corsi, Fulvio"
~subject:"Option pricing theory"
~subject:"Statistical distribution"
~subject:"Statistische Verteilung"
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Option pricing theory
Statistical distribution
Statistische Verteilung
Volatility
3
Volatilität
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Affine models
1
Aktienindex
1
CAPM
1
Exponential-affine pricing kernels
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Forecasting model
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General error distribution
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Multi-component volatility
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Option hedging
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Optionspreistheorie
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Augustyniak, Maciej
Corsi, Fulvio
Todorov, Viktor
6
Bollerslev, Tim
4
Xiu, Dacheng
4
Tauchen, George Eugene
3
Aït-Sahalia, Yacine
2
Bandi, Federico M.
2
Bondarenko, Oleg
2
Calvet, Laurent E.
2
Caporin, Massimiliano
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Corradi, Valentina
2
Fisher, Adlai
2
Gallant, A. Ronald
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Gouriéroux, Christian
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Meddahi, Nour
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Paolella, Marc S.
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Polak, Pawel
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Swanson, Norman R.
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Andersen, Torben
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Badescu, Alexandru
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Bakshi, Gurdip S.
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Barone-Adesi, Giovanni
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Bates, David S.
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Bouezmarni, Taoufik
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Broadie, Mark
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Bégin, Jean-François
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Cao, Charles Q.
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Caraglio, Michele
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Chang, Chia-Lin
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Journal of econometrics
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Journal of financial economics
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A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
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2
The continuous-time limit of score-driven volatility models
Buccheri, Giuseppe
;
Corsi, Fulvio
;
Flandoli, Franco
; …
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 655-675
Persistent link: https://www.econbiz.de/10012619254
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