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isPartOf:"SFB 649 discussion paper"
~isPartOf:"NBER Working Paper"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Share price"
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Search: subject_exact:"Stochastisches Modell"
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Stochastic process
174
Stochastischer Prozess
174
Theorie
103
Theory
103
Volatility
55
Volatilität
55
Option pricing theory
40
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SFB 649 discussion paper
NBER Working Paper
The European journal of finance
The journal of finance : the journal of the American Finance Association
Journal of econometrics
25
Research paper series / Swiss Finance Institute
12
Discussion paper / Tinbergen Institute
11
International journal of theoretical and applied finance
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1239-1284
Persistent link: https://www.econbiz.de/10001684993
Saved in:
22
Order flow, transaction clock, and normality of asset returns
Ané, Thierry
;
Geman, Hélyette
- In:
The journal of finance : the journal of the American …
55
(
2000
)
5
,
pp. 2259-2284
Persistent link: https://www.econbiz.de/10001524433
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