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language:"dan"
type:"book"
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~language:"eng"
~language:"fin"
~person:"McAleer, Michael"
~subject:"Estimation"
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Estimation
Schätzung
4
Volatility
2
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2
1980-1997
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1
Börsenkurs
1
Capital income
1
EU countries
1
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East Asia
1
Entropie
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1
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1
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Option pricing theory
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Optionspreistheorie
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Ostasien
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McAleer, Michael
Allen, David E.
18
Singh, Abhay Kumar
5
Powell, Robert
4
Imbarine Bujang
2
Kramadibrata, Akhmad R.
2
Satō, Kiyotaka
2
Scharth, Marcel
2
Soucik, Victor
2
Zhang, Zhaoyong
2
Amporn Soongswang
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Chandra, M.
1
Djajadikerta, Hadrian
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Gao, Jiti
1
Ho, Chia-cheng
1
Kok Haur Ng
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Lee, Chin-Chuan
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Lin, Chien-ting
1
Mapfumba, Tinashe
1
Masih, Abdul Mansur M.
1
Masih, Rumi
1
Nartea, Gilbert V.
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Peiris, Shelton
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Shareef, Riaz
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Taco, Paul
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School of Accounting, Finance and Economics & FEMARC working paper series
Econometric Institute research papers
38
Working paper
26
Discussion paper / Tinbergen Institute
18
Working papers in economics and econometrics
2
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1
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ECONIS (ZBW)
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Pricing options by simulation using realized volatility
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2009
Persistent link: https://www.econbiz.de/10003869596
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2
Realized volatility uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760022
Saved in:
3
A non-parametric and entropy based analysis of the relationship between the VIX and S&P 500
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10009711717
Saved in:
4
Towards an East Asian monetary union : an econometrics analysis of shocks
Satō, Kiyotaka
(
contributor
);
Zhang, Zhaoyong
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003129624
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