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person:"Corsi, Fulvio"
subject:"Volatilität"
~person:"Andreou, Elena"
~person:"Edelman, David"
~person:"Härdle, Wolfgang"
~person:"Koopman, Siem Jan"
~type_genre:"Book section"
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Volatilität
Estimation theory
7
Schätztheorie
7
Theorie
4
Theory
4
Volatility
4
ARCH model
1
ARCH-Modell
1
Börsenkurs
1
Estimation
1
Evolutionary algorithm
1
Evolutionärer Algorithmus
1
Exchange rate
1
Metal market
1
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1
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Option pricing theory
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Corsi, Fulvio
Andreou, Elena
Edelman, David
Härdle, Wolfgang
Koopman, Siem Jan
Dufour, Jean-Marie
2
Feng, Yuanhua
2
Heiler, Siegfried
2
Račev, Svetlozar T.
2
Safari, Amir
2
Seese, Detlef G.
2
Spokojnyj, Vladimir G.
2
Sun, Wei
2
Abry, Patrice
1
Abutaleb, Ahmed
1
Ahsan, Nazmul
1
Alexander, Carol
1
Amengual, Dante
1
Andrikopoulos, Alexandru
1
Asai, Manabu
1
Bianchi, Stephen W.
1
Boscher, Hans
1
Bossaerts, Peter L.
1
Brabazon, Anthony
1
Cartwright, Phillip A.
1
Chib, Siddhartha
1
Chien, Chin-chen
1
Cui, Zhenyu
1
Dang, Jing
1
Dhar, Subhra Sankar
1
Duong, Diep
1
Dutta, Debajit
1
Elagin, Mstislav
1
Es, Bert van
1
Fernández-Villaverde, Jesús
1
Filimonov, Vladimir
1
Franke, Jürgen
1
Fronk, Eva-Maria
1
Frühwirth-Schnatter, Sylvia
1
Gao, Ziwen
1
Ghysels, Eric
1
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1
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Econometric analysis of financial and economic time series ; part a
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Handbook of financial time series
1
Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
1
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ECONIS (ZBW)
4
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1
Parameter estimation and practical aspects of modeling stochastic volatility
Jungbacker, Borus
;
Koopman, Siem Jan
- In:
Handbook of financial time series
,
(pp. 313-344)
.
2009
Persistent link: https://www.econbiz.de/10003833957
Saved in:
2
Estimation of an EGARCH volatility option pricing model using a bacteria foraging optimisation algorithm
Dang, Jing
;
Brabazon, Anthony
;
O'Neill, Michael
; …
- In:
Natural computing in computational finance ; [the …
,
(pp. 109-127)
.
2008
Persistent link: https://www.econbiz.de/10009515172
Saved in:
3
Sampling frequency and window length trade-offs in data-driven volatility estimation : appraising the accuracy of asymptotic approximations
Andreou, Elena
;
Ghysels, Eric
-
2006
Persistent link: https://www.econbiz.de/10003331375
Saved in:
4
A new method for volatility estimation with applications in foreign exchange rate series
Bossaerts, Peter L.
- In:
Finanzmarktanalyse und -prognose mit innovativen …
,
(pp. 71-83)
.
1996
Persistent link: https://www.econbiz.de/10001318071
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