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person:"Corsi, Fulvio"
subject:"Volatilität"
~person:"Cui, Zhenyu"
~person:"Li, Yingying"
~person:"Seese, Detlef G."
~person:"Spokojnyj, Vladimir G."
~type_genre:"Aufsatz im Buch"
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Search: subject_exact:"Estimation theory"
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Volatilität
Estimation theory
5
Schätztheorie
5
Volatility
5
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3
Theory
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2
ARCH-Modell
2
Capital income
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Correlation
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2
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2
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Affine GARCH models
1
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Option pricing theory
1
Optionspreistheorie
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Swap
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Variance dependent pricing kernels
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Corsi, Fulvio
Cui, Zhenyu
Li, Yingying
Seese, Detlef G.
Spokojnyj, Vladimir G.
Dufour, Jean-Marie
2
Feng, Yuanhua
2
Heiler, Siegfried
2
Račev, Svetlozar T.
2
Safari, Amir
2
Sun, Wei
2
Abry, Patrice
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Edelman, David
1
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1
Es, Bert van
1
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1
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1
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1
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1
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1
Hafner, Christian M.
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Application of operations research to financial markets
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Applied quantitative finance
1
Economic dynamics : theory, games and empirical studies
1
Encyclopedia of economics research ; Vol. 1
1
Handbook of financial time series
1
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ECONIS (ZBW)
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Closed-form variance swap prices under general affine GARCH models and their continuous-time limits
Andrikopoulos, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Application of operations research to financial markets
,
(pp. 27-57)
.
2019
Persistent link: https://www.econbiz.de/10012157341
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2
Realized volatility and correlation estimators under non-Gaussian microstructure noise
Safari, Amir
;
Sun, Wei
;
Seese, Detlef G.
;
Račev, …
-
2012
Persistent link: https://www.econbiz.de/10009579904
Saved in:
3
Realized volatility and correlation estimators under non-Gaussian microstructure noise
Safari, Amir
;
Sun, Wei
;
Seese, Detlef G.
;
Račev, …
- In:
Economic dynamics : theory, games and empirical studies
,
(pp. 171-197)
.
2009
Persistent link: https://www.econbiz.de/10003867880
Saved in:
4
Varying coefficient GARCH models
Čížek, Pavel
;
Spokojnyj, Vladimir G.
- In:
Handbook of financial time series
,
(pp. 169-185)
.
2009
Persistent link: https://www.econbiz.de/10003833937
Saved in:
5
Locally time homogeneous time series modelling
Elagin, Mstislav
;
Spokojnyj, Vladimir G.
- In:
Applied quantitative finance
,
(pp. 345-361)
.
2009
Persistent link: https://www.econbiz.de/10003746421
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