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person:"Račev, Svetlozar T."
subject:"Volatility"
~person:"Audrino, Francesco"
~subject:"Korrelation"
~subject:"Volatilität"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Volatility
Korrelation
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Estimation theory
17
Schätztheorie
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ARCH model
7
ARCH-Modell
7
USA
7
United States
7
Estimation
6
Forecasting model
6
Prognoseverfahren
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Schätzung
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Time series analysis
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Zeitreihenanalyse
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Theorie
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Theory
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Aktienmarkt
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Correlation
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Dynamic programming
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Dynamische Optimierung
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Market microstructure
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Monte Carlo simulation
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Multivariate analysis
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1990-2003
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1996-2003
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Nichtparametrisches Verfahren
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Option trading
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Račev, Svetlozar T.
Audrino, Francesco
Linton, Oliver
13
Hafner, Christian M.
10
Koopman, Siem Jan
10
Pesaran, M. Hashem
10
Phillips, Peter C. B.
10
Brandt, Michael W.
9
Croux, Christophe
9
Bibinger, Markus
8
Diebold, Francis X.
8
Härdle, Wolfgang
7
Ledoit, Olivier
7
Wolf, Michael
7
Corsi, Fulvio
6
Kapetanios, George
6
Li, Degui
6
Lucas, André
6
Reiß, Markus
6
Sentana, Enrique
6
Spokojnyj, Vladimir G.
6
Teräsvirta, Timo
6
Bailey, Natalia
5
Bauwens, Luc
5
Chan, Joshua
5
Doucet, Arnaud
5
Gouriéroux, Christian
5
Malec, Peter
5
Rodriguez, Gabriel
5
Schienle, Melanie
5
Tang, Haihan
5
Alizadeh, Sassan
4
Blasques, Francisco
4
Craig, Ben R.
4
Daníelsson, Jón
4
Dijk, Dick van
4
Gao, Jiti
4
Giraitis, Liudas
4
Gorgi, Paolo
4
Hautsch, Nikolaus
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Keller, Joachim G.
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
Working papers on finance
2
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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ECONIS (ZBW)
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1
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2008
Persistent link: https://www.econbiz.de/10003903349
Saved in:
2
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
-
2008
Persistent link: https://www.econbiz.de/10003903350
Saved in:
3
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
-
2008
Persistent link: https://www.econbiz.de/10003676667
Saved in:
4
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2007
Persistent link: https://www.econbiz.de/10003597924
Saved in:
5
Realized correlation tick-by-tick
Corsi, Fulvio
;
Audrino, Francesco
-
2007
Persistent link: https://www.econbiz.de/10003419771
Saved in:
6
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
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