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subject:"ARCH-Modell"
~person:"Huynh, Kim"
~person:"Santillán Salgado, Roberto Joaquín"
~subject:"Estimation"
~subject:"Mexico"
~subject:"dynamic valuation models"
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ARCH-Modell
Estimation
Mexico
dynamic valuation models
Index futures
5
Index-Futures
5
Schätzung
5
Option pricing theory
4
Optionspreistheorie
4
Deutschland
3
Germany
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Regression analysis
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Regressionsanalyse
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ARCH model
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Derivat
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Aktienindex
1
Aktienmarkt
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Futures contracts
1
GARCH modelling
1
Hedging
1
Mexico's Stock Exchange index
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Mexiko
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Multivariate Verteilung
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Option trading
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Optionsgeschäft
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Standard & Poor's 500 index
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English
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Huynh, Kim
Santillán Salgado, Roberto Joaquín
Engle, Robert F.
9
Mittnik, Stefan
9
Hou, Yang
7
Li, Steven
6
Todorov, Viktor
6
Bollerslev, Tim
5
Kane, Alex
5
Korn, Olaf
5
Noh, Jaesun
5
Rieken, Sascha
5
Ap Gwilym, Owain
4
Bologna, Pierluigi
4
Cao, Charles Q.
4
Gallo, Giampiero M.
4
Kempf, Alexander
4
Sentana, Enrique
4
Theobald, Michael
4
Wallmeier, Martin
4
Wang, Janchung
4
Yallup, Peter
4
Agrawal, Puja
3
Bates, David S.
3
Benavides, Guillermo
3
Brooks, Chris
3
Choudhry, Taufiq
3
Claessen, Holger
3
Copeland, Laurence S.
3
Fantazzini, Dean
3
Gannon, Gerard L.
3
Gaul, Jürgen
3
Green, Christopher J.
3
Hafner, Reinhold
3
Hasan, Mohammad S.
3
Härdle, Wolfgang
3
Kofman, Paul
3
Lau, Chi Keung
3
Lazarov, Zdravetz
3
Lien, Da-hsiang Donald
3
Loc Dong Truong
3
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Applied quantitative finance : theory and computational tools
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
Economía teoría y práctica
1
International journal of bonds and derivatives
1
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ECONIS (ZBW)
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1
Optimal hedge ratios for the Mexican stock market index futures contract : a multivariate GARCH approach
Santillán Salgado, Roberto Joaquín
;
Escobar, Luis Jacob
; …
- In:
Economía teoría y práctica
28
(
2020
)
53
,
pp. 201-238
Persistent link: https://www.econbiz.de/10012617905
Saved in:
2
Pricing a bivariate option with copulas
Bucio-Pacheco, Christian
;
López Herrera, Francisco
; …
- In:
International journal of bonds and derivatives
4
(
2018
)
1
,
pp. 74-87
Persistent link: https://www.econbiz.de/10012253407
Saved in:
3
Estimating state-price densities with nonparametric regression
Huynh, Kim
;
Kervella, Pierre
;
Zheng, Jun
-
2002
Persistent link: https://www.econbiz.de/10009624851
Saved in:
4
Estimating state-price densities with nonparametric regression
Huynh, Kim
;
Kervella, Pierre
;
Zheng, Jun
- In:
Applied quantitative finance : theory and computational …
,
(pp. 171-196)
.
2002
Persistent link: https://www.econbiz.de/10001749988
Saved in:
5
Estimating state-price densities with nonparametric regression
Huynh, Kim
;
Kervalla, Pierre
;
Zheng, Jun
-
2002
Persistent link: https://www.econbiz.de/10001684936
Saved in:
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