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subject:"Exchange rate"
subject:"Volatilität"
~isPartOf:"Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business"
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Exchange rate
Volatilität
Estimation theory
9
Schätztheorie
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Theorie
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Theory
9
Estimation
4
Option pricing theory
4
Optionspreistheorie
4
Schätzung
4
USA
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United States
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Volatility
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Forecasting model
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Nichtparametrisches Verfahren
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Nonparametric statistics
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1975-1994
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1993-1994
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1996
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Li, Kai
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Figlewski, Stephen
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Weinbaum, David
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
Journal of econometrics
118
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Discussion paper / Tinbergen Institute
31
Economics letters
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Econometric reviews
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Economic modelling
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Journal of empirical finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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CREATES research paper
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International journal of forecasting
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Quantitative finance
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Econometric theory
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Journal of banking & finance
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International journal of theoretical and applied finance
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Journal of financial econometrics
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Finance research letters
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International journal of economics and financial issues : IJEFI
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Journal of forecasting
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The North American journal of economics and finance : a journal of financial economics studies
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The econometrics journal
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Journal of risk and financial management : JRFM
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SFB 649 discussion paper
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Working paper / National Bureau of Economic Research, Inc.
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Applied economics
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Econometrics : open access journal
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NBER Working Paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Finance and stochastics
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Journal of applied econometrics
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Discussion paper / Tinbergen Institute / Tinbergen Institute
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International journal of financial engineering
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Journal of international money and finance
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Journal of mathematical finance
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NBER working paper series
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Research in international business and finance
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Working papers
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Asia-Pacific financial markets
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ECONIS (ZBW)
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Inferring volatility persistence from option implied volatility
Li, Kai
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2001
Persistent link: https://www.econbiz.de/10001554378
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2
The empirical performance of alternative extreme value volatility estimators
Li, Kai
;
Weinbaum, David
-
2000
Persistent link: https://www.econbiz.de/10001554385
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3
Forecasting volatility using historical data
Figlewski, Stephen
-
1994
Persistent link: https://www.econbiz.de/10000952027
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