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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"International journal of financial engineering"
~type_genre:"Article in journal"
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Großbritannien
Volatilität
Estimation theory
12
Schätztheorie
12
Estimation
6
Option pricing theory
6
Optionspreistheorie
6
Schätzung
6
Volatility
6
Stochastic process
4
Stochastischer Prozess
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Black-Scholes-Modell
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Börsenkurs
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CAPM
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Markov-Kette
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3/2 model
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Capital income
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Correlation
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Derivat
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Article in journal
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Chan, Leunglung
1
Chen, Bangren
1
Cui, Zhenyu
1
Das, Milan Kumar
1
Florescu, Ionuţ
1
Gardi, Bayar
1
Goswami, Anindya
1
Kanwal, Samra
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Kao, Chunyu
1
Muhammad, Atif Sattar
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Song, Yuping
1
Wu, KangZahng
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Yen, Jerome
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Yen, Joseph
1
Zhang, Hailiang
1
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1
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International journal of financial engineering
Journal of econometrics
121
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Economics letters
28
Econometric reviews
23
Journal of empirical finance
20
Economic modelling
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Quantitative finance
17
Econometric theory
16
Journal of banking & finance
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
International journal of forecasting
15
Oxford bulletin of economics and statistics
14
International journal of theoretical and applied finance
13
Journal of financial econometrics
13
The econometrics journal
13
Finance research letters
12
Journal of applied econometrics
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Journal of forecasting
11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of risk and financial management : JRFM
10
Applied economics
9
Econometrics : open access journal
9
International journal of economics and financial issues : IJEFI
9
Finance and stochastics
8
Applied economics letters
7
Journal of mathematical finance
7
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Journal of policy modeling : JPMOD ; a social science forum of world issues
6
The European journal of finance
6
The journal of futures markets
6
The journal of risk model validation
6
Asia-Pacific financial markets
5
CBN journal of applied statistics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
European journal of operational research : EJOR
5
International review of financial analysis
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ECONIS (ZBW)
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1
Robust nonparametric estimation for the volatility of financial market
Kao, Chunyu
;
Song, Yuping
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014251158
Saved in:
2
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
Saved in:
3
Fast generation of implied volatility surface : optimize the traditional numerical analysis and machine learning
Yen, Jerome
;
Chen, Bangren
;
Wu, KangZahng
;
Yen, Joseph
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012662246
Saved in:
4
Testing of binary regime switching models using squeeze duration analysis
Das, Milan Kumar
;
Goswami, Anindya
- In:
International journal of financial engineering
6
(
2019
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012028860
Saved in:
5
VIX derivatives valuation and estimation based on closed-form series expansions
Zhao, Zhe
;
Cui, Zhenyu
;
Florescu, Ionuţ
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011923012
Saved in:
6
Pricing volatility swaps in the Heston's stochastic volatility model with regime switching : a saddlepoint approximation method
Zhang, Mengzhe
;
Chan, Leunglung
- In:
International journal of financial engineering
3
(
2016
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011673092
Saved in:
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