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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Finance and stochastics"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Han, Chuan-Hsiang"
~subject:"Schätzung"
~subject:"Share price"
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Han, Chuan-Hsiang
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Finance and stochastics
International journal of theoretical and applied finance
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VaR/CVaR estimation under stochastic volatility models
Han, Chuan-Hsiang
;
Liu, Wei-han
;
Chen, Tzu-ying
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010363922
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