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subject:"Stochastischer Prozess"
subject:"Volatility"
~person:"Wang, Tai-Ho"
~subject:"Statistical test"
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Stochastischer Prozess
Volatility
Statistical test
Estimation theory
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Option pricing theory
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Wang, Tai-Ho
Phillips, Peter C. B.
60
Sentana, Enrique
30
Dufour, Jean-Marie
29
Andrews, Donald W. K.
24
Koopman, Siem Jan
24
Shi, Xiaoxia
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Sun, Yixiao
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Kristensen, Dennis
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Todorov, Viktor
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Amengual, Dante
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Cai, Zongwu
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Li, Jia
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Teräsvirta, Timo
18
Canay, Ivan A.
17
Härdle, Wolfgang
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Khalaf, Lynda
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Fiorentini, Gabriele
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Kumar, Dilip
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Hsu, Yu-Chin
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Li, Yingying
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McAleer, Michael
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Tauchen, George Eugene
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Xu, Ke-Li
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Baltagi, Badi H.
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Guggenberger, Patrik
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Linton, Oliver
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Maheswaran, S.
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Spokojnyj, Vladimir G.
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Werker, Bas J. M.
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Bera, Anil K.
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Brandt, Michael W.
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Bugni, Federico A.
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Chernozhukov, Victor
13
Gao, Jiti
13
Ghysels, Eric
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Kleibergen, Frank
13
Swanson, Norman R.
13
White, Halbert
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Diebold, Francis X.
12
Escanciano, Juan Carlos
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Decisions in economics and finance : DEF ; a journal of applied mathematics
1
International journal of theoretical and applied finance
1
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ECONIS (ZBW)
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Volatility and volatility-linked derivatives : estimation,modeling, and pricing
Alòs, Elisa
;
Mancino, Maria Elvira
;
Wang, Tai-Ho
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 321-349
Persistent link: https://www.econbiz.de/10012127219
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2
The heat-kernel most-likely-path approximation
Gatheral, Jim
;
Wang, Tai-Ho
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009541999
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