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subject:"Volatilität"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Cui, Zhenyu"
~subject:"Schätztheorie"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
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Innovation diffusion
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Cui, Zhenyu
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Non-affine GARCH option pricing models, variance-dependent kernels, and diffusion limits
Badescu, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 602-648
Persistent link: https://www.econbiz.de/10011987648
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