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subject:"Volatility"
~institution:"Internationaler Währungsfonds / Research Department"
~institution:"Rodney L. White Center for Financial Research"
~institution:"Technische Universität Dresden / Fakultät Wirtschaftswissenschaften"
~subject:"Aktienoption"
~subject:"Kapitaleinkommen"
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Volatility
Aktienoption
Kapitaleinkommen
Estimation
45
Schätzung
45
Theorie
29
Theory
29
Deutschland
12
Germany
12
USA
9
United States
9
Welt
9
World
9
Volatilität
6
Exchange rate
5
Wechselkurs
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Capital income
4
Estimation theory
4
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Kaufkraftparität
4
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9
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9
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English
7
German
2
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Roth, Randolf
2
Anderson, Torben G.
1
Bollerslev, Tim
1
Brandt, Michael W.
1
Brechtmann, Markus
1
Clark, Peter B.
1
Darbha, Gangadhar
1
Diebold, Francis X.
1
Faruqee, Hamid
1
Labys, Paul
1
Pástor, Ľuboš
1
Santa-Clara, Pedro
1
Schipp, Bernd
1
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1
Turtelboom, Bart G.
1
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Internationaler Währungsfonds / Research Department
Rodney L. White Center for Financial Research
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
National Bureau of Economic Research
162
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
Institut für Weltwirtschaft
7
Federal Reserve Bank of St. Louis
6
University of Canterbury / Dept. of Economics and Finance
6
Birkbeck College / Department of Economics
4
Federal Reserve System / Division of Research and Statistics
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Federal Reserve Bank of Cleveland
3
Forschungsinstitut zur Zukunft der Arbeit
3
Kansantaloustieteen Laitos <Tampere>
3
School of Accounting, Finance and Economics <Perth, Western Australia>
3
University of Exeter / Department of Economics
3
Australian National University / Faculty of Economics and Commerce
2
Business Information Centre <Toronto>
2
Centre for Analytical Finance <Århus>
2
Centre for Quantitative Economics & Computing
2
Chambre de commerce et d'industrie de Paris
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Economics
2
Federal Reserve System / Board of Governors
2
Institute of European Finance <Bangor, Gwynedd>
2
International Monetary Fund
2
Nationalekonomiska Institutionen <Göteborg>
2
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2
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2
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2
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2
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2
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2
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2
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2
American Enterprise Institute for Public Policy Research
1
Berliner Handels- und Frankfurter Bank
1
Bonn Graduate School of Economics
1
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Working papers / Rodney L. White Center for Financial Research
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Dresdner Beiträge zu quantitativen Verfahren
3
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ECONIS (ZBW)
9
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1
Estimaging the benchmark yield curve : a new approach using stochastic frontier functions
Darbha, Gangadhar
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024649
Saved in:
2
Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
Saved in:
3
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
4
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
5
Der VOLAX-Future : ein Derivat zum Handeln des Vega-Risikos von Optionen
Roth, Randolf
-
1998
Persistent link: https://www.econbiz.de/10000978870
Saved in:
6
Exchange rate volatility, pricing to market and trade smoothing
Clark, Peter B.
-
1997
Persistent link: https://www.econbiz.de/10000975919
Saved in:
7
Die Eignung eines Futures auf implizite Forwardvolatilitäten zum Handeln des Vega-Risikos von Optionen
Roth, Randolf
-
1997
Persistent link: https://www.econbiz.de/10013440872
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8
Consumption smoothing and exchange rate volatility
Turtelboom, Bart G.
-
1995
Persistent link: https://www.econbiz.de/10000931300
Saved in:
9
Minimax estimation with random coefficients : theory and application to stock returns
Schipp, Bernd
;
Brechtmann, Markus
-
1994
Persistent link: https://www.econbiz.de/10000964811
Saved in:
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