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subject:"Volatility"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international money and finance"
~person:"Brandt, Michael W."
~person:"Sornette, Didier"
~source:"econis"
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Volatility
Estimation
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Brandt, Michael W.
Sornette, Didier
Bollerslev, Tim
5
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4
Caporale, Guglielmo Maria
3
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Journal of financial economics
Journal of international money and finance
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ECONIS (ZBW)
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The impact of option hedging on the spot market volatility
Anderegg, Benjamin
;
Ulmann, Florian Michael Till
; …
- In:
Journal of international money and finance
124
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013435214
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2
Quantitative modelling of the EUR/CHF exchange rate during the target zone regime of September 2011 to January 2015
Lera, Sandro Claudio
;
Sornette, Didier
- In:
Journal of international money and finance
63
(
2016
),
pp. 28-47
Persistent link: https://www.econbiz.de/10011668340
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3
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
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