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subject:"Volatility"
~person:"Hafner, Christian M."
~person:"Härdle, Wolfgang"
~person:"Li, Minqiang"
~type_genre:"Bibliografie enthalten"
~type_genre:"Book section"
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Volatility
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Hafner, Christian M.
Härdle, Wolfgang
Li, Minqiang
Belke, Ansgar
4
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3
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3
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2
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Applied quantitative finance
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Encyclopedia of finance research ; Vol. 1
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ECONIS (ZBW)
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Measuring and modeling risk using high-frequency data
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Pigorsch, U.
- In:
Applied quantitative finance
,
(pp. 279-294)
.
2017
Persistent link: https://www.econbiz.de/10011794967
Saved in:
2
The continuous-time dynamics of VIX amid the recent market turmoil
Li, Minqiang
-
2011
Persistent link: https://www.econbiz.de/10009716086
Saved in:
3
The continuous-time dynamics of VIX amid the recent market turmoil
Li, Minqiang
- In:
Financial markets and the global recession
,
(pp. 201-222)
.
2010
Persistent link: https://www.econbiz.de/10009614250
Saved in:
4
Numerics of implied binomial trees
Härdle, Wolfgang
;
Mysicková, Alena
- In:
Applied quantitative finance
,
(pp. 209-231)
.
2009
Persistent link: https://www.econbiz.de/10003746028
Saved in:
5
Measuring and modeling risk using high-frequency data
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Pigorsch, Uta
- In:
Applied quantitative finance
,
(pp. 275-293)
.
2009
Persistent link: https://www.econbiz.de/10003746412
Saved in:
6
Nonlinear time series analysis with applications to foreign exchange rate volatility : with 29 tables
Hafner, Christian M.
-
1998
Persistent link: https://www.econbiz.de/10000965598
Saved in:
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