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subject:"Wohlfahrtsanalyse"
type_genre:"Government document"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~language:"eng"
~subject:"Volatilität"
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Wohlfahrtsanalyse
Volatilität
Theorie
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Theory
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130
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130
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41
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
JRC working papers in economics and finance
2
Arbeitspapier
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ECONIS (ZBW)
9
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1
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001380392
Saved in:
2
Dynamic factor models
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10001380657
Saved in:
3
B-mixing and moment properties of various GARCH, stochastic volatility and ACD models
Carrasco, Marine
;
Chen, Xiaohong
-
1999
Persistent link: https://www.econbiz.de/10001421327
Saved in:
4
Monetary Union: a welfare based approach
Carré, Martine
;
Collard, Fabrice
-
1999
Persistent link: https://www.econbiz.de/10009758934
Saved in:
5
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
6
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
7
Trading patterns, time deformation and stochastic volatility in foreign exchange markets
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000952887
Saved in:
8
Arbitrage-based pricing when volatility is stochastic
Bossaerts, Peter L.
;
Ghysels, Eric
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000950450
Saved in:
9
American options exercise boundary when the volatility changes randomly
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924111
Saved in:
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