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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~person:"Abberger, Klaus"
~person:"Andrikopoulos, Alexandru"
~person:"Steehouwer, Hens"
~source:"econis"
~subject:"Realized variance"
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Zeitreihenanalyse
Realized variance
Estimation theory
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Schätztheorie
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Time series analysis
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ARCH model
1
ARCH-Modell
1
Affine GARCH models
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Analysis of variance
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Business cycle
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Börsenkurs
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Deutschland
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Diffusion limits
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Option pricing theory
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Swap
1
Theorie
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Variance dependent pricing kernels
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Abberger, Klaus
Andrikopoulos, Alexandru
Steehouwer, Hens
Gredenhoff, Mikael P.
5
Andersson, Michael K.
3
Gao, Jiti
3
Hellström, Jörgen
3
Brännäs, Kurt
2
Cartwright, Phillip A.
2
Chan, Ngai Hang
2
Dufour, Jean-Marie
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2
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Franke, Jürgen
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2
Heiler, Siegfried
2
Johansen, Søren
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Kane-Janus, Couro
2
King, Maxwell L.
2
Kock, Anders Bredahl
2
Lee, Sangyeol
2
Leipus, Remigijus
2
Medeiros, Marcelo C.
2
Mills, Terence C.
2
Pathairat Pastpipatkul
2
Pauly, Ralf
2
Polasek, Wolfgang
2
Songsak Sriboonchitta
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Trovik, Tørres G.
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Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
2
Application of operations research to financial markets
1
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
1
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Closed-form variance swap prices under general affine GARCH models and their continuous-time limits
Andrikopoulos, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Application of operations research to financial markets
,
(pp. 27-57)
.
2019
Persistent link: https://www.econbiz.de/10012157341
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2
A frequency domain methodology for time series modelling
Steehouwer, Hens
- In:
Interest rate models, asset allocation and quantitative …
,
(pp. 280-324)
.
2010
Persistent link: https://www.econbiz.de/10008746599
Saved in:
3
A frequency domain methodology for time series modelling
Steehouwer, Hens
- In:
Interest rate models, asset allocation and quantitative …
,
(pp. 280-324)
.
2010
Persistent link: https://www.econbiz.de/10003940953
Saved in:
4
Nonparametric smoothing and quantile estimation in time series
Abberger, Klaus
- In:
Risk measurement, econometrics and neural networks : …
,
(pp. 1-16)
.
1998
Persistent link: https://www.econbiz.de/10001305364
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