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~accessRights:"free"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~language:"eng"
~language:"hun"
~subject:"ARCH model"
~subject:"Arbeitsmarkt"
~subject:"Exchange rate"
~subject:"Liquiditätseffekt"
~subject:"Schätzung"
~subject:"USA"
~type_genre:"Arbeitspapier"
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ARCH model
Arbeitsmarkt
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Volatility
56
Volatilität
56
Theorie
23
Theory
23
Stochastic process
22
Stochastischer Prozess
22
Option pricing theory
16
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16
Welt
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4
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4
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3
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Arbeitspapier
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15
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15
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15
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Chiarella, Carl
6
Platen, Eckhard
4
He, Xue-zhong
3
Rendek, Renata
3
Silvennoinen, Annastiina
2
Tô, Thuy-duong
2
Badran, Alexander
1
Baldeaux, Jan
1
Chewlow, Les
1
Gnoatto, Alessandro
1
Grasselli, Martino
1
Huang, Weihong
1
Hung, Hing
1
Kang, Boda
1
King, Boda
1
Li, Kai
1
Nikitopoulos, Christina Sklibosios
1
Patton, Andrew J.
1
Teräsvirta, Timo
1
Thorp, Susan
1
To, Thuy-duong
1
Wang, Chuncheng
1
Zheng, Huanhuan
1
Zwinkels, Remco C. J.
1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Discussion paper series / IZA
276
Working paper / National Bureau of Economic Research, Inc.
148
CESifo working papers
131
Working paper
128
Discussion paper / Tinbergen Institute
112
Econometric Institute research papers
60
Finance and economics discussion series
54
IMF working papers
51
SFB 649 discussion paper
46
Working papers
45
Discussion paper
41
CREATES research paper
38
Department of Economics working paper series
37
Staff reports / Federal Reserve Bank of New York
37
CFS working paper series
33
Working papers / Federal Reserve Bank of Philadelphia, Research Department
32
International finance discussion papers
30
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28
Research paper series / Swiss Finance Institute
28
Working paper series / European Central Bank
28
Economics and finance working paper series
27
Discussion papers / Deutsches Institut für Wirtschaftsforschung
26
IMF working paper
24
Ruhr economic papers
24
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24
Discussion papers of interdisciplinary research project 373
23
ZEW discussion papers
20
Federal Reserve Bank of Cleveland working paper series
19
IES working paper
19
Working papers on finance
19
CORE discussion papers : DP
18
CAMA working paper series
17
Kiel working paper
17
Swiss Finance Institute Research Paper
17
Working papers / Bank for International Settlements
17
IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
16
Working papers / U.S. Census Bureau, Center for Economic Studies
16
Staff working paper / Bank of Canada
15
Cambridge working papers in economics
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ECONIS (ZBW)
15
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1
A penny saved is a penny earned : less expensive zero coupon bonds
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778099
Saved in:
2
Volatility
clustering : a nonlinear theoretical approach
He, Xue-zhong
;
Li, Kai
;
Wang, Chuncheng
-
2015
Persistent link: https://www.econbiz.de/10011777504
Saved in:
3
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663093
Saved in:
4
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662353
Saved in:
5
Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl
;
He, Xue-zhong
;
Zwinkels, Remco C. J.
-
2014
Persistent link: https://www.econbiz.de/10010349280
Saved in:
6
The affine nature of aggregate wealth dynamics
Platen, Eckhard
;
Rendek, Renata
-
2012
Persistent link: https://www.econbiz.de/10009714011
Saved in:
7
Humps in the
volatility
structure of the crude oil futures market
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
-
2012
Persistent link: https://www.econbiz.de/10009564452
Saved in:
8
Consistent modeling of VIX and equity derivatives using a 3, 2 plus jumps model
Baldeaux, Jan
;
Badran, Alexander
-
2012
Persistent link: https://www.econbiz.de/10009564457
Saved in:
9
Estimating behavioural heterogeneity under regime switching
Chiarella, Carl
;
He, Xue-zhong
;
Huang, Weihong
;
Zheng, …
-
2011
Persistent link: https://www.econbiz.de/10009564621
Saved in:
10
Financialization, crisis and commodity correlation dynamics
Silvennoinen, Annastiina
;
Thorp, Susan
-
2010
Persistent link: https://www.econbiz.de/10008662204
Saved in:
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