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~accessRights:"restricted"
~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Lehnert, Thorsten"
~person:"Lustig, Hanno"
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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Andersen, Torben
Christoffersen, Peter F.
Lehnert, Thorsten
Lustig, Hanno
Medeiros, Marcelo C.
Farmer, Roger E. A.
5
Fernández-Villaverde, Jesús
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Aït-Sahalia, Yacine
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Kelly, Bryan T.
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Moen, Espen R.
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Firm
volatility
in granual networks
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
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2017
Persistent link: https://www.econbiz.de/10011739882
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Does incomplete spanning in international financial markets help to explain exchange rates?
Lustig, Hanno
;
Verdelhan, Adrien
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2016
Persistent link: https://www.econbiz.de/10011450423
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3
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
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2012
Persistent link: https://www.econbiz.de/10009539803
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4
Loss functions in option valuation : a framework for model selection
Bams, Dennis
;
Lehnert, Thorsten
;
Wolff, Christiaan …
-
2005
Persistent link: https://www.econbiz.de/10002754751
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5
An evaluation framework for alternative VaR models
Bams, Dennis
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2002
Persistent link: https://www.econbiz.de/10013423989
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6
Modelling scale consistent VAR with the truncated Lévy flight
Lehnert, Thorsten
-
2001
Persistent link: https://www.econbiz.de/10013423320
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