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~institution:"Econometrisch Instituut <Rotterdam>"
~language:"eng"
~language:"hun"
~person:"Allen, David E."
~person:"Bouri, Elie"
~person:"Chiarella, Carl"
~person:"Gupta, Rangan"
~person:"Hafner, Christian M."
~person:"Herwartz, Helmut"
~person:"Ma, Feng"
~person:"McEntarfer, Erika"
~person:"McMillan, David G."
~person:"Schnabl, Gunther"
~person:"Spagnolo, Nicola"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
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Volatilität
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Allen, David E.
Bouri, Elie
Chiarella, Carl
Gupta, Rangan
Hafner, Christian M.
Herwartz, Helmut
Ma, Feng
McEntarfer, Erika
McMillan, David G.
Schnabl, Gunther
Spagnolo, Nicola
Dijk, Dick van
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Econometrisch Instituut <Rotterdam>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
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School of Finance and Business Economics <Perth, Western Australia>
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Simple approximations for option pricing under mean reversion and stochastic
volatility
Hafner, Christian M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784022
Saved in:
2
Analytical quasi maximum likelihood inference in multivariate
volatility
models
Hafner, Christian M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784026
Saved in:
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