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~institution:"Rodney L. White Center for Financial Research"
~subject:"Börsenkurs"
~subject:"Capital income"
~subject:"Option pricing theory"
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Börsenkurs
Capital income
Option pricing theory
Volatility
8
Volatilität
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Rodney L. White Center for Financial Research
National Bureau of Economic Research
173
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
Centre for Analytical Finance <Århus>
6
Chambre de commerce et d'industrie de Paris
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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University of Canterbury / Dept. of Economics and Finance
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Kansantaloustieteen Laitos <Tampere>
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Financial asset returns, direction-of-change forecasting and volatility
Christoffersen, Peter F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10003229525
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2
On the relationship between the conditional mean and volatility of stock returns
Brandt, Michael W.
(
contributor
);
Kang, Qiang
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002019935
Saved in:
3
Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
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