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~institution:"Svenska Handelshögskolan <Helsinki>"
~language:"eng"
~subject:"CAPM"
~subject:"Forecasting model"
~subject:"Optionspreistheorie"
~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
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CAPM
Forecasting model
Optionspreistheorie
Theorie
36
Theory
36
Finland
30
Finnland
30
Volatility
12
Volatilität
12
Option pricing theory
10
Aktienoption
6
Dienstleistung
6
Services
6
Stock option
6
Börsenkurs
5
Capital income
5
Cointegration
5
Consumer behaviour
5
Estimation
5
Kapitaleinkommen
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5
Konsumentenverhalten
5
Risiko
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Risk
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Schätzung
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Corporate culture
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Schweden
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Germany
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Book / Working Paper
17
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Non-commercial literature
Working Paper
Graue Literatur
17
Arbeitspapier
13
Hochschulschrift
4
Thesis
4
Collection of articles written by one author
2
Sammlung
2
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1
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1
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English
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Sundkvist, Kim
5
Vikström, Mikael
4
Söderman, Ronnie
3
Penttinen, Aku
2
Djupsjöbacka, Daniel
1
Eerola, Annele
1
Jern, Benny
1
Löflund, Anders
1
Maukonen, Marko S.
1
Nummelin, Kim
1
Rindell, Krister
1
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Svenska Handelshögskolan <Helsinki>
Federal Reserve Bank of St. Louis
25
Institute of Finance and Accounting <London>
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Universitat Pompeu Fabra / Departament d'Economia i Empresa
9
University of Canterbury / Dept. of Economics and Finance
7
Federal Reserve Bank of San Francisco
6
Ekonomiska forskningsinstitutet <Stockholm>
5
School of Economics and Finance <Brisbane>
5
University of Exeter / Department of Economics
5
Federal Reserve Bank of Cleveland
4
Institut für Weltwirtschaft
4
Centre for the Study of African Economies
3
Columbia University / Graduate School of Business
3
Rijksuniversiteit Gent / Faculteit Economie en Bedrijfskunde
3
Rodney L. White Center for Financial Research
3
School of Finance and Business Economics <Perth, Western Australia>
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Centre for Analytical Finance <Århus>
2
Econometrisch Instituut <Rotterdam>
2
European University Institute / Department of Economics
2
Institutt for Foretaksøkonomi <Bergen, Norwegen>
2
National Bureau of Economic Research
2
School of Economics, Mathematics and Statistics <London>
2
Social Systems Research Institute
2
Australian National University
1
Bonn Graduate School of Economics
1
Brown University / Department of Economics
1
Business Information Centre <Toronto>
1
Christian-Albrechts-Universität zu Kiel
1
Erasmus Research Institute of Management
1
Federal Reserve System / Division of Research and Statistics
1
Fisher Center for Real Estate and Urban Economics <Berkeley, Calif.>
1
Foerder Institute for Economic Research <Tēl-Āvîv>
1
Georgetown University / Economics Department
1
Melbourne Institute of Applied Economic and Social Research
1
National Institute of Economic and Social Research
1
New York Stock Exchange
1
New York University / Graduate School of Business Administration
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Meddelanden från Svenska Handelshögskolan
13
Ekonomi och samhälle : Skrifter uitgivna av Svenska Handelshögskolan
4
Source
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ECONIS (ZBW)
17
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1
Maximum loss calculation using scenario analysis, heavy tails and implied volatility patterns
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544974
Saved in:
2
Unrealized expectations of jumps in volatility : an explanation to the low and time-varying predictive power of implied volatility
Penttinen, Aku
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566472
Saved in:
3
Modeling the implied volatility smile : the sticky-delta smile approximation
Sundkvist, Kim
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001563887
Saved in:
4
Evaluating option pricing models : different ways of modeling time
Sundkvist, Kim
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001563892
Saved in:
5
Technology-related Peso problems in stock returns
Penttinen, Aku
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536011
Saved in:
6
On the predictive ability of several common models of volatility : an empirical test on the FOX index
Maukonen, Marko S.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536537
Saved in:
7
Causes of observed feedback patterns between stocks and options
Jern, Benny
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001541152
Saved in:
8
Pricing index options with stochastic volatility : on the efficiency of the Square Root Model
Söderman, Ronnie
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544977
Saved in:
9
Volatility smile dynamics in scenario analysis
Sundkvist, Kim
(
contributor
);
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557340
Saved in:
10
The pricing of american put options on stock with dividends
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557344
Saved in:
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