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~isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
~isPartOf:"Annals of financial economics"
~language:"eng"
~language:"hin"
~language:"ita"
~language:"nor"
~language:"und"
~person:"Luong, Chuong"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Stock market"
~subject:"Volatility"
~subject:"Wirkungsanalyse"
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Advances in quantitative analysis of finance and accounting : a research annual
Annals of financial economics
Journal of risk and financial management : JRFM
1
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ECONIS (ZBW)
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Modeling dependency of volatility on sampling frequency via delay equations
Luong, Chuong
;
Dokučaev, Nikolaj G.
- In:
Annals of financial economics
11
(
2016
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011685676
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2
Analysis of market volatility via a dynamically purified option price process
Luong, Chuong
;
Dokučaev, Nikolaj G.
- In:
Annals of financial economics
9
(
2014
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010391659
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