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~isPartOf:"Applied economics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Kim, Jong-Min"
~person:"Nayga, Rodolfo M."
~person:"Pathak, Rajesh"
~person:"Qin, Li"
~subject:"Börsenkurs"
~subject:"Estimation"
~subject:"Kapitaleinkommen"
~subject:"Stochastic process"
~subject:"Theorie"
~subject:"Theory"
~subject:"Volatility"
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Börsenkurs
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Stochastischer Prozess
3
Volatilität
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stochastic volatility
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1
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1
Bitcoin
1
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Elektronisches Geld
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Kim, Jong-Min
Nayga, Rodolfo M.
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Qin, Li
Andreasen, Martin Møller
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Applied economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Modelling the dynamics of Bitcoin and Litecoin : GARCH versus
stochastic
volatility
models
Tiwari, Aviral Kumar
;
Kumar, Satish
;
Pathak, Rajesh
- In:
Applied economics
51
(
2019
)
37
,
pp. 4073-4082
Persistent link: https://www.econbiz.de/10012196960
Saved in:
2
A common factor of stochastic volatilities between oil and commodity prices
Lee, Eunhee
;
Han, Doo Bong
;
Nayga, Rodolfo M.
- In:
Applied economics
49
(
2017
)
22
,
pp. 2203-2215
Persistent link: https://www.econbiz.de/10011817276
Saved in:
3
A new generalized volatility proxy via the
stochastic
volatility
model
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
49
(
2017
)
23
,
pp. 2259-2268
Persistent link: https://www.econbiz.de/10011817347
Saved in:
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