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~isPartOf:"CREATES research paper"
~person:"Andersen, Torben"
~person:"Jacobs, Kris"
~subject:"Estimation theory"
~subject:"Volatilität"
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Estimation theory
Volatilität
Stochastic process
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Stochastischer Prozess
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CAPM
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Theorie
2
Theory
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1988-1993
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Devisenmarkt
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Optionsgeschäft
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Risikoprämie
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Andersen, Torben
Jacobs, Kris
Barndorff-Nielsen, Ole E.
4
Pakkanen, Mikko S.
4
Podolskij, Mark
4
Bennedsen, Mikkel
3
Lunde, Asger
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Veraart, Almut E. D.
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Christensen, Bent Jesper
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Corcuera, José Manual
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Nielsen, Morten Ørregaard
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Benzoni, Luca
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CREATES research paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Handbook of financial time series
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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ECONIS (ZBW)
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Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009524097
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2
Stochastic volatility
Andersen, Torben
;
Benzoni, Luca
-
2010
Persistent link: https://www.econbiz.de/10003937010
Saved in:
3
The shape and term structure of the index option smirk : why multifactor stochastic volatility models work so well
Christoffersen, Peter F.
;
Heston, Steven L.
;
Jacobs, Kris
-
2009
Persistent link: https://www.econbiz.de/10003865680
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