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~isPartOf:"Journal of applied econometrics"
~person:"Carriero, Andrea"
~person:"Jacobs, Kris"
~person:"Todorov, Viktor"
~subject:"Option pricing theory"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
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Option pricing theory
Prognoseverfahren
Stochastic process
Forecasting model
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Volatility
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Volatilität
2
ARCH model
1
ARCH-Modell
1
Bayes-Statistik
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options
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Carriero, Andrea
Jacobs, Kris
Todorov, Viktor
Dijk, Dick van
2
Galvão, Ana Beatriz C.
2
Martin, Gael M.
2
Audrino, Francesco
1
Chan, Joshua
1
Christiansen, Charlotte
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Clark, Todd E.
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Lee, Tae-hwy
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Liu, Chun
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Lunde, Asger
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Mishra, Santosh
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Journal of applied econometrics
Journal of econometrics
16
Journal of financial economics
8
CREATES research paper
6
Federal Reserve Bank of Cleveland working paper series
6
Discussion papers / CEPR
5
ERID working paper
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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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Economic Research Initiatives at Duke (ERID) Working Paper
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Rotman School of Management Working Paper
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Handbook of Economic Forecasting : volume 2, part A
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The global component of inflation volatility
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 700-721
Persistent link: https://www.econbiz.de/10013332682
Saved in:
2
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
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