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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~language:"eng"
~person:"Feunou, Bruno"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Volatilität
Asset pricing
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CAPM
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Capital income
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Econometric and statistical methods
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Kapitaleinkommen
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Option pricing theory
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Optionspreistheorie
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Statistical method
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Feunou, Bruno
Jiang, George J.
4
Bali, Turan G.
3
Stivers, Christopher T.
3
Zhang, Xiaoyan
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Chordia, Tarun
2
Christoffersen, Peter F.
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Connolly, Robert A.
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Ederington, Louis H.
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Guo, Hui
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Han, Yufeng
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Hu, Guanglian
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Jacobs, Kris
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Lin, Tse-Chun
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Schlag, Christian
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Subrahmanyam, Avanidhar
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Xing, Yuhang
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Yao, Tong
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Aggarwal, Reena
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Journal of financial and quantitative analysis : JFQA
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
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Good volatility, bad volatility, and option pricing
Feunou, Bruno
;
Okou, Cédric
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
2
,
pp. 695-727
Persistent link: https://www.econbiz.de/10012138931
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2
The economic value of realized volatility : using high-frequency returns for option valuation
Christoffersen, Peter F.
;
Feunou, Bruno
;
Jacobs, Kris
; …
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 663-697
Persistent link: https://www.econbiz.de/10010487742
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