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~language:"eng"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
~type_genre:"Book section"
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Stochastischer Prozess
Theorie
Volatility
1,092
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1,091
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285
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189
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181
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5
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3
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3
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3
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Xu, Haiyang
3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
12
Handbook of financial time series
10
Applied quantitative finance
7
Forecasting volatility in the financial markets
7
Long memory in economics : with 50 tables
6
Tools and techniques
5
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Advances in risk management
3
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
3
Econometric analysis of financial and economic time series ; part a
3
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
3
Quantitative fund management
3
Risk management and value : valuation and asset price
3
Statistical methods in finance
3
The complex dynamics of economic interaction : essays in economics and econophysics
3
Advanced mathematical methods for finance
2
Advances in macroeconomic theory
2
Application of operations research to financial markets
2
Artificial economics : the generative method in economics ; [Artificial Economics Conference 2009]
2
Capital flows and the emerging economies : theory, evidence, and controversies ; [a National Bureau of Economic Research conference report]
2
Contemporary issues in macroeconomics : lessons from the crisis and beyond
2
Contemporary quantitative finance : essays in honour of Eckhard Platen
2
Current topics in quantitative finance : with 23 tables
2
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
2
Empirical essays on financial markets, firms, and derivates
2
Essays on quantitative finance in the context of statistical arbitrage
2
Essays on the political economy of Central Bank policy
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Evolutionary computation in economics and finance : with 66 tables
2
Exchange rate economics : where do we stand?
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Financial econometrics modeling : derivatives pricing, hedge funds and term structure models
2
Financial engineering
2
Financial engineering, E-commerce and supply chain
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Financial modeling and risk management of energy and environmental instruments and derivates
2
Frontiers in quantitative finance : volatility and credit risk modeling
2
Global financial crisis and it's ramifications on capital markets : opportunities and threats on volatile economic conditions
2
Handbook of heavy tailed distributions in finance
2
Heterogenous agents, interactions and economic performance
2
International financial contagion
2
Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
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Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
- In:
Options - 45 years since the publication of the …
,
(pp. 89-125)
.
2023
Persistent link: https://www.econbiz.de/10014366595
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Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
Persistent link: https://www.econbiz.de/10014366596
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3
The smile of stochastic volatility models
Guyon, Julien
- In:
Options - 45 years since the publication of the …
,
(pp. 213-233)
.
2023
Persistent link: https://www.econbiz.de/10014366652
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A general theory of option pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
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5
On the evolution of US temperature dynamics
Diebold, Francis X.
;
Rudebusch, Glenn D.
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 9-28)
.
2022
Persistent link: https://www.econbiz.de/10013201751
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6
The impact of market uncertainty on the systematic risk of clean energy stocks
Sadorsky, Perry A.
- In:
Applications in Energy Finance : The Energy Sector, …
,
(pp. 171-193)
.
2022
Persistent link: https://www.econbiz.de/10013283201
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7
Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility : the case of Brent crude oil
Chen, Jilong
;
Ewald, Christian
;
Ouyang, Ruolan
; …
- In:
Financial modeling and risk management of energy and …
,
(pp. 29-46)
.
2022
Persistent link: https://www.econbiz.de/10013349908
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8
Is gold a hedge or safe haven against oil and currency market movements? : a revisit using multifractal approach
Madani, Mohamed Arbi
;
Ftiti, Zied
- In:
Financial modeling and risk management of energy and …
,
(pp. 367-400)
.
2022
Persistent link: https://www.econbiz.de/10013350020
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9
How does the entropy function explain the distribution of high-frequency data?
Moriya, Hiroyuki
- In:
Digital Designs for Money, Markets, and Social Dilemmas
,
(pp. 363-383)
.
2022
Persistent link: https://www.econbiz.de/10013363391
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10
Temporary information disclosure and stock price volatility
Ling, Wanting
- In:
Proceedings of the 5th International Conference on …
,
(pp. 88-92)
.
2022
Persistent link: https://www.econbiz.de/10013348546
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