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~person:"Ahoniemi, Katja"
~subject:"Time series analysis"
~type_genre:"Collection of articles written by one author"
~type_genre:"Non-commercial literature"
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Ahoniemi, Katja
Hyndman, Rob J.
46
Pesaran, M. Hashem
31
Marcellino, Massimiliano
30
Koop, Gary
29
Franses, Philip Hans
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Ravazzolo, Francesco
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McAleer, Michael
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Koopman, Siem Jan
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Dijk, Herman K. van
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Pick, Andreas
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Croux, Christophe
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Pettenuzzo, Davide
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Grassi, Stefano
11
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Aastveit, Knut Are
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Chan, Joshua
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Koehler, Anne B.
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Schorfheide, Frank
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Lütkepohl, Helmut
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Reichlin, Lucrezia
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Bauwens, Luc
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ECONIS (ZBW)
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Implied volatility with time-varying regime probabilities
Ahoniemi, Katja
(
contributor
);
Lane, Markku
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003782336
Saved in:
2
Joint modeling of call and put implied volatility
Ahoniemi, Katja
(
contributor
);
Lanne, Markku
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003586159
Saved in:
3
Realized volatility and overnight returns
Ahoniemi, Katja
;
Lanne, Markku
-
2010
Persistent link: https://www.econbiz.de/10008772096
Saved in:
4
Modeling and forecasting implied volatility
Ahoniemi, Katja
-
2009
Persistent link: https://www.econbiz.de/10003802181
Saved in:
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