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~person:"Barnett, William A."
~person:"Bäurle, Gregor"
~person:"Detemple, Jérôme B."
~subject:"Börsenkurs"
~subject:"Inflation expectations"
~subject:"Kapitaleinkommen"
~subject:"Option trading"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
~subject:"Theorie"
~subject:"Welt"
~subject:"local time"
~type:"article"
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Börsenkurs
Inflation expectations
Kapitaleinkommen
Option trading
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Stochastic process
Theorie
Welt
local time
Volatility
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Volatilität
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stochastic volatility
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Barnett, William A.
Bäurle, Gregor
Detemple, Jérôme B.
Escobar, Marcos
18
Cui, Zhenyu
11
Mumtaz, Haroon
10
Todorov, Viktor
10
Asai, Manabu
9
McAleer, Michael
9
Tauchen, George Eugene
9
Chan, Joshua
8
Cross, Jamie
8
Nguyen, Duy
8
Poon, Aubrey
8
Rodriguez, Gabriel
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Huber, Florian
7
Takahashi, Akihiko
7
Vives, Josep
7
Alòs, Elisa
6
Clark, Todd E.
6
Fabozzi, Frank J.
6
Gupta, Rangan
6
Karlsson, Sune
6
Kirkby, J. Lars
6
Laurini, Márcio Poletti
6
Li, Chenxu
6
Li, Jia
6
Li, Yong
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Pospíšil, Jan
6
Zhang, Jin E.
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Andersen, Torben
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Chiarella, Carl
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Fouque, Jean-Pierre
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Grasselli, Martino
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Hou, Chenghan
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Ignatieva, Ekaterina
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Kim, Jeong-Hoon
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Koop, Gary
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Lorig, Matthew
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Račev, Svetlozar T.
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Sircar, Kaushik Ronnie
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
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1
Causal relationships between inflation and inflation uncertainty
Barnett, William A.
;
Jawadi, Fredj
;
Ftiti, Zied
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406029
Saved in:
2
Constrained interest rates and changing dynamics at the zero lower bound
Bäurle, Gregor
;
Kaufmann, Daniel
;
Kaufmann, Sylvia
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012198531
Saved in:
3
On American VIX options under the generalized 3/2 and 1/2 models
Detemple, Jérôme B.
;
Kitapbayev, Yerkin
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 550-581
Persistent link: https://www.econbiz.de/10011969085
Saved in:
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