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~person:"Drachal, Krzysztof"
~person:"Goldman, Elena"
~person:"Li, Chen Xu"
~subject:"Volatilität"
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Volatilität
Bayes-Statistik
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double truncation
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purchasing power parity
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Drachal, Krzysztof
Goldman, Elena
Li, Chen Xu
Karlsson, Sune
4
Berger, Tino
3
Everaert, Gerdie
3
Freyberger, Joachim
3
Iseringhausen, Martin
3
Neuhierl, Andreas
3
Weber, Michael
3
Österholm, Pär
3
Knaus, Simon D.
2
Vierke, Hauke
2
Wang, Yudong
2
Andreou, Panayiotis C.
1
Asai, Manabu
1
Atak, Alev
1
Audrino, Francesco
1
Aït-Sahalia, Yacine
1
Baker, Paul L.
1
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Charalambous, Chris
1
Charoenwong, Ben
1
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1
Chuffart, Thomas
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Dark, Jonathan
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Energy economics
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Journal of econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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Forecasting selected energy commodities prices with Bayesian dynamic finite mixtures
Drachal, Krzysztof
- In:
Energy economics
99
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012939405
Saved in:
2
Closed-form implied volatility surfaces for stochastic volatility models with jumps
Aït-Sahalia, Yacine
;
Li, Chenxu
;
Li, Chen Xu
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 364-392
Persistent link: https://www.econbiz.de/10012619431
Saved in:
3
Regimes and long memory in realized volatility
Goldman, Elena
;
Nam, Jouahn
;
Tsurumi, Hiroki
;
Jun, Wang
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
5
,
pp. 521-549
Persistent link: https://www.econbiz.de/10010228559
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