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~person:"Kang, Boda"
~person:"Todorov, Viktor"
~subject:"Jumps"
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Jumps
Stochastic process
53
Stochastischer Prozess
53
Volatility
50
Volatilität
50
Option pricing theory
21
Optionspreistheorie
21
Theorie
19
Theory
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Estimation
17
Schätzung
17
Time series analysis
15
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12
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Optionsgeschäft
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Stochastic volatility
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Börsenkurs
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Kang, Boda
Todorov, Viktor
Li, Jia
4
Bollerslev, Tim
3
Aït-Sahalia, Yacine
2
Laurent, Sébastien
2
Laurini, Márcio Poletti
2
Li, Chenxu
2
Tauchen, George Eugene
2
Aiube, Fernando Antônio Lucena
1
Andersen, Torben
1
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1
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Boswijk, Herman Peter
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1
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1
Bu, Di
1
Cartea, Álvaro
1
Chaim, Pedro
1
Chan, Joshua
1
Chaves, Leonardo Salim Saker
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Chen, Liyuan
1
Chen, Rui
1
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Chorro, Christophe
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Creel, Michael D.
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Eom, Young Ho
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Erdemlioglu, Deniz
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Hain, Martin
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Journal of econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial economics
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
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1
Pricing American options with jumps in asset and volatility
Taruvinga, Blessing
;
Kang, Boda
;
Nikitopoulos, …
-
2019
-
Updated January 2019
Persistent link: https://www.econbiz.de/10013255767
Saved in:
2
Rank tests at jump events
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Lin, Huidi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
Saved in:
3
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
4
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
5
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
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