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~person:"Leonardo Bianchi, Michele"
~person:"Paolella, Marc S."
~subject:"Derivative"
~subject:"Volatilität"
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Leonardo Bianchi, Michele
Paolella, Marc S.
Račev, Svetlozar T.
28
Fabozzi, Frank J.
21
Kim, Young Shin
7
Shirvani, Abootaleb
7
Stoyanov, Stoyan V.
7
Bianchi, Michele Leonardo
4
Mittnik, Stefan
4
Rachev, Svetlozar T.
4
Hu, Yuan
3
Lindquist, W. Brent
3
Rezania, Omid
3
Sun, Wei
3
Mahanama, Thilini
2
Mitov, Ivan
2
Safari, Amir
2
Seese, Detlef G.
2
Sun, Edward
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Beck, Alexander
1
Bianchi, Michele L
1
Chung, Dong Myung
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Fabozzi, CFA
1
Fabozzi, Frank J
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Klingler, Sven
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Lin, Zuodong
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Menn, Christian
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Rachev, Svetlozar T
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Racheva-Iotova, Borjana
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ECONIS (ZBW)
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Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Leonardo Bianchi, Michele
;
Fabozzi, Frank J.
;
Račev, …
-
2014
Persistent link: https://www.econbiz.de/10010414284
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2
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
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3
The prediction of down-side market risk with GARCH-stable models
Mittnik, Stefan
;
Paolella, Marc S.
;
Račev, Svetlozar T.
-
1998
Persistent link: https://www.econbiz.de/10001410540
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