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~source:"econis"
~subject:"Finanzkrise"
~type:"article"
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Search: subject:"Stochastic Volatility"
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Finanzkrise
Volatility
945
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945
Stochastic process
863
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863
Option pricing theory
462
Optionspreistheorie
462
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448
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307
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307
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278
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276
stochastic volatility
259
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147
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117
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2
Kliber, Agata
2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Systemic risk tomography : signals, measurement and transmission channels
1
The North American journal of economics and finance : a journal of financial economics studies
1
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1
Fragility and the effect of international uncertainty shocks
Crespo Cuaresma, Jesús
;
Huber, Florian
;
Onorante, Luca
- In:
Journal of international money and finance
108
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012403810
Saved in:
2
Systemic risk of China's financial industry during the spread of the COVID-19 epidemic and the breakdown of crude oil negotiation
Zhang, Xiaoming
;
Zhou, Hegang
;
Lee, Chien-chiang
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
1
,
pp. 56-69
Persistent link: https://www.econbiz.de/10012802041
Saved in:
3
Empirical option pricing models
Bates, David S.
- In:
Annual review of financial economics
14
(
2022
),
pp. 369-389
Persistent link: https://www.econbiz.de/10013461154
Saved in:
4
The impact of economic uncertainty and inflation uncertainty on the Greek economy
Balfoussia, Hiona
;
Louzis, Dimitrios P.
- In:
Economic bulletin
53
(
2021
),
pp. 49-67
Persistent link: https://www.econbiz.de/10012802930
Saved in:
5
The price of the smile and variance risk premia
Gruber, Peter H.
;
Tebaldi, Claudio
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
67
(
2021
)
7
,
pp. 4056-4074
Persistent link: https://www.econbiz.de/10012623900
Saved in:
6
The short-term relationships among the U.S., German and Greek bond markets in times of financial crises : a Bayesian analysis of exogeneity in the VAR-SV model
Modrzejewska, Anita
;
Pajor, Anna
- In:
Argumenta oeconomica
38
(
2017
)
1
,
pp. 257-283
Persistent link: https://www.econbiz.de/10012284664
Saved in:
7
Systemic risk via dynamic correlations
Dellaportas, Petros
;
Plataniotis, Anastasios
;
Titsias, …
- In:
Systemic risk tomography : signals, measurement and …
,
(pp. 3-41)
.
2017
Persistent link: https://www.econbiz.de/10011617877
Saved in:
8
Financial regimes and uncertainty shocks
Alessandri, Piergiorgio
;
Mumtaz, Haroon
- In:
Journal of monetary economics
101
(
2019
),
pp. 31-46
Persistent link: https://www.econbiz.de/10012264750
Saved in:
9
Variance swaps with double exponential Ornstein-Uhlenbeck
stochastic
volatility
Kim, See-Woo
;
Kim, Jeong-Hoon
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 149-169
Persistent link: https://www.econbiz.de/10012120223
Saved in:
10
Pricing convertible bonds
Batten, Jonathan A.
;
Khaw, Karren Lee-Hwei
;
Young, Martin R.
- In:
Journal of banking & finance
92
(
2018
),
pp. 216-236
Persistent link: https://www.econbiz.de/10011964571
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