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~subject:"Deutschland"
~subject:"Option pricing theory"
~subject:"Schätzung"
~subject:"Stock market"
~subject:"Ölpreis"
~type_genre:"Book section"
~type_genre:"Collection of articles written by one author"
~type_genre:"Diskette"
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Deutschland
Option pricing theory
Schätzung
Stock market
Ölpreis
Volatility
1,353
Volatilität
1,353
Theorie
406
Theory
406
Börsenkurs
249
Share price
249
Estimation
232
Welt
205
World
205
Exchange rate
190
Wechselkurs
190
USA
176
United States
176
ARCH model
150
ARCH-Modell
150
Capital income
136
Kapitaleinkommen
136
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135
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135
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128
Optionspreistheorie
103
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100
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100
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90
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90
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87
Prognoseverfahren
87
Germany
74
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72
Wirtschaftswachstum
72
Business cycle
71
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71
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71
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70
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68
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68
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88
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16
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Article
409
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72
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Book section
Collection of articles written by one author
Diskette
Article in journal
10,369
Aufsatz in Zeitschrift
10,369
Graue Literatur
2,800
Non-commercial literature
2,800
Working Paper
2,717
Arbeitspapier
2,686
Aufsatz im Buch
409
Hochschulschrift
320
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250
Sammlung
71
Conference paper
63
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63
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38
Sammelwerk
38
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32
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32
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20
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16
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12
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11
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11
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8
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4
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449
German
31
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3
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Belke, Ansgar
4
Herwartz, Helmut
4
Clewlow, Les
3
Feng, Yuanhua
3
Hautsch, Nikolaus
3
Härdle, Wolfgang
3
Kang, Boda
3
Laopodis, Nikiforos
3
Songsak Sriboonchitta
3
Artavia, Marco
2
Bansal, Ravi
2
Bellalah, Mondher
2
Brabazon, Anthony
2
Brière, Marie
2
Buch, Claudia M.
2
Burgues, Alexander
2
Chiarella, Carl
2
Chuliá, Helena
2
Curci, Roberto
2
Deppermann, Andre
2
Engle, Robert F.
2
Fabozzi, Frank J.
2
Fengler, Matthias R.
2
Filler, Günther
2
Gorbachev, Olga
2
Grethe, Harald
2
Gros, Daniel
2
Heiler, Siegfried
2
Husodo, Zaäfri Ananto
2
Häger, Astrid
2
Jajuga, Krzysztof
2
Kijima, Masaaki
2
Kinateder, Harald
2
Laurent, Sébastien
2
Lee, Roger
2
Li, Minqiang
2
Littke, Helge
2
Lux, Thomas
2
Meyer, Gunter H.
2
Mittnik, Stefan
2
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Gottfried Wilhelm Leibniz Universität Hannover
1
Technische Universität Dresden
1
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
13
Stock market volatility
13
Applied quantitative finance
7
Forecasting volatility in the financial markets
7
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
5
Frontiers in quantitative finance : volatility and credit risk modeling
5
Handbook of financial time series
5
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
4
Handbook of research on emerging theories, models, and applications of financial econometrics
4
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
4
Auswirkungen der Finanzkrise und volatiler Märkte auf die Agrarwirtschaft
3
Brennpunkt Agrarpreise : Ursachen, Trends und Risikomanagement für die Praxis
3
Current topics in quantitative finance : with 23 tables
3
Financial Market Dynamics after COVID 19 : The Contagion Effect of the Pandemic in Finance
3
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
3
Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
3
OPEC, oil prices and LNG
3
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
3
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
3
The interrelationship between financial and energy markets
3
Advances in financial risk management : corporates, intermediaries and portfolios
2
Application of operations research to financial markets
2
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
2
Capital markets
2
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
2
Contemporary issues in business economics and finance
2
Contributions to accounting and finance : essays in honour of Paavo Yli-Olli
2
Dynamic factor models
2
Dynamic optics in economics : quantitative, experimental and econometric analyses
2
ECON PhD dissertations
2
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
2
Emerging markets : any lessons for Southeastern Europe? : March 5 and 6, 2007
2
Empirical research on the German capital market : with 60 tables
2
Environmental, social, and governance perspectives on economic development in Asia ; part A
2
Essays in nonlinear time series econometrics
2
Exchange rate economics : where do we stand?
2
Financial and macroeconomic dynamics in Central and Eastern Europe : a Bayesian approach
2
Financial econometrics and empirical market microstructure
2
Financial engineering, E-commerce and supply chain
2
Financial institutions and services
2
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ECONIS (ZBW)
481
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1
Business-specific risks and stock market volatility as Indonesian macroeconomic risk estimators
Purba, Ezra Valentino
;
Husodo, Zaäfri Ananto
- In:
Macroeconomic risk and growth in the Southeast Asian …
,
(pp. 1-17)
.
2024
Persistent link: https://www.econbiz.de/10014457588
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2
How good is Black-Scholes-Merton, really?
Wilmott, Paul
- In:
Options - 45 years since the publication of the …
,
(pp. 17-27)
.
2023
Persistent link: https://www.econbiz.de/10014366584
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3
Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
- In:
Options - 45 years since the publication of the …
,
(pp. 89-125)
.
2023
Persistent link: https://www.econbiz.de/10014366595
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Return and volatility linkages between Bitcoin, gold price, and oil price : evidence from diagonal BEKK-GARCH model
Surachai Chancharat
;
Julaluk Butda
-
2022
Persistent link: https://www.econbiz.de/10013197429
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5
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
-
2018
Persistent link: https://www.econbiz.de/10012173996
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6
Probabilistic interpretation of Black implied volatility
Carr, Peter
;
Wu, Liuren
;
Zhang, Yuzhao
- In:
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,
(pp. 29-46)
.
2023
Persistent link: https://www.econbiz.de/10014366585
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Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied volatility
Brigo, Damiano
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(pp. 47-61)
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2023
Persistent link: https://www.econbiz.de/10014366586
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Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
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,
(pp. 127-172)
.
2023
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9
Cumulant formulas for implied volatility
Lee, Roger
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(pp. 185-193)
.
2023
Persistent link: https://www.econbiz.de/10014366604
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10
Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter
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(pp. 195-212)
.
2023
Persistent link: https://www.econbiz.de/10014366651
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