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Kapitaleinkommen
forecasting volatility
18
Prognoseverfahren
11
Volatilität
11
Forecasting model
10
Volatility
10
ARCH-Modell
8
Forecasting volatility
8
ARCH model
7
Estimation
6
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Börsenkurs
4
Capital income
4
GARCH models
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Share price
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leverage effect
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Abu Dhabi
2
Factor models
2
Forecasting Volatility
2
GCC markets
2
Gulf Cooperation Council
2
ICA
2
Implied volatility
2
Kuwait
2
Macedonia
2
Markov Chain Monte Carlo (MCMC) simulations
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Markov chain
2
Markov-Kette
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Multivariate GARCH
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Non-constant volatility
2
Option pricing theory
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Option trading
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Optionsgeschäft
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Optionspreistheorie
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Re-pricing options
2
Saudi Arabia
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Seemingly unrelated regression
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Bianconi, Marcelo
2
McLachlan, Scott
2
Sammon, Marco
2
Coffie, William
1
Dritsakis, Nikolaos
1
Savvas, Georgios
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Global business & economics review
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
4
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1
Modelling and
forecasting
volatility
of the Botswana and Namibia stock market returns : evidence using GARCH models with different distribution densities
Coffie, William
- In:
Global business & economics review
20
(
2018
)
1
,
pp. 18-35
Persistent link: https://www.econbiz.de/10011953628
Saved in:
2
Forecasting
volatility
stock return : evidence from the Nordic stock exchanges
Dritsakis, Nikolaos
;
Savvas, Georgios
- In:
International journal of economics and finance
9
(
2017
)
2
,
pp. 15-31
Persistent link: https://www.econbiz.de/10011617883
Saved in:
3
Implied volatility and the risk-free rate of return in options markets
Bianconi, Marcelo
;
McLachlan, Scott
;
Sammon, Marco
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 1-26
Persistent link: https://www.econbiz.de/10011511024
Saved in:
4
Implied volatility and the risk-free rate of return in options markets
Bianconi, Marcelo
;
McLachlan, Scott
;
Sammon, Marco
-
2014
Persistent link: https://www.econbiz.de/10010362853
Saved in:
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