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~institution:"Deutsches Reich"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Hafner, Christian M."
~subject:"Besoldung"
~subject:"Börsenkurs"
~subject:"France"
~subject:"Recht"
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Besoldung
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Volatility
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Hafner, Christian M.
Gil-Alaña, Luis A.
3
Caporale, Guglielmo Maria
2
Herwartz, Helmut
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Härdle, Wolfgang
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Platen, Eckhard
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Bunke, Olaf
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Deutsches Reich
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers of interdisciplinary research project 373
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ECONIS (ZBW)
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Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
-
1999
prices caused by stochastic
volatility
. -- option pricing ; autoregression ; heteroskedasticity ; GARCH ; leverage effect …
Persistent link: https://www.econbiz.de/10009580460
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2
Flexible stochastic
volatility
structures for high frequency financial data
Feldmann, David
;
Härdle, Wolfgang
;
Hafner, Christian M.
; …
-
1998
Stochastic
Volatility
(SV) models are widely used in financial applications. To decide whether standard parametric …
Persistent link: https://www.econbiz.de/10009578026
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