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~isPartOf:"Computational economics"
~isPartOf:"Journal of forecasting"
~person:"Asai, Manabu"
~person:"Itkin, Andrey"
~person:"McGee, Robert W."
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatilität
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Asai, Manabu
Itkin, Andrey
McGee, Robert W.
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5
So, Mike Ka-pui
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Song, Yuping
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5
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4
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Computational economics
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Stochastic multivariate mixture covariance model
So, Mike Ka-pui
;
Li, Raymond W. M.
;
Asai, Manabu
;
Jiang, Yue
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 139-155
Persistent link: https://www.econbiz.de/10011729126
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2
Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models
Itkin, Andrey
;
Carr, Peter
- In:
Computational economics
40
(
2012
)
1
,
pp. 63-104
Persistent link: https://www.econbiz.de/10009627499
Saved in:
3
An expanded Local Variance Gamma model
Carr, Peter
;
Itkin, Andrey
- In:
Computational economics
57
(
2021
)
4
,
pp. 949-987
Persistent link: https://www.econbiz.de/10012543243
Saved in:
4
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
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