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~isPartOf:"Quantitative finance"
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Konferenz
Volatilität
Stochastic process
269
Stochastischer Prozess
269
Volatility
118
Option pricing theory
111
Optionspreistheorie
111
Theorie
107
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Escobar, Marcos
4
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Economics letters
Quantitative finance
International journal of theoretical and applied finance
135
Journal of econometrics
105
Applied mathematical finance
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Discussion paper / Tinbergen Institute
56
Computational economics
50
The journal of computational finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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47
Journal of economic dynamics & control
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Review of derivatives research
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ECONIS (ZBW)
118
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1
A simple nonnegative process for equilibrium models
Hsu, Alex
;
Palomino, Francisco
- In:
Economics letters
132
(
2015
),
pp. 39-44
Persistent link: https://www.econbiz.de/10011431117
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2
News impact curve for stochastic volatility models
Takahashi, Makoto
;
Omori, Yasuhiro
;
Watanabe, Toshiaki
- In:
Economics letters
120
(
2013
)
1
,
pp. 130-134
Persistent link: https://www.econbiz.de/10009760436
Saved in:
3
Spurious persistence in stochastic volatility
Messow, Philip
;
Krämer, Walter
- In:
Economics letters
121
(
2013
)
2
,
pp. 221-223
Persistent link: https://www.econbiz.de/10010346320
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4
A bootstrap test for jumps in financial economics
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
125
(
2014
)
1
,
pp. 74-78
Persistent link: https://www.econbiz.de/10010504752
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5
Bipower variation with jumps and correlated returns
Duan, Yunpeng
;
Xue, Yi
- In:
Economics letters
125
(
2014
)
3
,
pp. 367-371
Persistent link: https://www.econbiz.de/10010506017
Saved in:
6
GARCH with omitted persistent covariate
Han, Heejoon
;
Park, Joon Y.
- In:
Economics letters
124
(
2014
)
2
,
pp. 248-254
Persistent link: https://www.econbiz.de/10010493650
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7
A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
;
Kapetanios, George
- In:
Economics letters
100
(
2008
)
1
,
pp. 130-134
Persistent link: https://www.econbiz.de/10003747500
Saved in:
8
Linear filtering for asymmetric stochastic volatility models
Kirby, Chris
- In:
Economics letters
92
(
2006
)
2
,
pp. 284-292
Persistent link: https://www.econbiz.de/10003360885
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9
A new estimator of the fractionally integrated stochastic volatility model
Wright, Jonathan H.
- In:
Economics letters
63
(
1999
)
3
,
pp. 295-303
Persistent link: https://www.econbiz.de/10001398938
Saved in:
10
The SINC way : a fast and accurate approach to Fourier pricing
Baschetti, Fabio
;
Bormetti, Giacomo
;
Romagnoli, Silvia
; …
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 427-446
Persistent link: https://www.econbiz.de/10013167768
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