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~isPartOf:"International journal of forecasting"
~isPartOf:"SFB 649 discussion paper"
~person:"Ahoniemi, Katja"
~person:"Bams, Dennis"
~subject:"Volatility"
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Ahoniemi, Katja
Bams, Dennis
Härdle, Wolfgang
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International journal of forecasting
SFB 649 discussion paper
Discussion papers / Helsinki Center of Economic Research : discussion paper
2
LSF research working paper series
2
Acta Universitatis Oeconomicae Helsingiensis / A
1
Bank of Finland Research Discussion Paper
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ECONIS (ZBW)
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Joint modeling of call and put implied volatility
Ahoniemi, Katja
;
Lanne, Markku
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 239-258
Persistent link: https://www.econbiz.de/10003870046
Saved in:
2
Volatility measures and Value-at-Risk
Bams, Dennis
;
Blanchard, Gildas
;
Lehnert, Thorsten
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 848-863
Persistent link: https://www.econbiz.de/10011746918
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