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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Volatilität"
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Volatilität
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Härdle, Wolfgang
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
SFB 649 discussion paper
22
SFB 649 Discussion Paper
14
Diskussionspapier
12
Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
12
Discussion papers of interdisciplinary research project 373
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Applied quantitative finance
3
IRTG 1792 discussion paper
3
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
2
International review of financial analysis
2
Journal of financial econometrics
2
Review of derivatives research
2
Applied quantitative finance : theory and computational tools
1
CORE discussion paper : DP
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Digital finance : smart data analytics, investment innovation, and financial technology
1
Finance and stochastics
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of forecasting
1
Nonparametric dynamic modelling
1
Prognoserechnung
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Publikationen / Center for Applied Statistics and Economics
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Quantitative finance
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
SFB 649 Discussion Paper 2005-012
1
SFB 649 Discussion Paper 2005-020
1
SFB 649 Discussion Paper 2005-022
1
SFB 649 Discussion Paper 2006-002
1
SFB 649 Discussion Paper 2006-011
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SFB 649 Discussion Paper 2007-027
1
SFB 649 Discussion Paper 2008-014
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SFB 649 Discussion Paper 2008-038
1
SFB 649 Discussion Paper 2009-003
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SFB 649 Discussion Paper 2010-001
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SFB 649 Discussion Paper 2011-003
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Springer eBook Collection / Mathematics and Statistics
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SpringerLink / Bücher
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A semiparametric factor model for implied volatility surface dynamics
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Mammen, Enno
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
2
,
pp. 189-218
Persistent link: https://www.econbiz.de/10003518308
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2
VAR modeling for dynamic loadings driving volatility strings
Brüggemann, Ralf
;
Härdle, Wolfgang
;
Mungo, Julius
; …
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
3
,
pp. 361-381
Persistent link: https://www.econbiz.de/10003748062
Saved in:
3
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
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