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~person:"Renault, Eric"
~subject:"Volatilität"
~type_genre:"Book section"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
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Renault, Eric
Diebold, Francis X.
30
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28
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27
Koopman, Siem Jan
26
Andersen, Torben
25
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25
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25
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20
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18
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16
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11
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11
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11
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10
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10
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10
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9
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9
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9
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9
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9
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9
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9
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9
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Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
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2
Stochastic volatility
Ghysels, Eric
-
1996
Persistent link: https://www.econbiz.de/10001320263
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3
Garch and irregularly spaced data
Meddahi, Nour
(
contributor
);
Renault, Eric
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001774184
Saved in:
4
The econometrics of option pricing
Garcia, René
;
Ghysels, Eric
;
Renault, Eric
-
2010
Persistent link: https://www.econbiz.de/10003900680
Saved in:
5
Identifying the volatility risk price through the leverage effect
Cheng, Xu
;
Renault, Eric
;
Sangrey, Paul
-
2024
-
This version: April 23, 2024
Persistent link: https://www.econbiz.de/10014580927
Saved in:
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