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~subject:"Volatilität"
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Volatilität
Theorie
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Santa-Clara, Pedro
18
Cochrane, John H.
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Brandt, Michael W.
9
Longstaff, Francis A.
9
Ghysels, Eric
4
Liu, Jun
4
Matoba, Kyle
4
Pan, Jun
4
Yan, Shu
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Carlin, Bruce I.
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Carlin, Bruce Ian
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Saá-Requejo, Jesús
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Valkanov, Rossen
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International risk sharing is better than you think : or exchange rates are much too smooth
Brandt, Michael W.
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10003732449
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2
International risk sharing is better than you think, or exchange rates are too smooth
Brandt, Michael W.
;
Cochrane, John H.
;
Santa-Clara, Pedro
- In:
Journal of monetary economics
53
(
2006
)
4
,
pp. 671-698
Persistent link: https://www.econbiz.de/10003333393
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3
Volatility tests and efficient markets : a review essay
Cochrane, John H.
-
1991
Persistent link: https://www.econbiz.de/10000808241
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4
Explaining the variance of price dividend ratios
Cochrane, John H.
-
1989
Persistent link: https://www.econbiz.de/10000778779
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5
Macro-finance
Cochrane, John H.
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
3
,
pp. 945-985
Persistent link: https://www.econbiz.de/10011803772
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6
Beyond arbitrage : "good-deal" asset price bounds in incomplete markets
Cochrane, John H.
;
Saá-Requejo, Jesús
-
1996
Persistent link: https://www.econbiz.de/10000584807
Saved in:
7
Beyond arbitrage : good-deal asset price bounds in incomplete markets
Cochrane, John H.
;
Saá-Requejo, Jesús
- In:
Journal of political economy
108
(
2000
)
1
,
pp. 79-119
Persistent link: https://www.econbiz.de/10001454786
Saved in:
8
Crashes, volatility, and the equity premium : lessons from S&P 500 options
Santa-Clara, Pedro
;
Yan, Shu
- In:
The review of economics and statistics
92
(
2010
)
2
,
pp. 435-451
Persistent link: https://www.econbiz.de/10008737706
Saved in:
9
Predicting volatility: getting the most out of return data sampled at different frequencies
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 59-95
Persistent link: https://www.econbiz.de/10003298564
Saved in:
10
Jump and volatility risk and risk premia : a new model and lessons from S&P 500 options
Santa-Clara, Pedro
;
Yan, Shu
-
2004
Persistent link: https://www.econbiz.de/10002485074
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