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~subject:"Volatilität"
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Volatilität
Kapitaleinkommen
47
Theorie
47
Capital income
46
Theory
46
Volatility
31
China
28
Börsenkurs
26
Share price
26
Estimation
22
Schätzung
22
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22
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22
Portfolio-Management
20
Yield curve
20
Zinsstruktur
20
Portfolio selection
19
Welt
19
World
19
Mathematical programming
16
Lieferkette
15
Mathematische Optimierung
15
Supply chain
15
CAPM
14
Finanzmarkt
11
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10
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10
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10
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10
Stochastic process
10
Stochastischer Prozess
10
Anlageverhalten
9
Behavioural finance
9
Forecasting model
9
Industrialized countries
9
Prognoseverfahren
9
Arbitrage
8
Hedge fund
8
Hedgefonds
8
Risikoprämie
8
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Free
11
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16
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15
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15
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
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7
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English
31
Author
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Zhang, Xiaoyan
22
Xing, Yuhang
15
Hodrick, Robert J.
14
Ang, Andrew
10
Li, Haitao
7
Bekaert, Geert
6
Zhao, Rui
3
Chen, Zhiyao
2
Gao, Chao
2
Strebulaev, Ilya A.
2
Wells, Martin T.
2
Yu, Cindy L.
2
Zhao, Feng
2
Bailey, Warren
1
Guo, Mengmeng
1
Li, Erica X. N.
1
Ma, Teng
1
Mao, Connie X.
1
Parente, Stephen L.
1
Walsh, Randall P.
1
Wang, Shujing
1
Wang, Xue Phyllis
1
Xu, Yuewu
1
Yu, Cindy
1
Zhang, Dayong
1
Zhong, Rui
1
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National Bureau of Economic Research
3
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Journal of financial and quantitative analysis : JFQA
3
NBER working paper series
3
The journal of finance : the journal of the American Finance Association
3
Working paper / National Bureau of Economic Research, Inc.
3
Management science : journal of the Institute for Operations Research and the Management Sciences
2
NBER Working Paper
2
The review of financial studies
2
Discussion paper / Centre for Economic Policy Research
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Discussion papers / CEPR
1
International economic review
1
International review of finance
1
Journal of financial economics
1
Journal of international financial markets, institutions & money
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Rock Center for Corporate Governance at Stanford University working paper series
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ECONIS (ZBW)
31
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1
What does the individual option volatility smirk tell us about future equity returns?
Xing, Yuhang
;
Zhang, Xiaoyan
;
Zhao, Rui
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
3
,
pp. 641-662
Persistent link: https://www.econbiz.de/10008657211
Saved in:
2
Slow development and special interest
Parente, Stephen L.
;
Zhao, Rui
- In:
International economic review
47
(
2006
)
3
,
pp. 991-1011
Persistent link: https://www.econbiz.de/10003357493
Saved in:
3
A Bayesian analysis of return dynamics with Lévy jumps
Li, Haitao
;
Wells, Martin T.
;
Yu, Cindy L.
- In:
The review of financial studies
21
(
2008
)
5
,
pp. 2345-2378
Persistent link: https://www.econbiz.de/10003765224
Saved in:
4
Short rate dynamics and regime shifts
Li, Haitao
;
Xu, Yuewu
- In:
International review of finance
9
(
2009
)
3
,
pp. 211-241
Persistent link: https://www.econbiz.de/10003893641
Saved in:
5
Nonparametric estimation of state-price densities implicit in interest rate cap prices
Li, Haitao
;
Zhao, Feng
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4335-4376
Persistent link: https://www.econbiz.de/10003896303
Saved in:
6
Unspanned stochastic volatility : evidence from hedging interest rate derivatives
Li, Haitao
;
Zhao, Feng
- In:
The journal of finance : the journal of the American …
61
(
2006
)
1
,
pp. 341-378
Persistent link: https://www.econbiz.de/10003302340
Saved in:
7
MCMC estimation of Lévy jump models using stock and option prices
Yu, Cindy L.
;
Li, Haitao
;
Wells, Martin T.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 383-422
Persistent link: https://www.econbiz.de/10009155205
Saved in:
8
Regulation fair disclosure and earnings information : market, analyst, and corporate responses
Bailey, Warren
;
Li, Haitao
;
Mao, Connie X.
;
Zhong, Rui
- In:
The journal of finance : the journal of the American …
58
(
2003
)
6
,
pp. 2487-2514
Persistent link: https://www.econbiz.de/10001845825
Saved in:
9
Macroeconomic risks and asset pricing : evidence from a dynamic stochastic general equilibrium model
Li, Erica X. N.
;
Li, Haitao
;
Wang, Shujing
;
Yu, Cindy
- In:
Management science : journal of the Institute for …
65
(
2019
)
8
,
pp. 3585-3604
Persistent link: https://www.econbiz.de/10012062716
Saved in:
10
Do natural disasters affect stock price crash risk? : evidence from emerging markets
Zhao, Rui
;
Zhang, Dayong
;
Guo, Mengmeng
- In:
Journal of international financial markets, …
93
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014583903
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