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~subject:"Volatilität"
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Volatilität
Consumer behaviour
38
Konsumentenverhalten
38
Theorie
33
Theory
33
China
28
Option pricing theory
26
Optionspreistheorie
26
Volatility
26
Zinsstruktur
24
Option trading
22
Optionsgeschäft
22
USA
22
United States
22
Yield curve
22
Capital income
21
Kapitaleinkommen
21
Börsenkurs
16
Share price
16
Estimation
15
Schätzung
15
Customer satisfaction
14
Kundenzufriedenheit
14
Forecasting model
13
Prognoseverfahren
13
Dienstleistungsqualität
11
Service quality
11
Stochastic process
11
Stochastischer Prozess
11
Internet marketing
10
Online-Marketing
10
option pricing
10
Online retailing
9
Online-Handel
9
Risiko
9
Risk
9
Social Web
9
Social web
9
Tourism
9
Tourismus
9
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20
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18
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18
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2
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2
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English
26
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Wu, Liuren
19
Carr, Peter
10
Hu, Jianfeng
5
Chordia, Tarun
3
Subrahmanyam, Avanidhar
3
Tong, Qing
3
Bali, Turan G.
2
Tian, Meng
2
Chen, Guifu
1
Chen, Shujuan
1
Egloff, Daniel
1
Foresi, Silverio
1
Gabaix, Xavier
1
Huang, Jing-Zhi
1
Kirilova, Antonia
1
Lee, Roger
1
Leipold, Markus
1
Murray, Scott
1
Park, Seongkyu
1
Ryu, Doojin
1
Wu, Liang
1
Wu, Liyan
1
Zhang, Yuzhao
1
Zhang, Zhibai
1
Zheng, Lin
1
Zhu, Jingyi
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Management science : journal of the Institute for Operations Research and the Management Sciences
3
Applied economics
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
Finance and stochastics
1
Financial engineering
1
Georgetown McDonough School of Business Research Paper
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of financial economics
1
Journal of investment management : JOIM
1
NYU Tandon Research Paper
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
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ECONIS (ZBW)
26
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1
Modeling financial security returns using Lévy processes
Wu, Liuren
- In:
Financial engineering
,
(pp. 117-162)
.
2008
Persistent link: https://www.econbiz.de/10003567103
Saved in:
2
Variance dynamics : joint evidence from options and high-frequency returns
Wu, Liuren
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 280-287
Persistent link: https://www.econbiz.de/10009242518
Saved in:
3
A tale of two indices
Carr, Peter
;
Wu, Liuren
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 13-29
Persistent link: https://www.econbiz.de/10003321077
Saved in:
4
A comprehensive analysis of the short-term interest-rate dynamics
Bali, Turan G.
;
Wu, Liuren
- In:
Journal of banking & finance
30
(
2006
)
4
,
pp. 1269-1290
Persistent link: https://www.econbiz.de/10003310322
Saved in:
5
The term structure of variance swap rates and optimal variance swap investments
Egloff, Daniel
;
Leipold, Markus
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
5
,
pp. 1279-1310
Persistent link: https://www.econbiz.de/10008907332
Saved in:
6
Crash-o-phobia : a domestic fear or a worldwide concern?
Foresi, Silverio
;
Wu, Liuren
- In:
The journal of derivatives : the official publication …
13
(
2005
)
2
,
pp. 8-21
Persistent link: https://www.econbiz.de/10003299538
Saved in:
7
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
Saved in:
8
Specification analysis of option pricing models based on time-changed Lévy processes
Huang, Jing-Zhi
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1405-1442
Persistent link: https://www.econbiz.de/10002100164
Saved in:
9
Using machine learning to predict realized variance
Carr, Peter
;
Wu, Liuren
;
Zhang, Zhibai
- In:
Journal of investment management : JOIM
18
(
2020
)
2
,
pp. 57-72
Persistent link: https://www.econbiz.de/10012588965
Saved in:
10
Variance swaps on time-changed Lévy processes
Carr, Peter
;
Lee, Roger
;
Wu, Liuren
- In:
Finance and stochastics
16
(
2012
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10009544664
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