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Christian-Albrechts-Universität zu Kiel
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International journal of forecasting
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Computational economics
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Research paper series / Swiss Finance Institute
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Pacific-Basin finance journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of forecasting
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The review of financial studies
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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EconStor
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Theorie
skalenparametergesplitteter Verteilungen und ihrer Anwendung auf den deutschen Aktienmarkt
Scharein, Manfred
-
2005
Persistent link: https://www.econbiz.de/10003075483
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2
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 161-187
Persistent link: https://www.econbiz.de/10001486701
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3
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
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4
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
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5
Target-based investment for long-term investors under stochastic volatility
Pelsser, Antoon André Jean
;
Yang, Li
-
2023
Persistent link: https://www.econbiz.de/10014458738
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6
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
7
Das Consumption Capital Asset Pricing Model : eine empirische Untersuchung für den Schweizer Kapitalmarkt unter Berücksichtigung saisonaler Effekte
Bärtsch, Oxana
-
2009
Persistent link: https://www.econbiz.de/10003819836
Saved in:
8
Aktienperformance in Deutschland : Essays über Renditen, Anlagedauer und Kursschocks
Ising, Jan
-
2006
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003386339
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9
Investment strategies and determinants in capital markets
Grabellus, Markus
-
2014
Persistent link: https://www.econbiz.de/10010486731
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10
Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility
Dumas, Bernard
;
Kurshev, Alexander
;
Uppal, Raman
- In:
The journal of finance : the journal of the American …
64
(
2009
)
2
,
pp. 579-629
Persistent link: https://www.econbiz.de/10003828273
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