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Modellierung der realisierten Volatilität des S&P 500 Index abzuschätzen. Es kann festgehalten werden, dass ein um diese …
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Volatility in stock markets evokes varying responses from market participants. While some perceive it as opportunity to make money, others perceive it as a threat and start unwinding their positions. In today's globalized environment, increased volatility reflects not only the domestic...
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application-oriented, this self-contained text will help students develop a deeper understanding of theory and better command of … the models that are vital to the field. Assuming a basic knowledge of statistics and/or econometrics, this text is best …
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