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~subject:"Volatilität"
~type_genre:"Article in journal"
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Search: subject:"Continuous Time"
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Volatilität
Theorie
145
Theory
145
Stochastic process
73
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73
Markov chain
55
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55
Continuous time
48
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34
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34
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31
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continuous time
23
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27
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Cui, Zhenyu
2
Brockhaus, Oliver
1
Chen, Carl R.
1
Choi, Seungmoon
1
Collin-Dufresne, Pierre
1
Creel, Michael D.
1
Dias, Gustavo Fruet
1
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1
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1
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1
El-Khatib, Youssef
1
Fernandes, Marcelo
1
Fos, Vyacheslav
1
Gapeev, Pavel V.
1
Gough, Orla
1
Haslip, Gareth G.
1
Hatemi-J, Abdulnasser
1
Horst, Ulrich
1
Hou, Weijie
1
Kaishev, Vladimir K.
1
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1
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1
Kirkby, J. Lars
1
Kong, Xin-Bing
1
Kristensen, Dennis
1
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1
Kupper, Michael
1
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1
Leitao, Álvaro
1
Li, Minqiang
1
Lin, Shih-kuei
1
Liu, Zhi
1
Lo, Chia Chun
1
Ma, Jingtang
1
MacKay, Anne
1
Macrina, Andrea
1
Mainberger, Christoph
1
Maller, Ross A.
1
Milanesi, Gastón
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Journal of empirical finance
4
Journal of econometrics
2
The journal of computational finance
2
Annals of finance
1
Asia-Pacific financial markets
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Environmental and resource economics
1
Han gug gae bal yeon gu
1
International journal of bonds and derivatives
1
International journal of finance & economics : IJFE
1
International journal of theoretical and applied finance
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of contemporary management : JMC
1
Journal of economic dynamics & control
1
Journal of economic studies
1
Journal of financial econometrics
1
Journal of forecasting
1
Journal of public economics
1
Portuguese economic journal
1
Quantitative finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
27
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1
On a regime switching illiquid high volatile prediction model for cryptocurrencies
El-Khatib, Youssef
;
Hatemi-J, Abdulnasser
- In:
Journal of economic studies
51
(
2024
)
2
,
pp. 485-498
Persistent link: https://www.econbiz.de/10014482773
Saved in:
2
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
3
Concerns for long-run risks and natural resource policy
Kakeu, Johnson
- In:
Environmental and resource economics
84
(
2023
)
4
,
pp. 1051-1093
Persistent link: https://www.econbiz.de/10014251940
Saved in:
4
Dynamic asset allocation with multiple regime-switching markets
Shi, Jianmin
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1741-1755
Persistent link: https://www.econbiz.de/10014253444
Saved in:
5
Analysis of VIX-linked fee incentives in variable annuities via
continuous-time
Markov chain approximation
MacKay, Anne
;
Vachon, Marie-Claude
;
Cui, Zhenyu
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1055-1078
Persistent link: https://www.econbiz.de/10014321664
Saved in:
6
CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang
;
Yang, Wensheng
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
Saved in:
7
Price discovery in a
continuous-time
setting
Dias, Gustavo Fruet
;
Fernandes, Marcelo
;
Scherrer, …
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 985-1008
Persistent link: https://www.econbiz.de/10012799058
Saved in:
8
The CTMC–Heston model : calibration and exotic option pricing with SWIFT
Leitao, Álvaro
;
Kirkby, J. Lars
;
Ortiz-Garcia, Luis
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 71-114
Persistent link: https://www.econbiz.de/10012544164
Saved in:
9
A comparative study of several bootstrap-based tests for the volatility in
continuous-time
diffusion models
Yan, Tianshun
;
Zhang, Liping
- In:
Portuguese economic journal
19
(
2020
)
1
,
pp. 33-47
Persistent link: https://www.econbiz.de/10012254540
Saved in:
10
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
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