Econometric analysis of financial derivatives: an overview (Q2347714)
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English | Econometric analysis of financial derivatives: an overview |
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Econometric analysis of financial derivatives: an overview (English)
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8 June 2015
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stochastic volatility
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switching volatility
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volatility risk
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option pricing dynamics
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futures prices
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fractional integration
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stochastic dominance
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variance risk premium
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fat tails
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leverage and asymmetry
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divided governments
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