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Essays on Volatility Modeling
Alexander Back
Finance, Helsinki
Statistics, Helsinki
Research output
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Thesis
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Doctoral Thesis
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Collection of Articles
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Dive into the research topics of 'Essays on Volatility Modeling'. Together they form a unique fingerprint.
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Mathematics
Time Series Model
100%
Asymptotic Normality
100%
Stationary Case
100%
Prediction
100%
Call Option
100%
Main Class
100%
Structural Model
100%
Computer Science
Time Variation
85%
Identification Problem
42%
Mild Condition
42%
Asymptotic Normality
42%
Stationary Case
42%
Generalized Model
42%
Type Inference
42%
Parametric Function
42%