//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
accessRights:"restricted"
~accessRights:"free"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of econometrics"
~person:"Caraglio, Michele"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~subject:"Monte-Carlo-Simulation"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammlung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Markov chain"
Narrow search
Delete all filters
| 12 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Aktienmarkt
Bayes-Statistik
Monte-Carlo-Simulation
ARCH-Modell
1
Anomalous scaling
1
Börsenkurs
1
Estimation
1
GARCH
1
Markov chain
1
Markov switching
1
Markov-Kette
1
Option pricing
1
Option pricing theory
1
Optionspreistheorie
1
Returns to scale
1
Schätzung
1
Share price
1
Skalenertrag
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
Free
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Sammlung
Article in journal
1
Language
All
English
1
Author
All
Caraglio, Michele
Li, Yong
4
Yu, Jun
4
Jin, Xin
2
Kaufmann, Sylvia
2
Lee, Hsiang-Tai
2
Maheu, John M.
2
Zeng, Tao
2
Agudze, Komla M.
1
Ahsan, Nazmul
1
Akram, Muhammad
1
Aslanidis, Nektarios
1
Baldovin, Fulvio
1
Bauwens, Luc
1
Beutler, Toni
1
Billio, Monica
1
Bognanni, Mark
1
Borowska, Agnieszka
1
Cagliesi, Gabriella
1
Caporin, Massimiliano
1
Carriero, Andrea
1
Casarin, Roberto
1
Chan, Joshua
1
Christiansen, Charlotte
1
Clark, Todd E.
1
Creal, Drew
1
Dellaportas, Petros
1
Demirer, Rıza
1
Dijk, Dick van
1
Dijk, Herman K. van
1
Dufour, Jean-Marie
1
Eisenstat, Eric
1
Frühwirth-Schnatter, Sylvia
1
Fulop, Andras
1
Gallant, A. Ronald
1
Griffin, Jim E.
1
Gubler, Matthias
1
Guermat, Cherif
1
Guidi, Francesco
1
Hauri, Simona
1
more ...
less ...
Published in...
All
International review of financial analysis
Journal of econometrics
Source
All
ECONIS (ZBW)
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option pricing with non-Gaussian scaling and infinite-state switching volatility
Baldovin, Fulvio
;
Caporin, Massimiliano
;
Caraglio, Michele
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 486-497
Persistent link: https://www.econbiz.de/10011499748
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->