//--> //--> //-->
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
subject:"Cointegration"
~person:"Ballotta, Laura"
~subject:"Stochastic process"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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:"Multivariates Verfahren"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Cointegration
Stochastic process
Zeitreihenanalyse
Multivariate Analyse
2
Multivariate analysis
2
Option pricing theory
2
Optionspreistheorie
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
CAPM
1
Calibration procedure
1
Correlation
1
EM algorithm
1
Factor analysis
1
Factor models
1
Faktorenanalyse
1
Forecasting model
1
Implied correlation
1
Intra-horizon Value at Risk
1
Jump models
1
Korrelation
1
Maximum Likelihood
1
Multivariate Lévy models
1
Multivariate Lévy processes
1
Option pricing
1
Portfolio selection
1
Portfolio-Management
1
Principal Components
1
Prognoseverfahren
1
Quanto products
1
Risikomaß
1
Risk measure
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
2
Language
All
English
2
Author
All
Ballotta, Laura
McAleer, Michael
6
Asai, Manabu
5
Gil-Alaña, Luis A.
4
Koopman, Siem Jan
4
Bianchi, Michele Leonardo
3
Hafner, Christian M.
3
Hallin, Marc
3
Hassani, Hossein
3
Heravi, Saeed M.
3
Kapetanios, George
3
Lucas, André
3
Noh, Hohsuk
3
Semeraro, Patrizia
3
Tassinari, Gian Luca
3
Teräsvirta, Timo
3
Aparisi, Francisco
2
Assaf, Ata
2
Athanasopoulos, George
2
Avanzi, Benjamin
2
Bekiros, Stelios
2
Caporale, Guglielmo Maria
2
Chan, Wai-Sum
2
Chen, Bin
2
Chen, Heng
2
Chen, Langnan
2
Di Bernardino, Elena
2
Epprecht, Eugenio K.
2
Escobar, Marcos
2
Franses, Philip Hans
2
Galeano, Pedro
2
Guillaume, Florence
2
Halbleib, Roxana
2
He, Zhen
2
Herwartz, Helmut
2
Hong, Yongmiao
2
Härdle, Wolfgang
2
Jang, Hyuna
2
Janus, Paweł
2
Jusélius, Katarina
2
more ...
less ...
Published in...
All
European journal of operational research : EJOR
1
Journal of financial and quantitative analysis : JFQA
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation of multivariate asset models with jumps
Ballotta, Laura
;
Fusai, Gianluca
;
Loregian, Angela
; …
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 2053-2083
Persistent link: https://www.econbiz.de/10012140059
Saved in:
2
Multivariate FX models with jumps : triangles, Quantos and implied correlation
Ballotta, Laura
;
Deelstra, Griselda
;
Rayée, Grégory
- In:
European journal of operational research : EJOR
260
(
2017
)
3
,
pp. 1181-1199
Persistent link: https://www.econbiz.de/10011714363
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->