//--> //--> //-->
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:"Prognoseverfahren"
~isPartOf:"Energy economics"
~person:"Caporin, Massimiliano"
~subject:"Optionspreistheorie"
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:"Volatilität"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Optionspreistheorie
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Anleihe
1
Bond
1
Börsenkurs
1
Capital income
1
Derivat
1
Derivative
1
Derivative pricing
1
Estimation
1
Forecasting model
1
Greenhouse gas emissions
1
Kalman filter
1
Kapitaleinkommen
1
Model simulation and forecast
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Option pricing theory
1
Quantile VAR
1
Quanto option pricing
1
Risikomaß
1
Risk measure
1
Schätzung
1
Share price
1
Simulation
1
Spillover effect
1
Spillover-Effekt
1
Starting values
1
State space model
1
Stochastic process
1
Stochastischer Prozess
1
Time series analysis
1
Time-varying parameters
1
Treibhausgas-Emissionen
1
VAR model
1
VAR-Modell
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Caporin, Massimiliano
Ma, Feng
17
Gupta, Rangan
6
Zhang, Yaojie
6
Wang, Jiqian
5
Wang, Yudong
5
Wei, Yu
5
Liang, Chao
4
Bouri, Elie
3
Gong, Xu
3
Haugom, Erik
3
Lai, Xiaodong
3
Lee, Chien-chiang
3
Li, Xiafei
3
Liu, Jing
3
Lu, Xinjie
3
Pierdzioch, Christian
3
Qu, Hui
3
Todorova, Neda
3
Wu, Chongfeng
3
Al-Freedi, Ajab
2
Chevallier, Julien
2
Degiannakis, Stavros
2
Demirer, Rıza
2
Filis, George
2
Guo, Xiaozhu
2
Guo, Yangli
2
Hammoudeh, Shawkat
2
Hasanov, Akram Shavkatovich
2
Huang, Dengshi
2
Huang, Yisu
2
Ignatieva, Ekaterina
2
Ji, Qiang
2
Klein, Tony
2
Li, Pan
2
Lin, Boqiang
2
Liu, Li
2
Luo, Jiawen
2
Lyócsa, Štefan
2
Molnár, Peter
2
Nguyen, Duc Khuong
2
more ...
less ...
Published in...
All
Energy economics
Working papers on finance
3
Econometric Institute research papers
2
International review of economics & finance : IREF
2
Working paper
2
Discussion paper / Tinbergen Institute
1
Econometrics : open access journal
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of risk and financial management : JRFM
1
Macroeconomic forecasting in the era of big data : theory and practice
1
Marco Fanno Working Paper
1
SAFE working paper
1
SNB working papers
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
Tinbergen Institute Discussion Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Model based Monte Carlo pricing of energy and temperature Quanto options
Caporin, Massimiliano
;
Preś, Juliusz
;
Torro, Hipolit
- In:
Energy economics
34
(
2012
)
5
,
pp. 1700-1712
Persistent link: https://www.econbiz.de/10009687956
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->