//--> //--> //-->
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:"Time series analysis"
subject:"United States"
~isPartOf:"The review of financial studies"
~person:"Engle, Robert F."
~person:"Timmermann, Allan"
~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:"Estimation"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
United States
2002-2004
1
ARCH model
1
ARCH-Modell
1
Estimation
1
Option pricing theory
1
Optionspreistheorie
1
Schätzung
1
Simulation
1
Theorie
1
Theory
1
USA
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
1
Language
All
English
1
Author
All
Engle, Robert F.
Timmermann, Allan
Ang, Andrew
3
Bekaert, Geert
3
Kelly, Bryan T.
3
Stulz, René M.
3
Cao, Charles Q.
2
Edmans, Alex
2
Kirby, Chris
2
Lewellen, Katharina
2
Pan, Yihui
2
Santa-Clara, Pedro
2
Stanton, Richard
2
Wang, Tracy Yue
2
Weisbach, Michael S.
2
Whitelaw, Robert F.
2
Zhang, Lu
2
Agarwal, Vikas
1
Ahn, Dong-Hyun
1
Alvero, Adrien
1
Ando, Sakai
1
Bakshi, Gurdip S.
1
Barberis, Nicholas
1
Barone-Adesi, Giovanni
1
Bauer, Rob
1
Bayer, Patrick J.
1
Belo, Frederico
1
Bird, Andrew
1
Boehme, Rodney D.
1
Bollerslev, Tim
1
Bossaerts, Peter L.
1
Boudoukh, Jacob
1
Brandt, Michael W.
1
Bybee, Leland
1
Campbell, Cynthia J.
1
Campello, Murillo
1
Chacko, George
1
Chakrabarti, Rajashri
1
Chang, Yen-Cheng
1
Chen, Hui
1
Chen, Joseph
1
Chen, Lin
1
more ...
less ...
Published in...
All
The review of financial studies
The journal of finance : the journal of the American Finance Association
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial economics
2
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Review of derivatives research
1
The American economic review
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->