//--> //--> //-->
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:"Volatility"
type_genre:"Article in journal"
~isPartOf:"European journal of operational research : EJOR"
~person:"Badescu, Alexandru"
~subject:"Produktivität"
~subject:"Statistical test"
~subject:"Statistischer Test"
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 theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Produktivität
Statistical test
Statistischer Test
ARCH model
1
ARCH-Modell
1
Bivariate diffusion limit
1
Conditional Esscher transform
1
Estimation theory
1
Extended Girsanov principle
1
Finance
1
Non-Gaussian GARCH models
1
Option pricing theory
1
Optionspreistheorie
1
Schätztheorie
1
Stochastic process
1
Stochastischer Prozess
1
Volatilität
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Badescu, Alexandru
Tsionas, Efthymios G.
6
Kumbhakar, Subal
2
Borovkova, Svetlana
1
Brandão, Luiz Eduardo Teixeira
1
Cave, Joshua
1
Chaudhuri, Kausik
1
Coelli, Tim
1
Dang, Chuangyin
1
Dyer, James S.
1
Elliott, Robert J.
1
Emvalomatis, Grigorios
1
Ge, Wenxiu
1
Gong, Linguo
1
Hahn, Warren J.
1
Hanke, Michael
1
Heidergott, Bernd
1
Mallick, Sushanta Kumar
1
Martin, Donald E. K.
1
Meng, Xiaochun
1
Ortega, Juan-Pablo
1
Oude Lansink, Alfons G. J. M.
1
Penev, Spiridon
1
Peyrache, Antonio
1
Polemis, Michael
1
Shiraya, Kenichiro
1
Singbo, Alphonse G.
1
Taylor, James W.
1
Volk-Makarewicz, Warren
1
Wang, Shouyang
1
Wang, Yongqiao
1
Yamakami, Tomohisa
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Non-Gaussian GARCH option pricing models and their diffusion limits
Badescu, Alexandru
;
Elliott, Robert J.
;
Ortega, Juan-Pablo
- In:
European journal of operational research : EJOR
247
(
2015
)
3
,
pp. 820-830
Persistent link: https://www.econbiz.de/10011386309
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->