//--> //--> //-->
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:"The European journal of finance"
~person:"Elliott, Robert J."
~person:"Tauchen, George Eugene"
~subject:"Kapitaleinkommen"
~subject:"Martingal"
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
Kapitaleinkommen
Martingal
ARCH model
1
ARCH-Modell
1
Autocorrelation
1
Autokorrelation
1
Bitcoin options
1
Estimation theory
1
Heteroscedasticity
1
Heteroskedastizität
1
Option pricing theory
1
Optionspreistheorie
1
Schätztheorie
1
Volatilität
1
conditional Esscher transform
1
conditional heteroscedasticity
1
regime switching
1
threshold autoregressive models
1
variance-dependent pricing kernel
1
more ...
less ...
Online availability
All
Undetermined
1
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
Elliott, Robert J.
Tauchen, George Eugene
Aas, Kjersti
1
Ataullah, Ali
1
Bhar, Ramaprasad
1
Bonato, M.
1
Caporin, Massimiliano
1
Chiarella, Carl
1
Cummins, Mark
1
Davidson, I. R.
1
Ebner, Markus
1
Franco, Manuel
1
Freeman, M. C.
1
Kearney, Fearghal
1
Lindqvist, Ola
1
Martino, Sara
1
Murphy, Finbarr
1
Neef, Linda R.
1
Neumann, Thorsten
1
Nyholm, Ken
1
Paolella, Marc S.
1
Ranaldo, Angelo
1
Rue, Håvard
1
Siu, Tak Kuen
1
Song, Xiaojing
1
Souza, Leonardo Rocha
1
Tippett, Mark
1
Veiga, Alvaro
1
Vivo, Juana-María
1
more ...
less ...
Published in...
All
The European journal of finance
Journal of econometrics
7
Computation and estimation in finance and economics
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
European journal of operational research : EJOR
1
Macroeconomic dynamics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Nonparametric dynamic modelling
1
Oberwolfach
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bitcoin option pricing with a SETAR-GARCH model
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The European journal of finance
27
(
2021
)
6
,
pp. 564-595
Persistent link: https://www.econbiz.de/10012484403
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->