//--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"Computational economics"
~person:"Linton, Oliver"
~person:"Račev, Svetlozar T."
~subject:"ARCH-Modell"
~subject:"Theorie"
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:"Brownian bridge"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Theorie
ARCH model
1
GARCH model
1
Italien
1
Italy
1
Lévy processes
1
Modellierung
1
Non-Gaussian Ornstein-Uhlenbeck processes
1
Option pricing theory
1
Optionspreistheorie
1
Scientific modelling
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastic volatility models
1
Stochastischer Prozess
1
Tempered stable processes and distributions
1
Time series analysis
1
Volatility
1
Volatility smile
1
Volatilität
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
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
Linton, Oliver
Račev, Svetlozar T.
Abid, Ilyes
1
Basak, Gopal Krishna
1
Belkacem, Lotfi
1
Bianchi, Michele Leonardo
1
Boubaker, Heni
1
Casas, Isabel
1
Cavicchioli, Maddalena
1
Ceffer, Attila
1
Chen, Yuanyuan
1
Chen, Zhong-Tian
1
Chib, Siddhartha
1
Chipeniuk, Karsten O.
1
Chávez Casillas, Jonathan A.
1
Davison, Matt
1
Edwards, David A.
1
Escobar, Marcos
1
Fabozzi, Frank J.
1
Fan, Pengying
1
Fowler, Stuart
1
Ftiti, Zied
1
Fu, Junhui
1
Ghosh, Mrinal K.
1
Goel, Anubha
1
Guo, Liuxiao
1
Gößling, Fabian
1
Han, Liyan
1
Hoyo, Juan del
1
Islamov, Rustam
1
Jawadi, Fredj
1
Karmous, Aida
1
Korotin, Vladimir
1
Levendovszky, János
1
Li, Jinzhi
1
Li, Yong
1
Li, Zequn
1
Liang, Rubing
1
Liu, Haiying
1
Liu, Jia
1
Liu, Yufang
1
Llorente, Guillermo
1
more ...
less ...
Published in...
All
Computational economics
Journal of econometrics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10011963681
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->