//--> //--> //-->
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"
~subject:"Börsenkurs"
~subject:"Statistical distribution"
~subject:"Stochastischer Prozess"
~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: "Santucci de Magistris, Paolo"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Statistical distribution
Stochastischer Prozess
Volatility
6
Volatilität
6
Theorie
4
Theory
4
Estimation
3
Schätzung
3
Statistische Verteilung
3
ARCH model
2
ARCH-Modell
2
CDS
2
Cointegration
2
Credit derivative
2
Forecasting model
2
Fractional cointegration
2
Kointegration
2
Kreditderivat
2
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Optionspreistheorie
2
Prognoseverfahren
2
Risk-neutral moments
2
Share price
2
State space model
2
Time series analysis
2
Volatility jumps
2
Zeitreihenanalyse
2
Zustandsraummodell
2
Air pollution
1
Bailout
1
Bailout expectation
1
Bank risk
1
Bankrisiko
1
Bipower variation
1
Black-Scholes model
1
Black-Scholes-Modell
1
CO emissions
1
Capital income
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
5
Language
All
English
5
Author
All
Santucci de Magistris, Paolo
5
Barletta, Andrea
1
Caporin, Massimiliano
1
Catania, Leopoldo
1
Di Mari, Roberto
1
Grassi, Stefano
1
Morelli, Giacomo
1
Rossi, Eduardo
1
Violante, Francesco
1
more ...
less ...
Published in...
All
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of empirical finance
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic discrete mixtures for high-frequency prices
Catania, Leopoldo
;
Di Mari, Roberto
;
Santucci de …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 559-577
Persistent link: https://www.econbiz.de/10013533453
Saved in:
2
A non-structural investigation of VIX risk neutral density
Barletta, Andrea
;
Santucci de Magistris, Paolo
; …
- In:
Journal of banking & finance
99
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012162287
Saved in:
3
Volatility tail risk under fractionality
Morelli, Giacomo
;
Santucci de Magistris, Paolo
- In:
Journal of banking & finance
108
(
2019
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012224753
Saved in:
4
Chasing volatility : a persistent multiplicative error model with jumps
Caporin, Massimiliano
;
Rossi, Eduardo
;
Santucci de …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 122-145
Persistent link: https://www.econbiz.de/10011818372
Saved in:
5
It's all about volatility of volatility : evidence from a two-factor stochastic volatility model
Grassi, Stefano
;
Santucci de Magistris, Paolo
- In:
Journal of empirical finance
30
(
2015
),
pp. 62-78
Persistent link: https://www.econbiz.de/10011489216
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->