//--> //--> //--> //-->
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
~isPartOf:"Barcelona GSE working paper series : working paper"
~isPartOf:"Discussion paper"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Journal of financial economics"
~isPartOf:"Working papers / Universitat Pompeu Fabra, Department of Economics and Business"
~language:"eng"
~person:"Alòs, Elisa"
~person:"Lee, Lung-Fei"
~person:"Sekhposyan, Tatevik"
~subject:"CAPM"
~subject:"Estimation theory"
~subject:"Volatility"
~type:"book"
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: economics
Narrow search
Delete all filters
| 13 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Estimation theory
Volatility
Schätztheorie
13
Forecasting model
11
Option pricing theory
11
Optionspreistheorie
11
Prognoseverfahren
11
Stochastic process
10
Stochastischer Prozess
10
Volatilität
8
Ökonometrie
8
Statistik
7
Economic forecast
6
Korrelation und Regression
6
Modelle
6
Schätzmethodik und Testmethodik
6
Theorie
6
Theory
6
Wirtschaftsprognose
6
Estimation
4
Schätzung
4
Experiment
3
Forecasting
3
Geldpolitik
3
Monetary policy
3
Spezifikation
3
Statistical distribution
3
Statistical test
3
Statistische Verteilung
3
Statistischer Test
3
Survey of Professional Forecasters
3
USA
3
Uncertainty
3
United States
3
Verbrauch
3
Black-Scholes model
2
Black-Scholes-Modell
2
Consumption theory
2
Continuous distribution
2
Demand system
2
more ...
less ...
Online availability
All
Free
8
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Arbeitspapier
11
Working Paper
11
Graue Literatur
10
Non-commercial literature
10
Language
All
English
Author
All
Alòs, Elisa
Lee, Lung-Fei
Sekhposyan, Tatevik
Caporale, Guglielmo Maria
38
Spagnolo, Nicola
16
Gil-Alaña, Luis A.
11
Schmid, Timo
9
Giles, David E. A.
8
Lugosi, Gábor
8
Hunter, John
7
Spagnolo, Fabio
7
Rossi, Barbara
6
Tzavidis, Nikos
6
Laisney, François
5
León, Jorge A.
5
Sadoon, Majid M. al-
5
Satorra, Albert
5
Apesteguia, Jose
4
Beirne, John
4
Galí, Jordi
4
Giles, Judith A.
4
Lechner, Michael
4
Plastun, Alex
4
Salvati, Nicola
4
Ballester, Miguel A.
3
Canova, Fabio
3
Costa, Alex
3
Groß, Marcus
3
Haque, Qazi
3
Inoue, Atsushi
3
Lee, Adam
3
Mayoral, Laura
3
Mesters, Geert
3
Moore, Tomoe
3
Ohtani, Kazuhiro
3
Rendtel, Ulrich
3
Richmond, J.
3
Sims, Christopher A.
3
Ventura Colera, Eva
3
Vives, Josep
3
more ...
less ...
Published in...
All
Barcelona GSE working paper series : working paper
Discussion paper
Economics and finance working paper series
Journal of financial economics
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
Bulletin
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the specification of multi-market disequilibrium econometric models
Lee, Lung-Fei
-
1984
Persistent link: https://www.econbiz.de/10003528238
Saved in:
2
The implied volatility of forward starting options : ATM short-time level, skew and curvature
Alòs, Elisa
;
Jacquier, Antoine
;
León, Jorge A.
-
2017
Persistent link: https://www.econbiz.de/10011686975
Saved in:
3
On the second derivative of the at-the-money implied volatility in stochastic volatility models
Alòs, Elisa
;
León, Jorge A.
-
2015
-
Revised: October 2015
Persistent link: https://www.econbiz.de/10011427674
Saved in:
4
On Margrabe options written on stochastic volatility models
Alòs, Elisa
;
Rheinländer, Thorsten
-
2015
Persistent link: https://www.econbiz.de/10011442222
Saved in:
5
A closed-form option pricing approximation formula for a fractional Heston model
Alòs, Elisa
;
Yang, Yan
-
2014
Persistent link: https://www.econbiz.de/10010425642
Saved in:
6
Alternative tests for correct specification of conditional predictive densities
Rossi, Barbara
;
Sekhposyan, Tatevik
-
2014
Persistent link: https://www.econbiz.de/10010373662
Saved in:
7
Calibration of stochastic volatility models via second order approximation : the Heston model case
Alòs, Elisa
;
Santiago, Rafael de
;
Vives, Josep
-
2012
Persistent link: https://www.econbiz.de/10009724303
Saved in:
8
The implied volatility of forward starting options : ATM short-time level, skew and curvature
Alòs, Elisa
;
Jacquier, Antoine
;
León, Jorge A.
-
2017
Persistent link: https://www.econbiz.de/10011778056
Saved in:
9
A Hull and White formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility
Alòs, Elisa
;
León, Jorge A.
;
Pontier, Monique
;
Vives, …
-
2008
Persistent link: https://www.econbiz.de/10008663229
Saved in:
10
Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set
Rossi, Barbara
;
Sekhposyan, Tatevik
-
2014
Persistent link: https://www.econbiz.de/10010373661
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->