//--> //--> //-->
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:"Journal of economic dynamics & control"
~language:"eng"
~language:"hun"
~person:"Cheng, Jun"
~subject:"Arbeitsmarkt"
~subject:"Stochastic volatility"
~subject:"Time series analysis"
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:"volatility"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Arbeitsmarkt
Stochastic volatility
Time series analysis
Hedging
2
Option pricing theory
2
Optionspreistheorie
2
Volatility
2
Volatilität
2
Affine jump diffusion
1
Characteristic function
1
Characteristic functions
1
Derivat
1
Derivative
1
Stochastic process
1
Stochastischer Prozess
1
VIX option pricing
1
VIX options
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
Hungarian
Author
All
Cheng, Jun
Rodrigues, Paulo Jorge Maurício
2
Amir Ahmadi, Pooyan
1
Berger, Tino
1
Bianchi, Daniele
1
Bognanni, Mark
1
Branger, Nicole
1
Bu, Di
1
Campolmi, Alessia
1
Chan, Joshua
1
Chang, Chien-hung
1
Chauvet, Marcelle
1
Chen, Zheng
1
Chiarella, Carl
1
Choi, Jaehyuk
1
Chorro, Christophe
1
Chu, Yinxiao
1
Chugh, Sanjay K.
1
Costain, James
1
Cui, Zhenyu
1
Dai, Min
1
De Luigi, Clara
1
Dendramis, Yiannis
1
Enders, Walter
1
Escobar, Marcos
1
Everaert, Gerdie
1
Faberman, R. Jason
1
Faia, Ester
1
Fałdziński, Marcin
1
Ferrando, Sebastian
1
Fiszeder, Piotr
1
Hautsch, Nikolaus
1
Hong, Yongmiao
1
Huber, Florian
1
Ibraimi, Meriton
1
Ielpo, Florian
1
Kaeck, Andreas
1
Kaizoji, Taisei
1
Kalev, Petko S.
1
Kapetanios, George
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Rejoinder to a remark on Lin and Chang's paper "Consistent modeling of S&P 500 and VIX derivatives"
Lin, Yueh-neng
;
Chang, Chien-hung
- In:
Journal of economic dynamics & control
36
(
2012
)
5
,
pp. 716-718
Persistent link: https://www.econbiz.de/10009554307
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->