//--> //--> //-->
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
~person:"Bianchi, Michele Leonardo"
~subject:"ARCH model"
~subject:"Zeitreihenanalyse"
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 smile"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Zeitreihenanalyse
GARCH model
2
Option pricing theory
2
Optionspreistheorie
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatility smile
2
Volatilität
2
ARCH-Modell
1
CAPM
1
Italien
1
Italy
1
Lévy processes
1
L�vy processes
1
Modellierung
1
Multivariate Analyse
1
Multivariate analysis
1
Non-Gaussian Ornstein-Uhlenbeck processes
1
Scientific modelling
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic volatility models
1
Tempered stable processes and distributions
1
Time series analysis
1
asset price dynamics
1
filtered historical simulation
1
multivariate Esscher transform
1
multivariate non-Gaussian processes
1
non-Gaussian Ornstein-Uhlenbeck processes
1
option pricing
1
particle filter
1
stochastic volatility models
1
tempered stable processes and distributions
1
time-changed Brownian motion
1
time-changed L�vy processes
1
volatility smile
1
more ...
less ...
Online availability
All
Undetermined
1
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
Bianchi, Michele Leonardo
Carrasco, José A.
1
Ederington, Louis H.
1
Fabozzi, Frank J.
1
Guan, Wei
1
Liu, Peng
1
Pincheira, Pablo
1
Račev, Svetlozar T.
1
Reus, Lorenzo
1
Tang, Ke
1
more ...
less ...
Published in...
All
Computational economics
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...
//-->