//--> //--> //-->
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:"Chourdakis, Kyriakos M."
~person:"Forbes, Catherine Scipione"
~subject:"Option pricing theory"
~type_genre:"Graue Literatur"
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:"Markov chain"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Markov-Kette
14
Markov chain
13
Volatility
10
Volatilität
10
Bayes-Statistik
9
Bayesian inference
9
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Stochastic process
8
Stochastischer Prozess
8
Theorie
8
Theory
8
Optionspreistheorie
6
Bayesian Markov chain Monte Carlo
5
Börsenkurs
5
Share price
5
State space model
5
Zustandsraummodell
5
Hawkes process
4
Dynamic price and volatility jumps
3
Financial crisis
3
Financial market
3
Finanzkrise
3
Finanzmarkt
3
Global financial crisis
3
Nonlinear state space model
3
Stochastic volatility
3
CAPM
2
Capital income
2
Discretized jump diffusion model
2
Kapitaleinkommen
2
Nichtparametrisches Verfahren
2
Nonparametric jump measures
2
Nonparametric statistics
2
Option trading
2
Optionsgeschäft
2
Price jump tests
2
Time series analysis
2
Zeitreihenanalyse
2
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
6
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
6
Non-commercial literature
6
Working Paper
6
Forschungsbericht
1
Language
All
English
6
Author
All
Chourdakis, Kyriakos M.
Forbes, Catherine Scipione
Martin, Gael M.
3
Hausmann, Wilfried
2
Kunst, Robert M.
2
Laurent, Jean-Paul
2
Leisen, Dietmar
2
Leitner, Johannes
2
Maneesoonthorn, Worapree
2
Nagaev, Alexander V.
2
Nagaev, Sergei A.
2
Tzavalis, Elias
2
Alfeus, Mesias
1
Aït-Sahalia, Yacine
1
Bester, C. Alan
1
Beyna, Ingo
1
Blix, Magnus
1
Breuer, Beate
1
Cerrato, Mario
1
Denk, Robert
1
Duffie, Darrell
1
Edwards, Craig Steven
1
Fabozzi, Frank J.
1
Farkas, Walter
1
Feng, Liming
1
Filipović, Damir
1
Fontana, Claudio
1
Garcia, René
1
Gnoatto, Alessandro
1
Herbertsson, Alexander
1
Kim, Young Shin
1
Kupper, Michael
1
Lin, Zuodong
1
Lo, Chia Chun
1
Martinez, Victor H.
1
Miclo, Laurent
1
Milʹstejn, Grigorij N.
1
Necula, Ciprian
1
Nendel, Max
1
Overbeck, Ludger
1
more ...
less ...
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Working paper / Department of Economics, Queen Mary
3
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
Saved in:
2
Dynamic asset price jumps and the performance of high frequency tests and measures
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2017
Persistent link: https://www.econbiz.de/10011782238
Saved in:
3
Bayesian estimation of a stochastic volatility model using option and spot prices : application of a Bivariate Kalman Filter
Forbes, Catherine Scipione
;
Martin, Gael M.
;
Wright, Jill
-
2003
Persistent link: https://www.econbiz.de/10001854495
Saved in:
4
Stochastic volatility and jumps driven by continous time Markov chains
Chourdakis, Kyriakos M.
-
2000
Persistent link: https://www.econbiz.de/10001548114
Saved in:
5
Option pricing with a dividend general equilibrium model
Chourdakis, Kyriakos M.
;
Tzavalis, Elias
-
2000
Persistent link: https://www.econbiz.de/10001540194
Saved in:
6
Option pricing under discrete shifts in stock returns
Chourdakis, Kyriakos M.
;
Tzavalis, Elias
-
2000
Persistent link: https://www.econbiz.de/10001540195
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->