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~person:"Clark, Peter B."
~person:"Ghysels, Eric"
~type_genre:"Amtsdruckschrift"
~type_genre:"Book section"
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Search: subject_exact:"Volatilität"
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Clark, Peter B.
Ghysels, Eric
Belke, Ansgar
7
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7
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6
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5
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ECONIS (ZBW)
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The econometrics of option pricing
Garcia, René
;
Ghysels, Eric
;
Renault, Eric
-
2010
Persistent link: https://www.econbiz.de/10003900680
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2
Sampling frequency and window length trade-offs in data-driven volatility estimation : appraising the accuracy of asymptotic approximations
Andreou, Elena
;
Ghysels, Eric
-
2006
Persistent link: https://www.econbiz.de/10003331375
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3
A new look at exchange rate volatility and trade flows
Clark, Peter B.
;
Tamirisa, Natalia T.
;
Wei, Shang-jin
-
2004
Persistent link: https://www.econbiz.de/10002396868
Saved in:
4
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
5
Trading patterns, time deformation and stochastic volatility in foreign exchange markets
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000952887
Saved in:
6
Stochastic volatility
Ghysels, Eric
-
1996
Persistent link: https://www.econbiz.de/10001320263
Saved in:
7
Arbitrage-based pricing when volatility is stochastic
Bossaerts, Peter L.
;
Ghysels, Eric
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000950450
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