//--> //--> //-->
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:"Kao, Lie Jane"
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:"Variance-Gamma"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
2
ARCH-Modell
2
Volatility
2
Volatilität
2
Black–Scholes model
1
Börsenkurs
1
Ex ante probability
1
Ex post filter
1
Experiment
1
Forecasting model
1
GARJI model
1
Option pricing theory
1
Optionspreistheorie
1
Probability theory
1
Prognoseverfahren
1
Share price
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
VG NGARCH model
1
Variance-gamma model
1
Variance-gamma process
1
Wahrscheinlichkeitsrechnung
1
ad hoc Black–Scholes model
1
feedback effect
1
leverage effect
1
locally risk-neutral valuation relationship (LRNVR)
1
normal NGARCH model
1
stochastic volatility VG model
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Kao, Lie Jane
Madan, Dilip B.
23
Ivanov, Roman V.
8
Carr, Peter
5
Schoutens, Wim
5
Göncü, Ahmet
4
Wang, King
4
Aguilar, Jean-Philippe
3
Cao, Lingyan
3
Cervellera, Gian P.
3
Madan, Dilip
3
Mercuri, Lorenzo
3
Neto, David
3
Sardy, Sylvain
3
Tichý, Tomáš
3
Yor, Marc
3
BOYARCHENKO, MITYA
2
Cummins, Mark
2
Guo, Zheng-Feng
2
Heidergott, Bernd
2
Hitaj, Asmerilda
2
Hughston, Lane P.
2
Karahan, Mehmet Oguz
2
Kiely, Greg
2
Kozubowski, Tomasz J.
2
Kuzubas, Tolga Umut
2
Küchler, Uwe
2
LEVENDORSKIĬ, SERGEI
2
MADAN, DILIP B.
2
Madan, Dilip B
2
Mata, Leovardo
2
Mazur, Stepan
2
Michaelsen, Markus
2
Mozumder, Sharif
2
Murphy, Bernard
2
Naumann, Eva
2
Nzokem, Aubain Hilaire
2
Pistorius, Martijn
2
Podgorski, Krysztof
2
Rathgeber, Andreas W.
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-changed GARCH versus the GARJI model for prediction of extreme news events : an empirical study
Kao, Lie Jane
;
Wu, Po-cheng
;
Lee, Cheng F.
- In:
International review of economics & finance : IREF
21
(
2012
)
1
,
pp. 115-129
Persistent link: https://www.econbiz.de/10009428082
Saved in:
2
Locally risk-neutral valuation of options in GARCH models based on
variance-gamma
process
Kao, Lie Jane
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009624510
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->