//--> //--> //-->
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:"Kim, See-Woo"
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:"Multiscale stochastic volatility"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Gaussian copula
1
Joint transition density
1
Multiscale stochastic volatility
1
Multivariate Verteilung
1
Multivariate distribution
1
Option pricing theory
1
Optionspreistheorie
1
Perturbation theory
1
Rolling window methodology
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Free
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
Kim, See-Woo
Fatone, Lorella
1
Ma, Yong-Ki
1
Mariani, Francesca
1
Necula, Ciprian
1
Pun, Chi Seng
1
Recchioni, Maria Cristina
1
Saporito, Yuri F.
1
Wong, Hoi Ying
1
Zirilli, Francesco
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
Modeling tail dependence using stochastic volatility model
Kim, See-Woo
;
Ma, Yong-Ki
;
Necula, Ciprian
- In:
Computational economics
62
(
2023
)
1
,
pp. 129-147
Persistent link: https://www.econbiz.de/10014327243
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->