//--> //--> //-->
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
~subject:"Devisenoption"
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 surfaces"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Devisenoption
Option pricing theory
5
Optionspreistheorie
5
Volatility
5
Volatilität
5
Implied volatility surfaces
3
Volatility modelling
3
Volatility surfaces
3
implied volatility surfaces
3
Estimation
2
Forecasting model
2
Prognoseverfahren
2
Schätzung
2
Stochastic volatility
2
Volatility smile fitting
2
Aktienmarkt
1
Black-Scholes model
1
Black-Scholes-Modell
1
Causality
1
Commodity finance
1
Commodity market
1
Convex regularization
1
Currency derivative
1
Currency option
1
Derivat
1
Derivative
1
Estimation theory
1
Euro
1
Exchange rate
1
Extended Girsanov Principle
1
Factor model
1
Forecasting
1
Greece
1
Greeks
1
Griechenland
1
Hidden Markov Models
1
IVSs
1
Implied volatilities
1
Libor rate
1
Markov chain
1
more ...
less ...
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
Chalamandaris, Georgios
1
Tsekrekos, Andrianos E.
1
Published in...
All
The European journal of finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Predictability in implied
volatility
surfaces
: evidence from the euro OTC FX market
Chalamandaris, Georgios
;
Tsekrekos, Andrianos E.
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 33-58
Persistent link: https://www.econbiz.de/10010462211
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->