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~subject:"Volatilität"
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Volatilität
Poisson process
152
Stochastischer Prozess
99
Theorie
92
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91
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86
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37
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37
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32
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28
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27
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25
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25
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compound Poisson process
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18
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18
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hurdle model
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11
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two-armed bandit
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Kuttu, Saint
2
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Hainaut, Donatien
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Kao, Lie Jane
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Lee, Cheng F.
1
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ECONIS (ZBW)
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Time-changed GARCH versus GARJI model for extreme events : an empirical study
Kao, Lie Jane
;
Wu, Po-Cheng
;
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015046799
Saved in:
2
Multivariate claim processes with rough intensities : properties and estimation
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 269-287
Persistent link: https://www.econbiz.de/10013471245
Saved in:
3
Rough volatility and portfolio optimisation under small transaction costs
Schelling, Denis Matthias
-
2019
Persistent link: https://www.econbiz.de/10012533244
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4
The role of jumps and options in the risk premia of interest rates
Lund, Bruno
- In:
Brazilian review of econometrics : BRE ; the review of …
38
(
2018
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10012129514
Saved in:
5
Evidence of time-varying conditional discrete jump dynamics in sub-Saharan African foreign exchange markets
Kuttu, Saint
;
Aboagye, Anthony Q. Q.
;
Bokpin, Godfred A.
- In:
Research in international business and finance
46
(
2018
),
pp. 211-226
Persistent link: https://www.econbiz.de/10011983617
Saved in:
6
Jumps and uncertainties in financial markets : applications of Lévy processes and implied volatilities
Stadler, Johannes
-
2017
Persistent link: https://www.econbiz.de/10011638660
Saved in:
7
Time-varying conditional discrete jumps in emerging African equity markets
Kuttu, Saint
- In:
Global finance journal
32
(
2017
),
pp. 35-54
Persistent link: https://www.econbiz.de/10011802820
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8
On a threshold double autoregressive model
Li, Dong
;
Ling, Shiqing
;
Zhang, Rongmao
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 68-80
Persistent link: https://www.econbiz.de/10011691211
Saved in:
9
Does the US fear gauge impact on the investor fear gauge in the emerging markets?
Lee, Yen-Hsien
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 197-209
Persistent link: https://www.econbiz.de/10011429890
Saved in:
10
Real options valuation : the importance of stochastic process choice in commodity price modelling
Schöne, Max
-
2015
-
Aufl. 2015
Persistent link: https://www.econbiz.de/10010419770
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