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
~accessRights:"restricted"
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
Univariate and multivariate GA...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
3
ARCH-Modell
3
Volatility
3
Volatilität
3
Börsenkurs
2
Estimation
2
GARCH
2
Index futures
2
Index-Futures
2
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Optionspreistheorie
2
Schätzung
2
Share price
2
Aktienindex
1
Capital market returns
1
Colombia
1
Currency derivative
1
Currency option
1
Devisenoption
1
Diversification
1
EGX 100
1
EU countries
1
EU-Staaten
1
Egypt
1
Equal weight portfolio
1
Equities
1
Exchange rate
1
Foreign exchange options
1
IGBC index
1
Index
1
Index number
1
Indonesia
1
Indonesien
1
JKSE index
1
Kapitalmarktrendite
1
Kolumbien
1
Option pricing
1
Portfolio optimization
1
more ...
less ...
Online availability
All
Undetermined
Free
15
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
Language
All
English
4
Author
All
Maré, E.
3
Venter, Pierre J.
2
Labuschagne, Coenraad C. A.
1
Oberholzer, Niel
1
Taljaard, B. H.
1
Venter, Pierre J
1
Published in...
All
Advances in applied economic research : proceedings of the 2016 International Conference on Applied Economics (ICOAE)
1
Finance research letters
1
Journal for studies in economics and econometrics : SEE
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
GARCH option pricing and implied FX volatility indices
Venter, Pierre J.
;
Maré, E.
- In:
Journal for studies in economics and econometrics : SEE
45
(
2021
)
1
,
pp. 42-52
Persistent link: https://www.econbiz.de/10013173960
Saved in:
2
Univariate GARCH model generated volatility skews for the CIVETS stock indices
Labuschagne, Coenraad C. A.
;
Oberholzer, Niel
;
Venter, …
- In:
Advances in applied economic research : proceedings of …
,
(pp. 333-347)
.
2017
Persistent link: https://www.econbiz.de/10011744293
Saved in:
3
Why has the equal weight portfolio underperformed and what can we do about it?
Taljaard, B. H.
;
Maré, E.
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1855-1868
Persistent link: https://www.econbiz.de/10012696784
Saved in:
4
Price discovery in the volatility index option market : a univariate GARCH approach
Venter, Pierre J
;
Maré, E.
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494881
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
