//--> //--> //-->
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
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Pfund Sterling"
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
Oil volatility risk and expect...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Pfund Sterling
Volatility
19
Volatilität
19
Theorie
14
Theory
14
Option pricing theory
8
Optionspreistheorie
8
CAPM
7
Stochastic process
6
Stochastischer Prozess
6
USA
6
United States
6
ARCH model
5
ARCH-Modell
5
Estimation
4
Forecast
4
Prognose
4
Schätzung
4
Time series analysis
4
Zeitreihenanalyse
4
Capital income
3
Forecasting model
3
Interest rate derivative
3
Kapitaleinkommen
3
Prognoseverfahren
3
Statistical distribution
3
Statistische Verteilung
3
Zinsderivat
3
Bond market
2
Denmark
2
Dänemark
2
Großbritannien
2
Heteroscedasticity
2
Heteroskedastizität
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Pound Sterling
2
Regression analysis
2
Regressionsanalyse
2
Rentenmarkt
2
more ...
less ...
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Brunetti, Celso
1
Busch, Thomas
1
Myhre Lildholt, Peter
1
Institution
All
Centre for Analytical Finance <Århus>
Australian National University / Faculty of Economics and Commerce
1
National Bureau of Economic Research
1
National Institute of Economic and Social Research
1
University of York / Department of Economics and Related Studies
1
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->