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~institution:"National Centre of Competence in Research North South <Bern>"
~person:"Steiger, Gallus"
~subject:"Kointegration"
~subject:"Volatilität"
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Kointegration
Volatilität
Leverage-Effekt
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Steiger, Gallus
Audrino, Francesco
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Barone-Adesi, Giovanni
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National Centre of Competence in Research North South <Bern>
Institut für Schweizerisches Bankwesen <Zürich>
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Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
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USB Cologne (business full texts)
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Valuation in a simplifiedBarndorff-Nielsen Shepard Model
Steiger, Gallus
-
Institut für Schweizerisches Bankwesen <Zürich>
;
…
-
2003
complex models as for example stochastic
volatility
model of Barndorff-Nielsen and Shephard (2001) have been developed. This … in future
volatility
.[...] …
Persistent link: https://www.econbiz.de/10005858547
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