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
~isPartOf:"CREATES Research Papers"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial economics"
~person:"Bandi, F. M."
~subject:"CAPM"
~subject:"Volatilität"
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
An agent-based stochastic vola...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Volatilität
Börsenkurs
1
Capital income
1
Co-jumps
1
Estimation
1
Infinitesimal cross-moments
1
Jumps in prices
1
Jumps in volatility
1
Kapitaleinkommen
1
Option pricing theory
1
Optionspreistheorie
1
Return risk premia
1
Risikoprämie
1
Risk premium
1
Schätzung
1
Share price
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
1
Variance risk premia
1
Volatility
1
more ...
less ...
Online availability
All
Undetermined
1
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
Bandi, F. M.
Andrei, Daniel
2
Barroso, Pedro
2
Daniel, Kent
2
Jacobs, Heiko
2
Moskowitz, Tobias J.
2
Park, Beum-jo
2
Renò, Roberto
2
Zhou, Guofu
2
Agarwal, Vikas
1
Ahn, Seryoong
1
Andersen, Torben
1
Andreou, Panayiotis C.
1
Arismendi Zambrano, Juan Carlos
1
Armstrong, Will J.
1
Audrino, Francesco
1
Avouyi-Dovi, Sanvi
1
Back, Janis
1
Baker, Steven D.
1
Bali, Turan G.
1
Banerjee, Snehal
1
Barber, Brad M.
1
Bartram, Söhnke M.
1
Batten, Jonathan A.
1
Bauer, Rob
1
Başak, Suleyman
1
Behrendt, Simon
1
Berger, Dave
1
Birru, Justin
1
Borochin, Paul
1
Branger, Nicole
1
Bregantini, Daniele
1
Broer, Tobias
1
Buffa, Andrea M.
1
Cardella, Laura
1
Cartea, Álvaro
1
Chabakauri, Georgy
1
Chen, Zilin
1
Choi, Kyoung Jin
1
Chuang, Wen-I
1
more ...
less ...
Published in...
All
CREATES Research Papers
Journal of banking & finance
Journal of financial economics
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Price and volatility co-jumps
Bandi, F. M.
;
Renò, Roberto
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 107-146
Persistent link: https://www.econbiz.de/10011589735
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
