//--> //--> //-->
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 paper"
~isPartOf:"Journal of economic dynamics & control"
~person:"Bach, Christian"
~person:"Branger, Nicole"
~person:"Christensen, Bent Jesper"
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
Empirical modeling and informa...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Modellierung
2
Scientific modelling
2
Volatility
2
Volatilität
2
CAPM
1
Jump diffusion processes
1
Model risk
1
Option pricing theory
1
Optionspreistheorie
1
Performance evaluation
1
Portfolio selection
1
Portfolio-Management
1
Robust statistics
1
Robustes Verfahren
1
Robustness
1
Stable volatility strategies
1
State space model
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Zustandsraummodell
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
2
Author
All
Bach, Christian
Branger, Nicole
Christensen, Bent Jesper
Johansen, Søren
5
Teräsvirta, Timo
4
Grassi, Stefano
3
Andersen, Torben
2
Barndorff-Nielsen, Ole E.
2
Benth, Fred Espen
2
Dennis, Richard J.
2
Hansen, Peter Reinhard
2
Kock, Anders Bredahl
2
Nielsen, Morten Ørregaard
2
Proietti, Tommaso
2
Taub, Bart
2
Todorov, Viktor
2
Veraart, Almut E. D.
2
Würtz, Allan H.
2
Agliardi, Elettra
1
Aiolfi, Marco
1
Amado, Cristina
1
Atkinson, Anthony C.
1
Baltakienė, Margarita
1
Baltakys, Kęstutis
1
Belenʹkij, V. Z.
1
Belostockij, A. M.
1
Berentsen, Aleksander
1
Berger, Tino
1
Bohn Nielsen, Heino
1
Bollerslev, Tim
1
Bottazzi, Giulio
1
Brock, William A.
1
Broer, Tobias
1
Callot, Laurent
1
Capistrán Carmona, Carlos
1
Cheremukhin, Anton
1
Ching, Wai Ki
1
Corgnet, Brice
1
DeSantis, Mark
1
Dijk, Dick van
1
more ...
less ...
Published in...
All
CREATES research paper
Journal of economic dynamics & control
Structural models of wage and employment dynamics : [... papers presented at the Conference on Labor Market Models and Matched Employer-Employee Data held at Sandbjerg Manor in Sønderborg, Denmark, August 15 - 18, 2004]
1
The journal of futures markets
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Latent integrated stochastic volatility, realized volatility, and implied volatility : a state space approach
Bach, Christian
;
Christensen, Bent Jesper
-
2010
Persistent link: https://www.econbiz.de/10008857837
Saved in:
2
Robustness of stable volatility strategies
Branger, Nicole
;
Mahayni, Antje
;
Zieling, Daniel
- In:
Journal of economic dynamics & control
60
(
2015
),
pp. 134-151
Persistent link: https://www.econbiz.de/10011575084
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->