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:"Journal of econometrics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Bollerslev, Tim"
~subject:"Black-Scholes-Modell"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
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
Option Prices with Stochastic...
Similar by subject
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Black-Scholes-Modell
Currency option
Kapitaleinkommen
Monte Carlo simulation
Volatility
3
Volatilität
3
Option pricing theory
2
Optionspreistheorie
2
USA
2
United States
2
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Aktienmarkt
1
Ausreißer
1
Black-Scholes model
1
Capital income
1
Estimation
1
Experiment
1
Extreme value theory
1
Jumps
1
Market risk
1
Martingal
1
Martingale
1
Method of moments
1
Momentenmethode
1
Monte-Carlo-Simulation
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Options
1
Outliers
1
Risikoaversion
1
Risikomaß
1
Risikoprämie
1
Risk aversion
1
Risk measure
1
Risk premium
1
Risk-neutral distributions
1
Schätzung
1
Statistical distribution
1
Statistische Verteilung
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Bollerslev, Tim
Aït-Sahalia, Yacine
2
Xiu, Dacheng
2
Almeida, Caio
1
Babsiri, Mohamed el
1
Bakshi, Gurdip S.
1
Barone, Gaia
1
Bennett, Michael N.
1
Bickel, Peter J.
1
Boogert, Alexander
1
Bossaerts, Peter L.
1
Boyle, Phelim P.
1
Brigo, Damiano
1
Brooks, Robert
1
Buraschi, Andrea
1
Carr, Peter
1
Cassano, Mark A.
1
Chance, Don M.
1
Chateauneuf, Alain
1
Chen, Qiang
1
Chen, Ren-Raw
1
Chen, Song Xi
1
Cheng, Ai-ru Meg
1
Chesney, Marc
1
Choi, Seung-mook S.
1
Christoffersen, Peter F.
1
Chuang, Chienmin
1
Detlefsen, K.
1
Duan, Jin-Chuan
1
Duck, Peter W.
1
Dumas, Bernard
1
Dutt, Samir K.
1
Figlewski, Stephen
1
Gallant, A. Ronald
1
Garcia, René
1
Gesser, Vincent
1
Ghamami, Samim
1
Gibson, Michael S.
1
Gibson, Rajna
1
Graveline, Jeremy J.
1
more ...
less ...
Published in...
All
Journal of econometrics
The journal of derivatives : the official publication of the International Association of Financial Engineers
Finance and economics discussion series
2
Journal of financial economics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
Bollerslev, Tim
;
Gibson, Michael S.
;
Zhou, Hao
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 235-245
Persistent link: https://www.econbiz.de/10009242522
Saved in:
2
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
