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"
~person:"Bollen, Nicolas P. B."
~subject:"ARCH model"
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
Testing fractional persistence...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
1
Currency speculation
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Theorie
1
Theory
1
Währungsspekulation
1
more ...
less ...
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
Bollen, Nicolas P. B.
Francq, Christian
10
Zakoïan, Jean-Michel
8
Paolella, Marc S.
4
Andreou, Elena
3
Blasques, F.
3
Bollerslev, Tim
3
Hallin, Marc
3
Kim, Donggyu
3
Laurent, Sébastien
3
Li, Guodong
3
Rombouts, Jeroen V. K.
3
Barigozzi, Matteo
2
Ghysels, Eric
2
Gonçalves, Sílvia
2
Hong, Yongmiao
2
Kapetanios, George
2
Li, Wai Keung
2
Meddahi, Nour
2
Ng, Serena
2
Park, Joon Y.
2
Patton, Andrew J.
2
Polak, Pawel
2
Seo, Byeongseon
2
Teräsvirta, Timo
2
Tse, Yiu Kuen
2
Wang, Yazhen
2
Zhao, Zhibiao
2
Zhu, Ke
2
Aguilar, Mike
1
Aknouche, Abdelhakim
1
Babsiri, Mohamed el
1
Bai, Jushan
1
Bai, Xuezheng
1
Baillie, Richard
1
Baldovin, Fulvio
1
Bauwens, Luc
1
Bekaert, Geert
1
Bernard, Jean-Thomas
1
Beutner, Eric
1
Blake, Andrew P.
1
more ...
less ...
Published in...
All
Journal of econometrics
Journal of international money and finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Regime switching in foreign exchange rates : evidence from currency option prices
Bollen, Nicolas P. B.
;
Gray, Stephen
;
Whaley, Robert E.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 239-276
Persistent link: https://www.econbiz.de/10001437758
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
