//--> //--> //-->
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"
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
Design and estimation of quadr...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
2
Optionspreistheorie
2
Volatility
2
Volatilität
2
Capital income
1
Estimation
1
Jump-risk premium
1
Kapitaleinkommen
1
Markov chain
1
Markov-Kette
1
Markov-switching multifractal
1
Option pricing
1
Particle filter
1
Regime-switching
1
Schätzung
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Undetermined
1
Author
All
Wu, Liuren
2
Calvet, Laurent E.
1
Fearnley, Marcus
1
Fisher, Adlai
1
Leippold, Markus
1
Published in...
All
Journal of econometrics
Finance
20
Working Paper
20
Research paper series / Swiss Finance Institute
19
Swiss Finance Institute Research Paper
16
Journal of banking & finance
14
Journal of financial and quantitative analysis : JFQA
11
Journal of financial economics
11
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
10
Management science : journal of the Institute for Operations Research and the Management Sciences
9
The review of financial studies
9
Journal of economic dynamics & control
8
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
7
Review of finance : journal of the European Finance Association
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
The journal of finance : the journal of the American Finance Association
6
Finance research letters
5
Journal of Banking & Finance
5
Journal of Financial Economics
5
NYU Working Paper
5
Finanzmarkt und Portfolio-Management
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of international money and finance
4
Review of Finance
4
Review of derivatives research
4
Working paper
4
Applied mathematical finance
3
Baruch College Zicklin School of Business Research Paper
3
FINRISK Working Paper Series
3
Journal of Economic Dynamics and Control
3
Journal of Finance
3
Journal of Financial Econometrics
3
Journal of Financial and Quantitative Analysis
3
Journal of empirical finance
3
Journal of monetary economics
3
Management Science
3
Review of Financial Studies
3
Advances in quantitative analysis of finance and accounting : a research annual
2
Applied financial economics
2
Bank- und finanzwirtschaftliche Forschungen
2
more ...
less ...
Source
All
ECONIS (ZBW)
2
OLC EcoSci
1
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
What is beneath the surface? : option pricing with multifrequency latent states
Calvet, Laurent E.
;
Fearnley, Marcus
;
Fisher, Adlai
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 498-511
Persistent link: https://www.econbiz.de/10011499779
Saved in:
2
Variance dynamics : joint evidence from options and high-frequency returns
Wu, Liuren
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 280-287
Persistent link: https://www.econbiz.de/10009242518
Saved in:
3
Variance dynamics: Joint evidence from options and high-frequency returns
Wu, Liuren
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 280-288
Persistent link: https://www.econbiz.de/10008770537
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->