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 risk"
~person:"Jondeau, Eric"
~person:"Kelly, Bryan T."
~person:"Timmermann, Allan"
~subject:"Forecasting model"
~subject:"Portfolio-Management"
~subject:"Risiko"
~subject:"Risk"
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
Pricing Bermudan Swaptions in...
Similar by subject
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Portfolio-Management
Risiko
Risk
1990-2008
1
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Capital income
1
Exchange rate
1
Kapitaleinkommen
1
Prognoseverfahren
1
Stock index
1
Volatility
1
Volatilität
1
Wechselkurs
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
Jondeau, Eric
Kelly, Bryan T.
Timmermann, Allan
Abad, Pilar
1
Aharon, David Yechiam
1
Amendola, Alessandra
1
Auer, Benjamin R.
1
Baitinger, Eduard
1
Benito Muela, Sonia
1
Blitz, David
1
Boudt, Kris
1
Bouri, Elie
1
Brownlees, Christian
1
Candila, Vincenzo
1
Cao, Jie
1
Charoenwong, Ben
1
Chen, Jiusheng
1
Cipra, Tomáš
1
Costa, Giorgio
1
Cotter, John
1
Croux, Christophe
1
Deng, Geng
1
Dimpfl, Thomas
1
Dulaney, Tim
1
Engle, Robert F.
1
Ewen, Martin
1
Feng, Guanhao
1
Feng, Yiyun
1
Fieberg, Christian
1
Fu, Rao
1
Gaigall, Daniel
1
Gaißer, Sandra Caterina
1
Gao, Jun
1
Gao, Xiang
1
Gillas, Konstantinos Gkillas
1
Guo, Chuan
1
Gupta, Rangan
1
Han, Yang
1
Hanly, Jim
1
Hendrych, Radek
1
Israelov, Roni
1
Jiang, Cuixia
1
Jiang, Ruihong
1
more ...
less ...
Published in...
All
Journal of risk
Journal of financial economics
10
Research paper series / Swiss Finance Institute
10
Swiss Finance Institute Research Paper
9
Discussion paper / Department of Economics, University of California San Diego
4
International journal of forecasting
4
NBER Working Paper
4
DAE working paper
3
Discussion papers / CEPR
3
Handbooks in economics
3
Journal of econometrics
3
The economic journal : the journal of the Royal Economic Society
3
Working papers / Brandeis University, Department of Economics and International Business School
3
Chicago Booth Research Paper
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper in financial economics : FE
2
Discussion paper series / LSE Financial Markets Group
2
Journal of empirical finance
2
NBER working paper series
2
Working paper
2
Working paper / National Bureau of Economic Research, Inc.
2
Yale ICF Working Paper
2
Banque de France Working Paper
1
Birkbeck working papers in economics and finance : BWPEF
1
Computational Statistics and Data Analysis, Forthcoming
1
Critical finance review
1
Discussion paper / The Pensions Institute, Cass Business School, City University
1
Essays in nonlinear time series econometrics
1
FAME research paper series
1
Finance : revue de l'Association Française de Finance
1
IMF working paper
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Working paper / Centre for Financial Research
1
Working paper series of the network in financial markets
1
Working papers / Financial Institutions Center
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A practical guide to volatility forecasting through calm and storm
Brownlees, Christian
;
Engle, Robert F.
;
Kelly, Bryan T.
- In:
Journal of risk
14
(
2011/12
)
2
,
pp. 3-22
Persistent link: https://www.econbiz.de/10009422364
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
