//--> //--> //--> //-->
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
~source:"olc"
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
E-Arch model for implied volat...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
28
Language
All
Undetermined
28
Author
All
Zhu, Y.
16
Zhu, Yingzi
7
Avellaneda, Marco
5
Zhou, Guofu
4
Lim, A.
3
Krewski, D.
2
Rodrigues, B.
2
Avallaneda, Marco
1
Bhat, R.
1
Boyer-Olson, Dash
1
Buff, Robert
1
Busca, Jérôme
1
Chan, L.Y.
1
Cheang, P. Y. S.
1
Ding, H.
1
Elsayed, E.A.
1
Friz, Peter
1
Fu, D.Z.
1
Guo, Y.
1
Hu, S.
1
Huang, G.H.
1
Jamshidian, F.
1
Kampen, Jörg
1
Li, H.
1
Li, X.
1
Li, Y.P.
1
Liao, H.
1
Lipkin, Mike
1
Liu, J.
1
Lu, Zhongjin
1
May, S.K.
1
Nel, P.
1
Piracha, M.
1
Qiang, W.
1
Qiu, Y.
1
Rosenfeld, L.B.
1
Shi, P.
1
Yang, Y.
1
Yao, J.
1
Zeng, H.
1
more ...
less ...
Published in...
All
Applied mathematical finance
3
Human resources abstracts : an international information service
3
Journal of the Operational Research Society : OR
3
Risk : managing risk in the world's financial markets
3
European journal of operational research : EJOR
2
Journal of financial economics
2
Risk analysis : an international journal
2
Applied economics
1
Business history
1
Energy : the international journal ; technologies, resources, reserves, demands, impact, conservation, management, policy
1
Finance and stochastics
1
Financial analysts' journal : FAJ
1
Journal of applied corporate finance : JACF
1
Journal of financial and quantitative analysis : JFQA
1
Operations research letters
1
Public finance : the business monthly of the public sector
1
The journal of futures markets
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
284
RePEc
31
BASE
3
USB Cologne (EcoSocSci)
2
Other ZBW resources
2
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
VIX futures
Zhang, Jin E.
;
Zhu, Yingzi
- In:
The journal of futures markets
26
(
2006
)
6
,
pp. 521-532
Persistent link: https://www.econbiz.de/10006808216
Saved in:
2
A DECADE IN DENIAL - As 2010 approaches, Tony Travers looks back at a rollercoaster of a decade, which went from boom to bust, taking in war, pestilence, terrorist attacks and unna...
Lu, Zhongjin
;
Zhu, Yingzi
- In:
Public finance : the business monthly of the public sector
(
2010
),
pp. 18-22
Persistent link: https://www.econbiz.de/10008351587
Saved in:
3
Technical analysis: An asset allocation perspective on the use of moving averages
Zhu, Yingzi
;
Zhou, Guofu
- In:
Journal of financial economics
92
(
2009
)
3
,
pp. 519
Persistent link: https://www.econbiz.de/10008262395
Saved in:
4
Is the Recent Financial Crisis Really a "Once-in-a-Century" Event?
Zhou, Guofu
;
Zhu, Yingzi
- In:
Financial analysts' journal : FAJ
66
(
2010
)
1
,
pp. 24-28
Persistent link: https://www.econbiz.de/10008380974
Saved in:
5
An E-ARCH model for the term structure of implied volatility of FX options
Zhu, Yingzi
;
Avallaneda, Marco
- In:
Applied mathematical finance
4
(
1997
)
2
,
pp. 81-100
Persistent link: https://www.econbiz.de/10008219569
Saved in:
6
Volatility Trading: What Is the Role of the Long-Run Volatility Component?
Zhou, Guofu
;
Zhu, Yingzi
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
2
,
pp. 273-309
Persistent link: https://www.econbiz.de/10009993990
Saved in:
7
Technical analysis: An asset allocation perspective on the use of moving averages
Zhu, Yingzi
;
Zhou, Guofu
- In:
Journal of financial economics
92
(
2009
)
3
,
pp. 519-545
Persistent link: https://www.econbiz.de/10008896751
Saved in:
8
CUTTING EDGE - Market risk - A dynamic model for hard-to-borrow stocks - Traders with short positions in stocks that are subject to short-selling restrictions risk being 'bought in...
Avellaneda, Marco
;
Lipkin, Mike
- In:
Risk : managing risk in the world's financial markets
22
(
2009
)
6
,
pp. 92-97
Persistent link: https://www.econbiz.de/10008265091
Saved in:
9
On parabolic equations with gauge function term and applications to the multidimensional Leland equation
Kampen, Jörg
;
Avellaneda, Marco
- In:
Applied mathematical finance
10
(
2003
)
3
,
pp. 215-228
Persistent link: https://www.econbiz.de/10008215184
Saved in:
10
PAPERS - Combinatorial implications of nonlinear uncertain volatility models: Case of barrier options
Avellaneda, Marco
;
Buff, Robert
- In:
Applied mathematical finance
6
(
1999
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10008218059
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->