//--> //--> //-->
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
~subject:"Option pricing theory"
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
Robust Bayesian exponentially...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Theorie
48
Theory
48
Time series analysis
32
Zeitreihenanalyse
29
Volatility
28
Volatilität
28
Bayesian inference
26
Bayes-Statistik
25
Forecasting model
25
Prognoseverfahren
25
Estimation
24
Schätzung
24
Monte Carlo simulation
19
Monte-Carlo-Simulation
19
State space model
18
Zustandsraummodell
18
Stochastic process
16
Stochastischer Prozess
16
Markov-Kette
15
Australia
14
Australien
14
Börsenkurs
14
Capital income
14
Cointegration
14
Kapitaleinkommen
14
Kointegration
14
Markov chain
14
Share price
14
USA
11
United States
11
Optionspreistheorie
9
Bayesian Markov chain Monte Carlo
8
Autocorrelation
7
Autokorrelation
7
Economic indicator
7
Estimation theory
7
Hawkes process
7
Induktive Statistik
7
Nichtlineare Regression
7
more ...
less ...
Online availability
All
Free
5
Undetermined
1
Type of publication
All
Book / Working Paper
7
Article
2
Type of publication (narrower categories)
All
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Article in journal
2
Aufsatz in Zeitschrift
2
Forschungsbericht
1
more ...
less ...
Language
All
English
9
Author
All
Forbes, Catherine Scipione
9
Martin, Gael M.
9
Maneesoonthorn, Worapree
4
Wright, Jill
3
Martin, Vance
2
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Econometric reviews
1
Journal of econometrics
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Inferences for a class of stochastic volatility models using option and spot prices : application of a bivariate Kalman filter
Forbes, Catherine Scipione
;
Martin, Gael M.
;
Wright, Jill
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 387-418
Persistent link: https://www.econbiz.de/10003509137
Saved in:
2
Bayesian estimation of a stochastic volatility model using option and spot prices : application of a Bivariate Kalman Filter
Forbes, Catherine Scipione
;
Martin, Gael M.
;
Wright, Jill
-
2003
Persistent link: https://www.econbiz.de/10001854495
Saved in:
3
Bayesian estimation of a stochastic volatility model using option and spot prices
Forbes, Catherine Scipione
;
Martin, Gael M.
;
Wright, Jill
-
2002
Persistent link: https://www.econbiz.de/10001704968
Saved in:
4
Implicit Bayesian inference using option prices
Martin, Gael M.
;
Forbes, Catherine Scipione
;
Martin, Vance
-
2000
Persistent link: https://www.econbiz.de/10001506963
Saved in:
5
Implicit Bayesian inference using option prices
Martin, Gael M.
;
Forbes, Catherine Scipione
;
Martin, Vance
-
2003
Persistent link: https://www.econbiz.de/10001751155
Saved in:
6
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
Saved in:
7
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
8
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
9
Dynamic asset price jumps and the performance of high frequency tests and measures
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2017
Persistent link: https://www.econbiz.de/10011782238
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->