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~subject:"Volatility"
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Subject
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Volatility
Theorie
107
Theory
105
Estimation theory
49
Schätztheorie
49
CAPM
32
Volatilität
32
Time series analysis
26
Zeitreihenanalyse
26
Stochastic process
23
Stochastischer Prozess
23
Method of moments
22
Momentenmethode
22
Option pricing theory
20
Optionspreistheorie
20
Econometrics
12
GMM
12
Risikoprämie
12
Induktive Statistik
11
Kreditrisiko
11
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11
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11
Derivat
10
Derivative
10
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Probability theory
10
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10
Wahrscheinlichkeitsrechnung
10
Portfolio-Management
9
ARCH model
8
ARCH-Modell
8
Börsenkurs
8
Causality analysis
8
Instrumental variables
8
Kausalanalyse
8
Risiko
8
Risk
8
Share price
8
Statistical theory
8
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Free
7
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2
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Article
17
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14
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Article in journal
15
Aufsatz in Zeitschrift
15
Arbeitspapier
8
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8
Graue Literatur
5
Non-commercial literature
5
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3
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3
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1
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1
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Language
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English
31
Author
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Renault, Eric
28
Werker, Bas J. M.
6
Garcia, René
5
Ghysels, Eric
4
Comte, Fabienne
3
Gourieroux, Christian
3
Meddahi, Nour
3
Touzi, Nizar
3
Doz, Catherine
2
Harvey, Andrew C.
2
Li, Yingying
2
Mykland, Per A.
2
Pastorello, Sergio
2
Sarisoy, Cisil
2
Zhang, Lan
2
Zheng, Xinghua
2
Cheng, Xu
1
Coutin, Laure
1
Darolles, Serge
1
Frazier, David T.
1
Han, Hyojin
1
Khrapov, Stanislav
1
Le Fol, Gaëlle
1
Lewis, Marc-André
1
Lu, Yang
1
Rodrigues, Paulo M. M.
1
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Center for Economic Research <Tilburg>
2
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Journal of econometrics
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Discussion paper / Center for Economic Research, Tilburg University
2
Econometric theory
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Annals of finance
1
CORE discussion paper : DP
1
Documents de travail / THEMA
1
Econometric reviews
1
Economics letters
1
Handbook of financial time series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Quantitative economics : QE ; journal of the Econometric Society
1
Statistical methods in finance
1
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1
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ECONIS (ZBW)
31
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1
Moment-based estimation of stochastic volatility models
Renault, Eric
- In:
Handbook of financial time series
,
(pp. 269-311)
.
2009
Persistent link: https://www.econbiz.de/10003833955
Saved in:
2
Option hedging and implicit volatilities in a stochastic volatility model
Renault, Eric
;
Touzi, Nizar
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000874371
Saved in:
3
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
4
Stochastic volatility
Ghysels, Eric
-
1996
Persistent link: https://www.econbiz.de/10001320263
Saved in:
5
Option hedging and implied volatilities in a stochastic volatility model
Renault, Eric
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 279-302
Persistent link: https://www.econbiz.de/10001208961
Saved in:
6
Long memory in continuous-time stochastic volatility models
Comte, Fabienne
- In:
Mathematical finance : an international journal of …
8
(
1998
)
4
,
pp. 291-323
Persistent link: https://www.econbiz.de/10001252788
Saved in:
7
Long memory in continuous time stochastic volatility models
Comte, Fabienne
;
Renault, Eric
-
1996
Persistent link: https://www.econbiz.de/10000930699
Saved in:
8
A note on hedging in ARCH and stochastic volatility option pricing models
Garcia, René
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 153-161
Persistent link: https://www.econbiz.de/10001242838
Saved in:
9
Stochastic volatility
Ghysels, Eric
-
1995
Persistent link: https://www.econbiz.de/10000929391
Saved in:
10
Efficient estimation of integrated volatility and related processes
Renault, Eric
;
Sarisoy, Cisil
;
Werker, Bas J. M.
- In:
Econometric theory
33
(
2017
)
2
,
pp. 439-478
Persistent link: https://www.econbiz.de/10011665439
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