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ECONIS (ZBW)
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Optionsbewertung bei stochastischer Volatilität : Theorie und Empirie
Campenhausen, Claus von
-
1996
Persistent link: https://www.econbiz.de/10000934033
Saved in:
2
Trading patterns, time deformation and stochastic
volatility
in foreign exchange markets
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000952887
Saved in:
3
Stochastic
volatility
duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
4
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
5
Policy intervention, price variability and the International Sugar Agreement : project 42300 ; an econometric model of the world sugar market
Sturgiss, Robert
;
Wong, Gordon
;
Borrell, Brent William
-
1987
Persistent link: https://www.econbiz.de/10000913753
Saved in:
6
American options exercise boundary when the
volatility
changes randomly
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924111
Saved in:
7
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001380392
Saved in:
8
Dynamic factor models
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10001380657
Saved in:
9
To what extent do exchange rates and their
volatility
affect trade?
Huchet-Bourdon, Marilyne
;
Korinek, Jane
-
2011
Persistent link: https://www.econbiz.de/10009685496
Saved in:
10
Implications of macroeconomic
volatility
in the Euro area
Hauzenberger, Niko
;
Böck, Maximilian
;
Pfarrhofer, Michael
-
2018
In this paper we estimate a Bayesian vector autoregressive model with factor stochastic
volatility
in the error term to …
Persistent link: https://www.econbiz.de/10011978764
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