//--> //--> //--> //-->
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
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
Modelling conditional heterosk...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
26
Theory
25
Volatility
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Spain
10
Spanien
10
ARCH model
9
ARCH-Modell
9
Volatilität
9
Estimation theory
8
Option pricing theory
8
Optionspreistheorie
8
Schätztheorie
8
Statistical distribution
8
Statistische Verteilung
8
Estimation
7
Schätzung
7
Capital income
6
Kapitaleinkommen
6
Kurtosis
6
Option trading
6
Optionsgeschäft
6
Risk aversion
6
Statistischer Test
6
skewness
6
Finanzmathematik
5
Forecasting model
5
Mathematical finance
5
Prognoseverfahren
5
Regression analysis
5
Regressionsanalyse
5
Risikomaß
5
Risk measure
5
Statistical test
5
Aktienoption
4
Backtesting
4
CAPM
4
Real options analysis
4
Realoptionsansatz
4
more ...
less ...
Online availability
All
Free
51
Undetermined
24
Type of publication
All
Article
71
Book / Working Paper
60
Type of publication (narrower categories)
All
Article in journal
34
Aufsatz in Zeitschrift
34
Working Paper
25
Arbeitspapier
24
Graue Literatur
24
Non-commercial literature
24
Aufsatz im Buch
2
Book section
2
more ...
less ...
Language
All
English
82
Undetermined
41
Spanish
7
French
1
Author
All
Mora, Juan
47
León Valle, Ángel Manuel
39
León, Ángel
23
León, Angel
16
Rubio, Gonzalo
13
Sentana, Enrique
13
Carmona, Julio
11
Vaello-Sebastià, Antoni
11
Mencía, Javier
10
Delgado, Miguel A.
8
Moro-Egido, Ana I.
7
Rubia, Antonio
5
Ñíguez, Trino-Manuel
5
Benito, Francis
4
Maliar, Lilia
4
Maliar, Serguei
4
Mora Contreras, Jesús
4
Nave Pineda, Juan M.
4
Nave, Juan
4
Neumeyer, Natalie
4
Rubio Irigoyen, Gonzalo
4
Serna, Gregorio
4
Febrer, Antonia
3
Fiorentini, Gabriele
3
Gago, Mónica
3
Sebestyén, Szabolcs
3
Albertí, Meritxell
2
Ferreira, Eva
2
Kandemir, Ilker
2
Llobet, Gerard
2
Martinez-Sanchis, Elena
2
Miles, Daniel
2
Mora, J.
2
Moreno, Manuel
2
Moro, Ana I.
2
Pérez-Alonso, Alicia
2
Valle, Ángel León
2
Acereda, Beatriz
1
Alonso, Alicia Pérez
1
Benito, Francisca
1
more ...
less ...
Institution
All
Instituto Valenciano de Investigaciones Económicas (IVIE)
17
Instituto Valenciano de Investigaciones Económicas
6
Departamento de Fundamentos del Análisis Económico II, Facultad de Ciencias Económicas y Empresariales
4
Departamento de Métodos Cuantitativos y Teoría Económica, Facultad de Ciencias Económicas y Empresariales
3
Centro de Estudios Monetarios y Financieros (CEMFI)
2
Banco de España
1
Banco de España <Madrid>
1
C.E.P.R. Discussion Papers
1
FEDEA
1
Financial Markets Group
1
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
1
Rimisp Centro Latinoamericano para el Desarrollo Rural
1
Robert Schuman Centre for Advanced Studies
1
more ...
less ...
Published in...
All
Working Papers. Serie AD
14
Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas
12
Journal of banking & finance
9
DFAEII Working Papers
4
Journal of empirical finance
4
Spanish economic review : SER
4
CEMFI working paper
3
Computational Statistics & Data Analysis
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Finance research letters
3
Journal of econometrics
3
QM&ET Working Papers
3
Working Papers. Serie EC
3
Discussion paper series / LSE Financial Markets Group
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Investigaciones Economicas
2
Investigaciones económicas
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic dynamics & control
2
Modelling prices in competitive electricity markets
2
Spanish Economic Review
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Working Papers / Centro de Estudios Monetarios y Financieros (CEMFI)
2
Working papers / EC / Instituto Valenciano de Investigaciones Económicas
2
A discusión : trabajos en curso ; working papers
1
Applied economic analysis : AEA
1
Banco de España - Publicaciones
1
Banco de España Working Papers
1
Bulletin of economic research
1
CEPR Discussion Papers
1
Cahiers de l'ISMEA / EN, Série "Economie de l'énergie"
1
Discussion paper / Centre for Economic Policy Research
1
Documento de trabajo / Centro de Estudios Monetarios y Financieros
1
Documentos de Trabajo ; N.º 0707 (2007)
1
Documentos de trabajo / Banco de España, Servicio de Estudios
1
EUI working paper / MWP
1
Econometrica
1
Economies et sociétés : cahiers de l'ISMEA
1
Empirical Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
62
RePEc
50
OLC EcoSci
16
USB Cologne (business full texts)
1
EconStor
1
Other ZBW resources
1
Showing
1
-
10
of
131
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling conditional heteroskedasticity : application to the "IBEX-35" stock-return index
León Valle, Ángel Manuel
;
Mora, Juan
- In:
Spanish economic review : SER
1
(
1999
)
3
,
pp. 215-238
Persistent link: https://www.econbiz.de/10001463551
Saved in:
2
Estimating the expected shortfall of cryptocurrencies : an evaluation based on backtesting
Acereda, Beatriz
;
León Valle, Ángel Manuel
;
Mora, Juan
- In:
Finance research letters
33
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012430835
Saved in:
3
Pricing options on asset with predictable white noise returns
León Valle, Ángel Manuel
;
Sentana, Enrique
-
1997
Persistent link: https://www.econbiz.de/10000965231
Saved in:
4
Pricing options on assets with predictable white noise returns
León Valle, Ángel Manuel
;
Sentana, Enrique
-
1997
Persistent link: https://www.econbiz.de/10000966054
Saved in:
5
The information content of options on the IBEX-35
Dewachter, Hans
- In:
Revista española de economía
13
(
1996
)
2
,
pp. 159-180
Persistent link: https://www.econbiz.de/10001225596
Saved in:
6
Screening rules and portfolio performance
León Valle, Ángel Manuel
;
Navarro, Lluís
;
Nieto …
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 642-662
Persistent link: https://www.econbiz.de/10012120318
Saved in:
7
One-sided performance measures under Gram-Charlier distributions
León Valle, Ángel Manuel
;
Moreno, Manuel
- In:
Journal of banking & finance
74
(
2017
),
pp. 38-50
Persistent link: https://www.econbiz.de/10011793629
Saved in:
8
Evaluation of a taxi sector reform : a real options approach
Albertí, Meritxell
;
León Valle, Ángel Manuel
; …
-
2003
Persistent link: https://www.econbiz.de/10001907708
Saved in:
9
Modelización de la volatilidad del tipo de interés a corto plazo
Benito, Francisca
(
contributor
); …
-
2002
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001713842
Saved in:
10
Estimation and empirical performance of Heston's stochastic volatility model : the case of a thinly traded market
Fiorentini, Gabriele
;
León Valle, Ángel Manuel
; …
- In:
Journal of empirical finance
9
(
2002
)
2
,
pp. 225-255
Persistent link: https://www.econbiz.de/10001655810
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->