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
Small sample properties of GAR...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Index futures
10
Index-Futures
10
Volatility
8
Volatilität
8
Forecasting model
7
Option pricing theory
7
Optionspreistheorie
7
Prognoseverfahren
7
Estimation
6
Schätzung
6
Theorie
5
Theory
5
Efficient market hypothesis
4
Effizienzmarkthypothese
4
Estimation theory
3
Schätztheorie
3
Time series analysis
3
Zeitreihenanalyse
3
Credit risk
2
Kreditrisiko
2
South Korea
2
Südkorea
2
USA
2
United States
2
1968-1991
1
1986-1991
1
1994-1999
1
Aktienindex
1
BASEL III
1
Basel Accord
1
Basler Akkord
1
Börsenkurs
1
CIR
1
Cointegration
1
Credit derivative
1
Credit spreads
1
Default probability
1
Econometrics
1
Efficient method of moments
1
Financial crisis
1
more ...
less ...
Online availability
All
Free
8
Undetermined
5
Type of publication
All
Article
23
Book / Working Paper
15
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Arbeitspapier
2
Working Paper
2
Graue Literatur
1
Non-commercial literature
1
Language
All
English
20
Undetermined
18
Author
All
Noh, Jaesun
38
Kane, Alex
16
Engle, Robert F.
15
Baek, In-Seok
3
Kim, Sol
3
Kim, Tae-Hwan
3
Kim, Tong Suk
3
Lee, Chang-Yang
3
Park, Yuen Jung
3
Jun, Duk Bin
2
Kim, Tae-hwan
2
Choi, Won-hyeok
1
Ghysels, Eric
1
Kim, Dong Soo
1
Kim, In
1
Kim, In Joon
1
Kim, In-joon
1
Kim, Yongjin
1
Lee, Chang-yang
1
Lee, Hahn-shik
1
Marcus, Alan J.
1
more ...
less ...
Institution
All
National Bureau of Economic Research
2
National Bureau of Economic Research (NBER)
2
Econometric Society
1
Published in...
All
Discussion paper / Department of Economics, University of California San Diego
3
Economics of innovation and new technology
3
KAIST Business School Working Paper Series
3
Applied economics
2
NBER Working Paper
2
NBER Working Papers
2
NBER working paper series
2
Review of quantitative finance and accounting
2
The journal of futures markets
2
Working paper / National Bureau of Economic Research, Inc
2
Working paper / National Bureau of Economic Research, Inc.
2
Applied Economics
1
Applied Economics Letters
1
Applied economics letters
1
Econometric Society 2004 Far Eastern Meetings
1
Economics letters
1
Economics of Innovation and New Technology
1
Financial analysts' journal : FAJ
1
Global economic review
1
Journal of Futures Markets
1
Journal of econometrics
1
Review of Quantitative Finance and Accounting
1
Review of derivatives research
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
OLC EcoSci
9
RePEc
8
Showing
1
-
10
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
BASEL III counterparty risk and credit value adjustment: impact of the Wrong-way risk
Noh, Jaesun
- In:
Global economic review
42
(
2013
)
4
,
pp. 346-361
Persistent link: https://www.econbiz.de/10010251884
Saved in:
2
Small sample properties of GARCH(1,1) estimator under non-normality
Noh, Jaesun
- In:
Economics letters
55
(
1997
)
2
,
pp. 161-164
Persistent link: https://www.econbiz.de/10001227370
Saved in:
3
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000886028
Saved in:
4
Forecasting volatility and option prices of the S&P 500 index
Noh, Jaesun
;
Engle, Robert F.
;
Kane, Alex
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000891511
Saved in:
5
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000877913
Saved in:
6
A test of efficiency for the S&P 500 index option market using variance forecasts
Noh, Jaesun
;
Engle, Robert F.
;
Kane, Alex
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000877939
Saved in:
7
The role of stochastic volatility and return jumps : reproducing volatility and higher moments in the KOSPI 200 returns dynamics
Kim, In-joon
;
Baek, In-Seok
;
Noh, Jaesun
;
Kim, Sol
- In:
Review of quantitative finance and accounting
29
(
2007
)
1
,
pp. 69-110
Persistent link: https://www.econbiz.de/10003600092
Saved in:
8
The relationship between R&D concentration and industry R&D intensity : a simple model and some evidence
Lee, Chang-yang
;
Noh, Jaesun
- In:
Economics of innovation and new technology
18
(
2009
)
3/4
,
pp. 353-368
Persistent link: https://www.econbiz.de/10003858631
Saved in:
9
The linkage between the options and credit default swap markets during the subprime mortgage crisis
Kim, Tong Suk
;
Park, Yuen Jung
;
Noh, Jaesun
- In:
The journal of futures markets
33
(
2013
)
6
,
pp. 518-554
Persistent link: https://www.econbiz.de/10009756568
Saved in:
10
Forecasting volatility of futures market : the S&P 500 and FTSE 100 futures using high frequency returns and implied volatility
Noh, Jaesun
;
Kim, Tae-hwan
- In:
Applied economics
38
(
2006
)
4
,
pp. 395-413
Persistent link: https://www.econbiz.de/10003298646
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
