Narrow search
Showing 41 - 50 of 6,188
Cover Image
Preaveraging-based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Hautsch, Nikolaus; Podolskij, Mark - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 2, pp. 165-183
Persistent link: https://www.econbiz.de/10009754008
Cover Image
A nonparametric GARCH model of crude oil price return volatility
Hou, Aijun; Suardi, Sandy - In: Energy economics 34 (2012) 2, pp. 618-626
Persistent link: https://www.econbiz.de/10009618668
Cover Image
Alternative bankruptcy prediction models using option-pricing theory
Charitou, Andreas; Dionysiou, Dionysia; Lambertides, … - In: Journal of banking & finance 37 (2013) 7, pp. 2329-2341
Persistent link: https://www.econbiz.de/10009760656
Cover Image
Model GARCH : wykorzystanie dodatkowych informacji o cenach minimalnych i maksymalnych
Perczak, Grzegorz; Fiszeder, Piotr - In: Bank i kredyt 45 (2014) 2, pp. 105-132
Persistent link: https://www.econbiz.de/10010358035
Cover Image
An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.; Kumar, Dilip - In: Economic modelling 33 (2013), pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
Cover Image
Assessing the quality of volatility estimators via option pricing
Sanfelici, Simona; Uboldi, Adamo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 2, pp. 103-124
Persistent link: https://www.econbiz.de/10010347332
Cover Image
A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip; Maheswaran, S. - In: Economic modelling 38 (2014), pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
Cover Image
Volatility estimation and jump detection for drift-diffusion processes
Laurent, Sébastien; Shi, Shuping - In: Journal of econometrics 217 (2020) 2, pp. 259-290
Persistent link: https://www.econbiz.de/10012482762
Cover Image
Robust hedging performance and volatility risk in option markets : application to Standard and Poor's 500 and Taiwan index options
Han, Chuan-Hsiang; Chang, Chien-Hung; Kuo, Chii-Shyan; … - In: International review of economics & finance : IREF 40 (2015), pp. 160-173
Persistent link: https://www.econbiz.de/10011573571
Cover Image
A review of real options approaches : applying models to value a medical device project
Barton, Kelsey; Lawryshyn, Yuri - In: International journal of business innovation and research 11 (2016) 1, pp. 110-132
Persistent link: https://www.econbiz.de/10011667629