//--> //--> //-->
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
Retain my current filters
~person:"Taylor, Stephen"
~subject:"Schätzung"
~type_genre:"Article in journal"
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
Search: "Shackleton, Mark B."
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Capital income
4
Kapitaleinkommen
4
Börsenkurs
3
Estimation
3
Option pricing theory
3
Optionspreistheorie
3
Share price
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Forecasting model
2
Index futures
2
Index-Futures
2
Prognoseverfahren
2
Statistical distribution
2
Statistische Verteilung
2
Theorie
2
Theory
2
ARMA model
1
ARMA-Modell
1
Aktienindex
1
Ankündigungseffekt
1
Anlageverhalten
1
Announcement effect
1
Behavioural finance
1
Beta risk
1
Betafaktor
1
Estimation theory
1
Exchange rate
1
Forecast
1
High-frequency stock prices
1
Macroeconomic news
1
Non-parametric jump tests
1
Prognose
1
Realised volatility
1
Schätztheorie
1
Stock index
1
Time series analysis
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Taylor, Stephen
Shackleton, Mark B.
6
Umutlu, Mehmet
2
Arisoy, Yakup Eser
1
Ebrahim, Muhammed Shahid
1
Fu, Xi
1
Gilder, Dudley
1
Liu, Xiaoquan
1
Pong, Shiuyan
1
Shiller, Robert J.
1
Wojakowski, Rafal M.
1
Xu, Xinzhong
1
more ...
less ...
Published in...
All
Applied economics letters
1
Journal of banking & finance
1
The econometrics journal
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Cojumps in stock prices : empirical evidence
Gilder, Dudley
;
Shackleton, Mark B.
;
Taylor, Stephen
- In:
Journal of banking & finance
40
(
2014
),
pp. 443-459
Persistent link: https://www.econbiz.de/10010404700
Saved in:
2
Empirical pricing kernels obtained from the UK index options market
Liu, Xiaoquan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 989-993
Persistent link: https://www.econbiz.de/10003886597
Saved in:
3
Distinguishing short and long memory volatility specifications
Pong, Shiuyan
;
Shackleton, Mark B.
;
Taylor, Stephen
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10003802446
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->