//--> //--> //-->
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
~type_genre:"Aufsatz in Zeitschrift"
~subject:"Statistical distribution"
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: "Santucci de Magistris, Paolo"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Statistical distribution
Volatility
8
Volatilität
8
Theorie
7
Theory
7
Cointegration
5
Estimation
5
Kointegration
5
Schätzung
5
Börsenkurs
4
Share price
4
Time series analysis
4
Zeitreihenanalyse
4
Forecasting model
3
Fractional cointegration
3
Option pricing theory
3
Option trading
3
Optionsgeschäft
3
Optionspreistheorie
3
Prognoseverfahren
3
Statistische Verteilung
3
ARCH model
2
ARCH-Modell
2
CDS
2
Credit derivative
2
Kreditderivat
2
Portfolio selection
2
Portfolio-Management
2
Risikomaß
2
Risk measure
2
Risk-neutral moments
2
State space model
2
Stochastic process
2
Stochastischer Prozess
2
Volatility jumps
2
Zustandsraummodell
2
2004-2010
1
Air pollution
1
Bailout
1
Bailout expectation
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
3
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
3
Author
All
Santucci de Magistris, Paolo
3
Barletta, Andrea
1
Caporin, Massimiliano
1
Catania, Leopoldo
1
Di Mari, Roberto
1
Rossi, Eduardo
1
Violante, Francesco
1
more ...
less ...
Published in...
All
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Dynamic discrete mixtures for high-frequency prices
Catania, Leopoldo
;
Di Mari, Roberto
;
Santucci de …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 559-577
Persistent link: https://www.econbiz.de/10013533453
Saved in:
2
A non-structural investigation of VIX risk neutral density
Barletta, Andrea
;
Santucci de Magistris, Paolo
; …
- In:
Journal of banking & finance
99
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012162287
Saved in:
3
Chasing volatility : a persistent multiplicative error model with jumps
Caporin, Massimiliano
;
Rossi, Eduardo
;
Santucci de …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 122-145
Persistent link: https://www.econbiz.de/10011818372
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->