//--> //--> //-->
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
subject:"Volatility"
isPartOf:"Journal of applied econometrics"
~isPartOf:"The journal of futures markets"
~person:"Dias, José Carlos"
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: subject_exact:"Estimation"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Bayes-Statistik
1
Bayesian econometrics
1
Bayesian inference
1
Commodity derivative
1
Coronavirus
1
Energiemarkt
1
Energy market
1
Estimation
1
Markov chain
1
Markov chain Monte Carlo
1
Markov-Kette
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Option pricing theory
1
Optionspreistheorie
1
Rohstoffderivat
1
Schätzung
1
Stochastic process
1
Stochastischer Prozess
1
Volatilität
1
commodities
1
energy markets
1
futures contracts
1
stochastic volatility
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Dias, José Carlos
Agarwalla, Sobhesh Kumar
2
Ederington, Louis H.
2
Fonseca, José da
2
Hansen, Peter Reinhard
2
Huang, Zhuo
2
Lai, Yu-Sheng
2
Lim, Kian-Guan
2
Wang, George H. K.
2
Zaatour, Riadh
2
Alexiou, Lykourgos
1
Andersen, Torben
1
Arisoy, Yakup Eser
1
Bali, Turan G.
1
Bansal, Naresh K.
1
Baum, Christopher F.
1
Beck, Günter W.
1
Binh Hoang Nguyen
1
Bocart, Fabian Y. R.
1
Bollerslev, Tim
1
Brailsford, Timothy J.
1
Byström, Hans N. E.
1
Caglayan, Mustafa
1
Chang, Chuang-chang
1
Chi, Yeguang
1
Chortareas, Georgios E.
1
Chou, Pin-huang
1
Clark, Todd E.
1
Connolly, Robert A.
1
Corrado, Charles Joseph
1
Coughlan, John
1
Câmara, António
1
Daouk, Hazem
1
Das, Debojyoti
1
Delle Chiaie, Simona
1
Dhaene, Geert
1
Dijk, Dick van
1
Dutta, Anupam
1
Eisenstat, Eric
1
Faff, Robert W.
1
more ...
less ...
Published in...
All
Journal of applied econometrics
The journal of futures markets
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->