//--> //--> //-->
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
accessRights:"restricted"
~person:"Chiu, Hsin-Yu"
~person:"Wang, Yun"
~subject:"Stochastischer Prozess"
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:"Mean reversion"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Mean Reversion
3
Mean reversion
3
Stochastic process
3
Estimation
2
Option pricing theory
2
Optionspreistheorie
2
Schätzung
2
ARCH model
1
ARCH-Modell
1
Bias
1
Derivat
1
Derivative
1
Distribution
1
Estimation theory
1
Implied volatility smiles
1
Lévy processes
1
Mean reversion parameter
1
Ornstein-Uhlenbeck process
1
Particle filtering
1
Schätztheorie
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic volatility
1
Systematischer Fehler
1
Time series analysis
1
Volatility
1
Volatility jumps
1
Volatilität
1
Zeitreihenanalyse
1
mean reversion estimator
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Chiu, Hsin-Yu
Wang, Yun
Bao, Yong
2
Schmeck, Maren Diane
2
Ullah, Aman
2
Borovkova, Svetlana
1
Brignone, Riccardo
1
Cao, Jiling
1
Ceffer, Attila
1
Chang, Chia-Chien
1
Chen, Ting-Fu
1
Endres, Sylvia
1
Escobar, Marcos
1
Fusai, Gianluca
1
Garnier, Josselin
1
Guijarro-Ordonez, Jorge
1
Guyon, Julien
1
Herzel, Stefano
1
Kim, Jeong-Hoon
1
Kim, See-Woo
1
Kvamsdal, Sturla Furunes
1
Kyriakou, Ioannis
1
Lamberson, P. J.
1
Levendovszky, János
1
Lin, Fang
1
Lutz, Björn
1
Madan, Dilip B.
1
Marabel Romo, Jacinto
1
Mari, Carlo
1
Mari, Emiliano
1
Mtunya, Adeline Peter
1
Nelson, Barry L.
1
Ngare, Philip
1
Nicolosi, Marco
1
Nkansah-Gyekye, Yaw
1
Poudel, Diwakar
1
Rabinovitz, Yedidya
1
Salemi, Peter
1
Sandal, Leif K.
1
Shyu, So-De
1
more ...
less ...
Published in...
All
Econometric reviews
1
Economics letters
1
The North American journal of economics and finance : a journal of financial economics studies
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Impact of volatility jumps in a mean-reverting model : derivative pricing and empirical evidence
Chiu, Hsin-Yu
;
Chen, Ting-Fu
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012656907
Saved in:
2
Distribution of the mean reversion estimator in the Ornstein-Uhlenbeck process
Bao, Yong
;
Ullah, Aman
;
Wang, Yun
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 1039-1056
Persistent link: https://www.econbiz.de/10011795564
Saved in:
3
Bias in the estimation of mean reversion in continuous-time Lévy processes
Bao, Yong
;
Ullah, Aman
;
Wang, Yun
;
Yu, Jun
- In:
Economics letters
134
(
2015
),
pp. 16-19
Persistent link: https://www.econbiz.de/10011432138
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->