//--> //--> //-->
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
institution:"University of York / Department of Economics and Related Studies"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"ARCH model"
~subject:"Currency option"
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:"Statistical distribution"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Currency option
Statistical distribution
7
Statistische Verteilung
7
Theorie
5
Theory
5
Cumulative distribution functions
2
Stochastic process
2
Stochastischer Prozess
2
Time series analysis
2
Zeitreihenanalyse
2
ARCH-Modell
1
Capital income
1
Devisenoption
1
Estimation
1
Estimation theory
1
Financial management theory
1
Finanzierungstheorie
1
Forecasting model
1
Kapitaleinkommen
1
Martingal
1
Martingale
1
Option pricing theory
1
Optionspreistheorie
1
Pfund Sterling
1
Pound Sterling
1
Prognoseverfahren
1
Risikomanagement
1
Risk management
1
Schätztheorie
1
Schätzung
1
US dollar
1
US-Dollar
1
Volatility
1
Volatilität
1
more ...
less ...
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Busch, Thomas
1
Jensen, Morten Berg
1
Lunde, Asger
1
Institution
All
University of York / Department of Economics and Related Studies
Centre for Analytical Finance <Århus>
European University Institute / Department of Economics
1
Federal Reserve Bank of Cleveland
1
Robert Schuman Centre for Advanced Studies
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Umeå Universitet / Institutionen för Nationalekonomi
1
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->