//--> //--> //-->
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:"Chang, Chia-Lin"
~isPartOf:"Econometric Institute research papers"
~subject:"Derivat"
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:"Terminkontrakt"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Derivative
4
Bank
2
Basel Accord
2
Basler Akkord
2
Risikomaß
2
Risk measure
2
Volatility
2
Volatilität
2
2006-2011
1
ARCH model
1
ARCH-Modell
1
Börsenkurs
1
Capital market returns
1
Estimation
1
Forecasting model
1
Futures exchange
1
Kapitalmarktrendite
1
Modellierung
1
Option trading
1
Optionsgeschäft
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Risikoprämie
1
Risk premium
1
Schätzung
1
Scientific modelling
1
Share price
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Terminbörse
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
4
Author
All
Chang, Chia-Lin
McAleer, Michael
6
Pérez Amaral, Teodosio
3
Jiménez-Martín, Juan-Ángel
2
Casarin, Roberto
1
Donkers, Bas
1
Groenen, Patrick J. F.
1
Hammoudeh, Shawkat
1
Hooi Hooi Lean
1
Jimenez-Martin, Juan-Angel
1
Pietersz, Raoul
1
Schafgans, Marcia
1
Wong, Wing Keung
1
more ...
less ...
Published in...
All
Econometric Institute research papers
Working paper
4
Journal of econometrics
2
Discussion paper / Tinbergen Institute
1
Managerial finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346289
Saved in:
2
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619346
Saved in:
3
Risk management of risk under the Basel accord: a Bayesian approach to forecasting value-at-risk of VIX futures
Casarin, Roberto
;
Chang, Chia-Lin
;
Jiménez-Martín, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619354
Saved in:
4
Risk management of risk under the Basel accord: forecasting value-at-risk of VIX futures
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009619372
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->