//--> //--> //-->
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:"free"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"SFB 649 discussion paper"
~language:"eng"
~person:"Hafner, Christian M."
~subject:"Stochastic process"
~type:"book"
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:
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
ARCH model
9
ARCH-Modell
9
Theorie
7
Theory
7
Volatility
6
Volatilität
6
Estimation
5
Schätzung
5
Estimation theory
4
Multivariate Analyse
4
Multivariate analysis
4
Schätztheorie
4
Hedonic price index
2
Hedonischer Preisindex
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Statistical test
2
Statistischer Test
2
Stochastischer Prozess
2
Time series analysis
2
Welt
2
World
2
Zeitreihenanalyse
2
2002-2010
1
Aggregation
1
Analysis of variance
1
Art trade
1
Arts
1
Autocorrelation
1
Autokorrelation
1
Befragung
1
Belgien
1
Belgium
1
Börsenkurs
1
Capital income
1
Capital market returns
1
Causality analysis
1
Cluster analysis
1
Clusteranalyse
1
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Arbeitspapier
2
Working Paper
2
Graue Literatur
1
Non-commercial literature
1
Language
All
English
Author
All
Hafner, Christian M.
Platen, Eckhard
20
Chiarella, Carl
19
McAleer, Michael
16
Reiß, Markus
10
Härdle, Wolfgang
8
Nikitopoulos, Christina Sklibosios
7
Belomestny, Denis
6
Bruti-Liberati, Nicola
6
Kang, Boda
6
Asai, Manabu
4
Bibinger, Markus
4
Chang, Chia-Lin
4
Franses, Philip Hans
4
Gapeev, Pavel V.
4
Hautsch, Nikolaus
4
He, Xue-zhong
4
Meyer-Gohde, Alexander
4
Schlögl, Erik
4
Baldeaux, Jan
3
Cheng, Benjamin
3
Dekker, Rommert
3
Grasselli, Martino
3
Hooi Hooi Lean
3
Horst, Ulrich
3
Kappus, Johanna
3
Novikov, Alexander
3
Post, Thomas
3
Söhl, Jakob
3
Wong, Wing Keung
3
Ziogas, Andrew
3
Alfeus, Mesias
2
Assefa, Samson
2
Caporin, Massimiliano
2
Cheang, Gerald H. L.
2
Chege Maina, Samuel
2
Dijk, Herman K. van
2
Du, Ke
2
Fanelli, Viviana
2
Frenk, Johannes G.
2
more ...
less ...
Institution
All
Econometrisch Instituut <Rotterdam>
1
Published in...
All
Econometric Institute research papers
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
SFB 649 discussion paper
CORE discussion papers : DP
3
Discussion paper / Tinbergen Institute
2
Discussion papers of interdisciplinary research project 373
2
Working paper
2
Discussion paper / Institut de Statistique, Biostatistique et Sciences Actuarielles (ISBA)
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010438068
Saved in:
2
Simple approximations for option pricing under mean reversion and stochastic volatility
Hafner, Christian M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784022
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->