//--> //--> //-->
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:"Agricultural and Applied Economics Association - AAEA"
~institution:"Banco de México"
~institution:"Center for Financial Studies"
~institution:"Université Paris-Dauphine"
~subject:"GARCH model"
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:"Implied volatility"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
GARCH model
implied volatility
3
GARCH
2
Implied Volatility
2
Implied volatility
2
Carbon price
1
Composite Forecasts
1
Composite forecast models
1
EGARCH
1
EU ETS
1
Exchange rates
1
Forecast Evaluation
1
Information costs
1
Instability test
1
Mexican Peso-U.S. Dollar Exchange Rate
1
Monte Carlo simulations
1
Multivariate GARCH
1
Option implied volatility
1
Realized volatility
1
Regime-Switching
1
Research Methods/ Statistical Methods
1
Risk and Uncertainty
1
Structural Change
1
Volatility Smile
1
Volatility Spillovers
1
Volatility forecasting
1
ban
1
combined forecasting
1
convenience yield
1
financial stocks
1
implied volatility skew
1
jump diffusion model
1
market efficiency
1
risk aversion
1
short-selling
1
supply of storage
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
English
1
Author
All
Aboura, Sofiane
1
Institution
All
Agricultural and Applied Economics Association - AAEA
Banco de México
Center for Financial Studies
Université Paris-Dauphine
Université Paris-Dauphine (Paris IX)
1
Published in...
All
Open Access publications from Université Paris-Dauphine
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
GARCH option pricing under skew.
Aboura, Sofiane
-
Université Paris-Dauphine
-
2005
the change of regime in the
implied
volatility
surface. …
Persistent link: https://www.econbiz.de/10008520036
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->