//--> //--> //-->
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
~isPartOf:"CREATES research paper"
~subject:"Optionsgeschäft"
~subject:"Theory"
~type_genre:"Working Paper"
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: "Santucci de Magistris, Paolo"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Optionsgeschäft
Theory
Theorie
9
Volatility
8
Volatilität
8
Time series analysis
7
Zeitreihenanalyse
7
Cointegration
5
Kointegration
5
Estimation
4
Estimation theory
4
Schätztheorie
4
Schätzung
4
State space model
3
Zustandsraummodell
3
ARMA model
2
ARMA-Modell
2
Option pricing theory
2
Optionspreistheorie
2
Statistical error
2
Statistischer Fehler
2
Stochastic process
2
Stochastischer Prozess
2
USA
2
United States
2
VAR model
2
VAR-Modell
2
ARCH model
1
ARCH-Modell
1
Börsenkurs
1
Dynamic Model Averaging
1
Dynamic Model Selection
1
Dynamische Wirtschaftstheorie
1
Economic dynamics
1
Forecasting
1
Forecasting model
1
Handelsvolumen der Börse
1
Index futures
1
Index-Futures
1
Market microstructure
1
Marktmikrostruktur
1
more ...
less ...
Online availability
All
Free
10
Type of publication
All
Book / Working Paper
10
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Language
All
English
10
Author
All
Santucci de Magistris, Paolo
10
Rossi, Eduardo
4
Grassi, Stefano
3
Caporin, Massimiliano
2
Delle Monache, Davide
2
Barletta, Andrea
1
Christensen, Bent Jesper
1
Rossi, Edward
1
Violante, Francesco
1
more ...
less ...
Published in...
All
CREATES research paper
Working papers on finance
2
Discussion papers / University of Kent, School of Economics
1
Quaderni del Dipartimento di Economia Politica
1
University of St.Gallen, School of Finance Research Paper
1
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Retrieving risk-neutral densities embedded in VIX options : a non-structural approach
Barletta, Andrea
;
Santucci de Magistris, Paolo
; …
-
2016
Persistent link: https://www.econbiz.de/10011524099
Saved in:
2
Does the ARFIMA really shift?
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
-
2016
Persistent link: https://www.econbiz.de/10011648629
Saved in:
3
Testing for level shifts in fractionally integrated processes : a state space approach
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
-
2015
Persistent link: https://www.econbiz.de/10011296884
Saved in:
4
Chasing volatility : a persistent multiplicative error model with jumps
Caporin, Massimiliano
;
Rossi, Eduardo
;
Santucci de …
-
2014
Persistent link: https://www.econbiz.de/10010401692
Saved in:
5
Volatility jumps and their economic determinants
Caporin, Massimiliano
;
Rossi, Edward
;
Santucci de …
-
2014
Persistent link: https://www.econbiz.de/10010394556
Saved in:
6
Estimation of long memory in integrated variance
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2011
Persistent link: https://www.econbiz.de/10008986693
Saved in:
7
When long memory meets the Kalman Filter : a comparative study
Grassi, Stefano
;
Santucci de Magistris, Paolo
-
2011
Persistent link: https://www.econbiz.de/10009006828
Saved in:
8
Level shifts in volatility and the implied-realized volatility relation
Christensen, Bent Jesper
;
Santucci de Magistris, Paolo
-
2010
Persistent link: https://www.econbiz.de/10008651637
Saved in:
9
A no arbitrage fractional cointegration analysis of the range based volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863181
Saved in:
10
Long memory and tail dependence in trading volume and volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863172
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->