//--> //--> //-->
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:"Journal of banking & finance"
~isPartOf:"MPRA Paper"
~isPartOf:"Statistical Papers / Springer"
~person:"Stentoft, Lars"
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:"Multivariate"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
2
ARCH-Modell
2
Option pricing theory
2
Optionspreistheorie
2
Volatility
2
Volatilität
2
Aktienmarkt
1
Aktienoption
1
American option pricing
1
Börsenkurs
1
CAPM
1
Closed-form solutions
1
Covariance-dependent pricing kernel
1
Derivat
1
Derivative
1
Economic loss
1
Estimation theory
1
Forecasting
1
Forecasting model
1
Multi-asset derivative pricing
1
Multivariate Analyse
1
Multivariate GARCH
1
Multivariate GARCH models
1
Multivariate analysis
1
Option trading
1
Optionsgeschäft
1
Prognoseverfahren
1
Schätztheorie
1
Share price
1
Stock market
1
Stock option
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Stentoft, Lars
Masih, Mansur
4
Panaretos, John
4
Weiß, Gregor
4
Bersimis, Sotiris
3
Francq, Christian
3
Grydaki, Maria
3
Mohammad, Irfan
3
Psarakis, Stelios
3
ABALO, Kodzovi
2
Bartram, Söhnke M.
2
Bierlaire, Michel
2
Caporin, Massimiliano
2
Chevapatrakul, Thanaset
2
Feng, Yuanhua
2
Fosgerau, Mogens
2
Garita, Gus
2
Maravelakis, Petros
2
Marçal, Emerson F.
2
Perote, Javier
2
Puccetti, Giovanni
2
Saleem, Kashif
2
Vaihekoski, Mika
2
Valls Pereira, Pedro L.
2
Vorobyev, Oleg Yu.
2
Wang, Yaw-Huei
2
Zakoian, Jean-Michel
2
de Silva, Ashton
2
Ñíguez, Trino-Manuel
2
ATENGA, ETOUNDI
1
Abdulai, Awudu
1
Acuña, Andrés
1
Adams, Zeno
1
Adamski, K.
1
Aguilera, A.
1
Ahmad, Mahyudin
1
Akici, Fatih
1
Akpan, Emmanuel S.
1
Al-Hussaini, Essam
1
Alam, I.
1
more ...
less ...
Published in...
All
Journal of banking & finance
MPRA Paper
Statistical Papers / Springer
CREATES Research Papers
2
CREATES research paper
2
Journal of Risk and Financial Management
2
Journal of risk and financial management : JRFM
2
CIRANO - Scientific Publications 2010s-23
1
CIRANO - Scientific Publications 2012s-05
1
CORE discussion papers : DP
1
CREATES Research Paper
1
Cahiers de recherche
1
International Journal of Forecasting
1
International journal of forecasting
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Affine
multivariate
GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
2
Pricing individual stock options using both stock and market index information
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012221075
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->