//--> //--> //-->
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 econometrics"
~person:"Forbes, Catherine Scipione"
~subject:"Risk premium"
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: person:"Forbes, Catherine S."
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risk premium
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Volatility
2
Volatilität
2
Bayes-Statistik
1
Bayesian inference
1
Bivariate jump diffusion model
1
Börsenkurs
1
CAPM
1
Estimation
1
Estimation theory
1
Forecasting model
1
Microstructure noise
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Nonparametric jump measures
1
Option pricing theory
1
Optionspreistheorie
1
Price jump tests
1
Prognoseverfahren
1
Risikoprämie
1
Sampling frequency
1
Schätztheorie
1
Schätzung
1
Share price
1
State space model
1
Statistical test
1
Statistischer Test
1
Stochastic process
1
Stochastischer Prozess
1
Time series analysis
1
Volatility jumps
1
Zeitreihenanalyse
1
Zustandsraummodell
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Forbes, Catherine Scipione
Grose, Simone D.
1
Maneesoonthorn, Worapree
1
Martin, Gael M.
1
Published in...
All
Journal of econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 217-236
Persistent link: https://www.econbiz.de/10009691156
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->