//--> //--> //-->
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
~subject:"ARCH 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: person:"Mazzoni, Thomas"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Theorie
16
Theory
15
Option pricing theory
7
Optionspreistheorie
7
State space model
7
Zustandsraummodell
7
ARCH-Modell
4
Maximum-Likelihood-Schätzung
4
Analysis
3
Deutschland
3
Estimation
3
Estimation theory
3
Germany
3
Matching
3
Mathematical analysis
3
Monte-Carlo-Simulation
3
Nichtlineare Regression
3
Nonlinear regression
3
Risikoaversion
3
Risikomaß
3
Schätztheorie
3
Schätzung
3
Stochastischer Prozess
3
Time series analysis
3
Zeitreihenanalyse
3
Arbeitsangebot
2
Arbeitslosigkeit
2
Arbeitsmarkt
2
Arbeitsmarktsegmentation
2
Arbeitsnachfrage
2
Beruf
2
Decision under risk
2
Economy of time
2
Entscheidung unter Risiko
2
Finanzmathematik
2
Hermite-polynomials
2
Kolmogorov-backward-equation
2
Labor demand
2
Labour market
2
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Article
2
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Article in journal
2
Aufsatz in Zeitschrift
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
4
Author
All
Mazzoni, Thomas
4
Published in...
All
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Are short term stock asset returns predictable? : an extended empirical analysis
Mazzoni, Thomas
-
2010
Persistent link: https://www.econbiz.de/10003977437
Saved in:
2
A GARCH parameterization of the volatility surface
Mazzoni, Thomas
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 9-24
Persistent link: https://www.econbiz.de/10011399795
Saved in:
3
Fast analytic option valuation with GARCH
Mazzoni, Thomas
-
2008
Persistent link: https://www.econbiz.de/10003759897
Saved in:
4
Fast analytic option valuation with GARCH
Mazzoni, Thomas
- In:
The journal of derivatives : the official publication …
18
(
2010
)
1
,
pp. 18-38
Persistent link: https://www.econbiz.de/10008655530
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->