Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"Fractional stochastic volatility"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
Fractional stochastic volatility
2
Option pricing
2
Option pricing theory
2
Optionspreistheorie
2
ARCH model
1
ARCH-Modell
1
Calibration
1
Commodity derivative
1
Commodity market
1
Commodity markets
1
Constant elasticity of variance
1
Estimation
1
FIGARCH
1
Forecasting model
1
Fractional stochastic volatility model
1
HAR
1
Heston model
1
Implied volatility
1
Optimization
1
Option trading
1
Optionsgeschäft
1
Prognoseverfahren
1
Realized volatility
1
Rohstoffderivat
1
Rohstoffmarkt
1
Schätzung
1
Theorie
1
Theory
1
Time series analysis
1
Volatility forecast
1
Welt
1
World
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Alfeus, Mesias
1
Kim, Hyun-Gyoon
1
Kim, Jeong-Hoon
1
Kwon, Se-Jin
1
Mrázek, Milan
1
Nikitopoulos, Christina Sklibosios
1
Pospíšil, Jan
1
Sobotka, Tomáš
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
1
Journal of commodity markets
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting volatility in commodity markets with long-memory models
Alfeus, Mesias
;
Nikitopoulos, Christina Sklibosios
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014335250
Saved in:
2
Fractional
stochastic
volatility
correction to CEV implied volatility
Kim, Hyun-Gyoon
;
Kwon, Se-Jin
;
Kim, Jeong-Hoon
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 565-574
Persistent link: https://www.econbiz.de/10012483839
Saved in:
3
On calibration of stochastic and
fractional
stochastic
volatility
models
Mrázek, Milan
;
Pospíšil, Jan
;
Sobotka, Tomáš
- In:
European journal of operational research : EJOR
254
(
2016
)
3
,
pp. 1036-1046
Persistent link: https://www.econbiz.de/10011522408
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
