EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"JUMP model"
Narrow search

Narrow search

Year of publication
Subject
All
Volatility 5 Volatilität 5 GARCH-jump model 4 ARCH model 3 ARCH-Modell 3 Aktienindex 2 Global emerging stock index 2 OVX 2 Oil volatility shocks 2 Portfolio selection 2 Portfolio-Management 2 Stochastic process 2 Stochastischer Prozess 2 Stock index 2 Theorie 2 Theory 2 jump model 2 ARMA-GARCH jump model 1 Asymmetric information 1 Asymmetrische Information 1 Beziehungsmarketing 1 CAPM 1 Capital income 1 Conditional volatility targeting strategy 1 Consumer behaviour 1 Conviction 1 Corporate Social Responsibility 1 Corporate social responsibility 1 Customer retention 1 Customer satisfaction 1 Customer-company identification 1 Emerging economies 1 Energiemarkt 1 Energy market 1 Food price 1 Forecasting model 1 Fractional Fokker–Planck equations 1 Gastronomie 1 High frequency data 1 Illiquidity modeling 1
more ... less ...
Online availability
All
Undetermined 9 Free 2
Type of publication
All
Article 9 Book / Working Paper 2
Type of publication (narrower categories)
All
Article in journal 6 Aufsatz in Zeitschrift 6 Aufsatz im Buch 1 Book section 1 research-article 1
Language
All
English 8 Undetermined 3
Author
All
Dutta, Anupam 4 Dutta, Probal 2 Noor, Md Hasib 2 Bekele, Dereje 1 Bock, Dora 1 Cheng, Hung-Wen 1 Cronin, J. J. 1 Dupret, Jean-Loup 1 Hainaut, Donatien 1 Hernandez, Jose Arreola 1 Huang, Jr-Wei 1 Ikpe, Dennis C. 1 KAWAI, KEN-ICHI 1 Kang, Sang Hoon 1 Kube, Ananda 1 LU, XINHONG 1 Lee, Kiseop 1 MAEKAWA, KOICHI 1 Ronkainen, Vesa 1 Smith, Jeffery S. 1 Uddin, Mohammed Gazi Salah 1 Wolter, Jeremy S. 1 Xu, Mingxin 1 Yang, Sharon S. 1 Yoon, Seong-min 1
more ... less ...
Institution
All
Suomen Pankki 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
All
Applied economics 1 Asia-Pacific Journal of Operational Research (APJOR) 1 International Journal of Managerial Finance 1 International journal of managerial finance : IJMF 1 Journal of mathematical finance 1 Journal of retailing 1 MPRA Paper 1 Pacific-Basin finance journal 1 Quantitative finance 1 Revisiting Electricity Market Reforms : Lessons for ASEAN and East Asia 1 Scientific Monographs 1
more ... less ...
Source
All
ECONIS (ZBW) 7 RePEc 3 Other ZBW resources 1
Showing 1 - 10 of 11
Cover Image
Conditional volatility targeting strategy considering jump effects : evidence from sustainable ESG equity index
Huang, Jr-Wei; Yang, Sharon S.; Cheng, Hung-Wen - In: Pacific-Basin finance journal 88 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10015324171
Saved in:
Cover Image
A subdiffusive stochastic volatility jump model
Dupret, Jean-Loup; Hainaut, Donatien - In: Quantitative finance 23 (2023) 6, pp. 979-1002
Persistent link: https://www.econbiz.de/10014304413
Saved in:
Cover Image
Modelling and forecasting the volatility of the Nordic power market : an application of the GARCH-jump process
Dutta, Anupam - In: Revisiting Electricity Market Reforms : Lessons for …, (pp. 143-158). 2022
Persistent link: https://www.econbiz.de/10013447658
Saved in:
Cover Image
Impact of food price volatility on the US restaurant sector
Uddin, Mohammed Gazi Salah; Hernandez, Jose Arreola; … - In: Applied economics 52 (2020) 39, pp. 4250-4262
Persistent link: https://www.econbiz.de/10012259027
Saved in:
Cover Image
Portfolio optimization in jump model under inefficiencies in the market
Bekele, Dereje; Kube, Ananda; Ikpe, Dennis C. - In: Journal of mathematical finance 8 (2018) 3, pp. 562-575
Persistent link: https://www.econbiz.de/10011968723
Saved in:
Cover Image
Stochastic modeling of financing longevity risk in pension insurance
Ronkainen, Vesa - Suomen Pankki - 2012
Gamma distributed negative shocks arrive with Geometrically distributed interarrival times. This regime switching jump model …
Persistent link: https://www.econbiz.de/10011019137
Saved in:
Cover Image
Impact of oil volatility shocks on global emerging market stock returns
Dutta, Probal; Noor, Md Hasib; Dutta, Anupam - In: International Journal of Managerial Finance 13 (2017) 5, pp. 578-591
stage, different forms of the GARCH-jump model have been estimated. Findings The findings confirm the effects of OVX on …
Persistent link: https://www.econbiz.de/10014785470
Saved in:
Cover Image
Creating ultimate customer loyalty through loyalty conviction and customer-company identification
Wolter, Jeremy S.; Bock, Dora; Smith, Jeffery S.; … - In: Journal of retailing 93 (2017) 4, pp. 458-476
Persistent link: https://www.econbiz.de/10011790705
Saved in:
Cover Image
Impact of oil volatility shocks on global emerging market stock returns
Dutta, Probal; Noor, Md Hasib; Dutta, Anupam - In: International journal of managerial finance : IJMF 13 (2017) 5, pp. 578-591
Persistent link: https://www.econbiz.de/10011799590
Saved in:
Cover Image
Parameter estimation from multinomial trees to jump diffusions with k means clustering
Lee, Kiseop; Xu, Mingxin - Volkswirtschaftliche Fakultät, … - 2007
Ever since the pioneering work of Cox, Ross and Rubinstein, tree models have been popular among asset pricing methods. On the other hand, statistical estimation of parameters of tree models has not been studied as much. In this paper, we use K Means Clustering method to estimate the parameters...
Persistent link: https://www.econbiz.de/10005623535
Saved in:
  • 1
  • 2
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...