//--> //--> //-->
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:"Realized volatility"
~type_genre:"Graue Literatur"
~person:"Dapena, José P."
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:"Realized"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Realized volatility
Capital income
3
Kapitaleinkommen
3
Option pricing theory
2
Optionspreistheorie
2
Portfolio selection
2
Portfolio-Management
2
option pricing
2
realized returns
2
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Anlageverhalten
1
Behavioural finance
1
CAPM
1
Ex post returns
1
Four factor model
1
Index futures
1
Index-Futures
1
Markov chain
1
Markov-Kette
1
Statistical distribution
1
Statistische Verteilung
1
Stock market
1
USA
1
United States
1
VIX
1
Volatility
1
Volatilität
1
asset pricing
1
distribution
1
excessreturns
1
expectedvolatility
1
hiddenmarkovmodel
1
regime switching
1
volatilitypremium
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Graue Literatur
Working Paper
2
Arbeitspapier
1
Non-commercial literature
1
Language
All
English
1
Author
All
Dapena, José P.
Gupta, Rangan
5
Pierdzioch, Christian
4
Bonato, Matteo
3
Shi, Shuping
3
Yu, Jun
3
Cesa-Bianchi, Ambrogio
2
Li, Jia
2
Pesaran, M. Hashem
2
Phillips, Peter C. B.
2
Rebucci, Alessandro
2
Ҫepni, Oğuzhan
2
Allen, David E.
1
Audrino, Francesco
1
Baillie, Richard
1
Barunik, Jozef
1
Bordignon, Silvano
1
Brümmer, Bernhard
1
Cai, Zongwu
1
Calonaci, Fabio
1
Camponovo, Lorenzo
1
Cepni, Oguzhan
1
Cho, Dooyeon
1
Christensen, Kim
1
Christiansen, Charlotte
1
Clements, Adam
1
Conrad, Christian
1
Cramon-Taubadel, Stephan von
1
Dijk, Dick van
1
Frank, Johannes
1
Garcia, Márcio Gomes Pinto
1
Glas, Alexander
1
Gribisch, Bastian
1
Korn, Olaf
1
Lux, Thomas
1
Ma, Chaoqun
1
Ma, Feng
1
Malinska, Barbora
1
Martens, Martin
1
McAleer, Michael
1
more ...
less ...
Published in...
All
Serie documentos de trabajo
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Measuring and trading volatility on the US stock market : a regime switching approach
Dapena, José P.
;
Serur, Juan A.
;
Siri, Julián R.
-
2018
Persistent link: https://www.econbiz.de/10011905061
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->