//--> //--> //-->
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
~person:"Kim, Sol"
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_exact:"Stochastic volatility model"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Aktienindex
1
Black-Scholes model
1
Black-Scholes-Modell
1
Efficient method of moments
1
Jump diffusion model
1
Markov Chain Monte Carlo
1
Option pricing implications
1
Option pricing theory
1
Optionspreistheorie
1
Reprojection
1
South Korea
1
Stochastic volatility
1
Stochastic volatility model
1
Stochastische Volatilität
1
Stock index
1
Südkorea
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Undetermined
1
Author
All
Kim, Sol
McAleer, Michael
17
Clark, Todd E.
14
Asai, Manabu
13
Huber, Florian
12
Koopman, Siem Jan
11
Jungbacker, Borus
10
McCracken, Michael W.
8
Mertens, Elmar
8
Chang, Chia-Lin
7
Diebold, Francis X.
7
Kobayashi, Masahito
7
Schorfheide, Frank
7
Shin, Minchul
7
Aastveit, Knut Are
6
Carriero, Andrea
6
Chiarella, Carl
6
Crespo Cuaresma, Jesús
6
Peiris, Shelton
6
Neto, David
5
Sardy, Sylvain
5
Xu, Dinghai
5
Chen, Jinghui
4
Hol, Eugenie
4
Kang, Boda
4
Marcellino, Massimiliano
4
Spokoiny, Vladimir G.
4
Takahashi, Akihiko
4
Chiba, Masaru
3
Doppelhofer, Gernot
3
Feldkircher, Martin
3
Herwartz, Helmut
3
Jungbacker, B.
3
Klüppelberg, Claudia
3
Koopman, S.J.
3
Lindner, Alexander M.
3
Onorante, Luca
3
Reif, Magnus
3
Aas, Kjersti
2
Aboura, Sofiane
2
Alòs, Elisa
2
more ...
less ...
Published in...
All
Journal of risk
1
Review of Quantitative Finance and Accounting
1
Source
All
ECONIS (ZBW)
1
RePEc
1
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Are traders' rules useful for pricing options? : evidence from intraday data
Kim, Sol
- In:
Journal of risk
17
(
2014/15
)
1
,
pp. 63-84
Persistent link: https://www.econbiz.de/10010476252
Saved in:
2
The role of stochastic volatility and return jumps: reproducing volatility and higher moments in the KOSPI 200 returns dynamics
Kim, In
;
Baek, In-Seok
;
Noh, Jaesun
;
Kim, Sol
- In:
Review of Quantitative Finance and Accounting
29
(
2007
)
1
,
pp. 69-110
Persistent link: https://www.econbiz.de/10005701232
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->