//--> //--> //-->
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
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Optionspreistheorie"
~person:"Hurn, Stan"
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:"Stochastischer Prozess"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Estimation
1
Estimation theory
1
Jumps
1
Maximum likelihood
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Particle filter
1
Risikoprämie
1
Risk premia
1
Risk premium
1
Schätztheorie
1
Schätzung
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Hurn, Stan
Almeida, Caio
1
Bormetti, Giacomo
1
Casarin, Roberto
1
Corsi, Fulvio
1
Durham, Garland
1
Fan, Jianqing
1
Freire, Gustavo
1
Ghysels, Eric
1
Gouriéroux, Christian
1
Lindsay, Kenneth A.
1
Livieri, Giulia
1
McClelland, Andrew
1
Park, Yang-ho
1
Pastorello, Sergio
1
Renault, Eric
1
Sufana, Razvan
1
Tang, Francesca
1
Touzi, Nizar
1
Wang, Fangfang
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Estimating the parameters of stochastic volatility models using option price data
Hurn, Stan
;
Lindsay, Kenneth A.
;
McClelland, Andrew
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 579-594
Persistent link: https://www.econbiz.de/10011403243
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->