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
Retain my current filters
~institution:"Econometrisch Instituut <Rotterdam>"
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
Discrete Time Option Pricing w...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
7
ARCH-Modell
7
Estimation theory
3
Multivariate Analyse
3
Multivariate analysis
3
Schätztheorie
3
Theorie
3
Theory
3
Aggregation
2
Statistical test
2
Statistischer Test
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
Analysis of variance
1
Autocorrelation
1
Autokorrelation
1
Black-Scholes model
1
Black-Scholes-Modell
1
Capital income
1
Causality analysis
1
Correlation
1
Heteroscedasticity
1
Heteroskedastizität
1
Kapitaleinkommen
1
Kausalanalyse
1
Korrelation
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Mean Reversion
1
Mean reversion
1
Option pricing theory
1
Optionspreistheorie
1
Stochastic process
1
Stochastischer Prozess
1
Varianzanalyse
1
more ...
less ...
Online availability
All
Free
8
Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
Arbeitspapier
8
Working Paper
8
Graue Literatur
3
Non-commercial literature
3
Language
All
English
8
Author
All
Hafner, Christian M.
8
Herwartz, Helmut
3
Rombouts, Jeroen V. K.
2
Franses, Philip Hans
1
Institution
All
Econometrisch Instituut <Rotterdam>
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1,730
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
63
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
10
Deutsche Forschungsgemeinschaft
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
4
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
4
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
3
Abteilung Wirtschaftstheorie 2, Institut für Gesellschafts- und Wirtschaftswissenschaften, Rheinische Friedrich-Wilhelms-Universität Bonn
1
Centre for Microdata Methods and Practice <London>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Deutsches Institut für Wirtschaftsforschung
1
Springer-Verlag GmbH
1
Workshop "Copulae in Mathematical and Quantitative Finance" <2012, Krakau>
1
more ...
less ...
Published in...
All
Econometric Institute research papers
8
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A generalized dynamic conditional correlation model for many asset returns
Hafner, Christian M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783910
Saved in:
2
Simple approximations for option pricing under mean reversion and stochastic volatility
Hafner, Christian M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784022
Saved in:
3
Analytical quasi maximum likelihood inference in multivariate volatility models
Hafner, Christian M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784026
Saved in:
4
Testing for vector autoregressive dynamics under heteroskedasticity
Hafner, Christian M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701901
Saved in:
5
Temporal aggregation of multivariate GARCH processes
Hafner, Christian M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186310
Saved in:
6
Estimation of temporally aggregated multivariate GARCH models
Hafner, Christian M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186338
Saved in:
7
Testing for causality in variance using multivariate GARCH model
Hafner, Christian M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056023
Saved in:
8
Semiparametric multivariate volatility models
Hafner, Christian M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056036
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
