//--> //--> //-->
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:"CREATES research paper"
~person:"Fusari, Nicola"
~person:"Gatarek, Lukasz"
~person:"Rosenbaum, Mathieu"
~type_genre:"Arbeitspapier"
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
Empirical modeling and informa...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Modellierung
3
Scientific modelling
3
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
Cointegration
1
Hedging
1
Kointegration
1
Martingal
1
Martingale
1
Option trading
1
Optionsgeschäft
1
Portfolio selection
1
Portfolio-Management
1
Risikoprämie
1
Risk premium
1
Statistical method
1
Statistische Methode
1
Theorie
1
Theory
1
VAR model
1
VAR-Modell
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
3
Author
All
Fusari, Nicola
Gatarek, Lukasz
Rosenbaum, Mathieu
Johansen, Søren
5
Teräsvirta, Timo
4
Grassi, Stefano
3
Andersen, Torben
2
Barndorff-Nielsen, Ole E.
2
Benth, Fred Espen
2
Hansen, Peter Reinhard
2
Nielsen, Morten Ørregaard
2
Proietti, Tommaso
2
Todorov, Viktor
2
Veraart, Almut E. D.
2
Würtz, Allan H.
2
Aiolfi, Marco
1
Amado, Cristina
1
Atkinson, Anthony C.
1
Bach, Christian
1
Bohn Nielsen, Heino
1
Bollerslev, Tim
1
Bredahl Kock, Anders
1
Callot, Laurent
1
Capistrán Carmona, Carlos
1
Christensen, Bent Jesper
1
Dziubinski, Matt
1
Gørgens, Tue
1
Huang, Zhuowei
1
Jensen, Peter Sandholt
1
Kock, Anders B.
1
Kristensen, Dennis
1
Lange, Theis
1
Li, Yushu
1
Lunde, Asger
1
Medeiros, Marcelo C.
1
Nason, James Michael
1
Nonejad, Nima
1
Podolskij, Mark
1
Rahbek, Anders
1
Riani, Marco
1
more ...
less ...
Published in...
All
CREATES research paper
Discussion paper / Tinbergen Institute
1
Discussion papers / Department of Economics, University of Copenhagen
1
Global COE Hi-Stat discussion paper series
1
Working paper / National Bureau of Economic Research, Inc.
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal hedging with the cointegrated vector autoregressive model
Johansen, Søren
;
Gatarek, Lukasz
-
2014
Persistent link: https://www.econbiz.de/10010418991
Saved in:
2
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009524097
Saved in:
3
Testing the local volatility assumption : a statistical approach
Podolskij, Mark
;
Rosenbaum, Mathieu
-
2011
Persistent link: https://www.econbiz.de/10008807427
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->