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
~isPartOf:"International journal of theoretical and applied finance"
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
Option Pricing for GARCH-Type...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Aktienmarkt
1
Analysis of variance
1
Bull and bear markets
1
Börsenkurs
1
Capital income
1
Correlation
1
Derivat
1
Derivative
1
Estimation
1
Fourier transform
1
Hedging
1
Incomplete market
1
Kapitaleinkommen
1
Korrelation
1
Markov chain
1
Markov switching models
1
Markov-Kette
1
Modellierung
1
Option pricing theory
1
Optionspreistheorie
1
Portfolio selection
1
Portfolio-Management
1
Schätzung
1
Scientific modelling
1
Share price
1
Stochastic process
1
Stochastischer Prozess
1
Stock market
1
Swap
1
Theorie
1
Theory
1
Time series analysis
1
Unvollkommener Markt
1
Varianzanalyse
1
Volatility
1
Volatilität
1
Wishart Affine Stochastic Correlation model
1
Zeitreihenanalyse
1
complete and incomplete markets
1
density based tests
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Ielpo, Florian
2
Fonseca, José da
1
Gatumel, Mathieu
1
Grasselli, Martino
1
Published in...
All
International journal of theoretical and applied finance
Post-Print / HAL
129
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
117
Documents de travail du Centre d'Economie de la Sorbonne
79
Economics Papers from University Paris Dauphine
8
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
7
Working Papers / HAL
6
Applied economics letters
5
Cahiers de la Maison des Sciences Economiques
5
Applied Economics Letters
3
Energy policy
3
Journal of forecasting
3
Quantitative Finance
3
The European Journal of Finance
3
Applied Financial Economics
2
Applied financial economics
2
Brussels economic review
2
CES Working Paper
2
Econometric Society 2004 Australasian Meetings
2
Frontiers in Finance and Economics
2
IDHE-MORA Note of Research
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
Journal of Forecasting
2
Journal of economic dynamics & control
2
MPRA Paper
2
Managerial Finance
2
The European journal of finance
2
The Icfai university journal of monetary economics
2
The journal of alternative investments
2
Australian Economic Review
1
Banque de France Working Paper
1
Brussels Economic Review
1
CES Working Papers
1
Computational Statistics & Data Analysis
1
Consequences of the European monetary integration on financial systems
1
Die Bank
1
Discussion papers in economics, finance and international competitiveness
1
Econometric Reviews
1
Econometrics
1
Economics Bulletin
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedging (co)variance risk with variance swaps
Fonseca, José da
;
Grasselli, Martino
;
Ielpo, Florian
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 899-943
Persistent link: https://www.econbiz.de/10009380996
Saved in:
2
The number of regimes across asset returns : identification and economic value
Gatumel, Mathieu
;
Ielpo, Florian
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-25
Persistent link: https://www.econbiz.de/10010438505
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
