//--> //--> //-->
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:"Journal of Time Series Analysis"
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 in a Dynamic Va...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Language
All
English
1
Author
All
Iacus, Stefano M.
1
Mercuri, Lorenzo
1
Rroji, Edit
1
Published in...
All
Journal of Time Series Analysis
Papers / arXiv.org
5,733
Insurance / Mathematics & economics
6
European journal of operational research : EJOR
3
Finance research letters
3
Financial markets and portfolio management
3
Journal of banking & finance
3
Statistics & Probability Letters
3
Advances of OR in commodities and financial modeling
2
Computational Management Science : CMS
2
Insurance: Mathematics and Economics
2
International journal of theoretical and applied finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Quantitative finance
2
Advances in financial risk management : corporates, intermediaries and portfolios
1
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
European Journal of Operational Research
1
Finance Research Letters
1
Finance and stochastics
1
Financial Markets and Portfolio Management
1
Forthcoming on "Recent Advances in Commodity and Financial Modeling" Springer's International Series in Operations Research and Management Science
1
Insurance : mathematics and economics
1
International Statistical Review
1
Journal of Banking & Finance
1
Mathematical Finance
1
Mathematics and financial economics
1
Quantitative Finance
1
Risk management decisions and value under uncertainty
1
Risks : open access journal
1
Statistics & Decisions
1
The European journal of finance
1
more ...
less ...
Source
All
Other ZBW resources
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Discrete‐Time Approximation of a Cogarch( p , q ) Model and its Estimation
Iacus, Stefano M.
;
Mercuri, Lorenzo
;
Rroji, Edit
- In:
Journal of Time Series Analysis
39
(
2018
)
5
,
pp. 787-809
Persistent link: https://www.econbiz.de/10012094937
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->