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 econometrics"
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
Delta Hedging in Financial Eng...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Jumps
16
Volatility
16
Volatilität
16
Stochastic process
10
Stochastischer Prozess
10
Estimation theory
8
Schätztheorie
8
Time series analysis
7
Zeitreihenanalyse
7
Market microstructure
5
Marktmikrostruktur
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Analysis of variance
4
Börsenkurs
4
High-frequency data
4
Market microstructure noise
4
Martingal
4
Martingale
4
Noise Trading
4
Noise trading
4
Option pricing theory
4
Optionspreistheorie
4
Share price
4
Theorie
4
Theory
4
Varianzanalyse
4
Capital income
3
Estimation
3
Financial Engineering
3
High frequency data
3
Kapitaleinkommen
3
Sampling
3
Schätzung
3
Semimartingale
3
Stichprobenerhebung
3
ARCH model
2
ARCH-Modell
2
Bootstrap approach
2
Bootstrap-Verfahren
2
more ...
less ...
Online availability
All
Undetermined
15
Type of publication
All
Article
17
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
19
Author
All
Aït-Sahalia, Yacine
3
Todorov, Viktor
3
Laeven, Roger J. A.
2
Li, Jia
2
Linton, Oliver
2
Zhang, Zhengjun
2
Bollerslev, Tim
1
Boswijk, Herman Peter
1
Brunetti, Celso
1
Chen, Dachuan
1
Chen, Rui
1
Clinet, Simon
1
Ding, Yi
1
Ghysels, Eric
1
Hounyo, Ulrich
1
Laurent, Sébastien
1
Li, Chen Xu
1
Li, Chenxu
1
Li, Yingying
1
Liu, Guoli
1
Mykland, Per A.
1
Patton, Andrew J.
1
Pelger, Markus
1
Pelizzon, Loriana
1
Potiron, Yoann
1
Shaliastovich, Ivan
1
Shi, Shuping
1
Tauchen, George Eugene
1
Yang, Xiye
1
Zhang, Lan
1
Zhang, Yang
1
Zheng, Xinghua
1
more ...
less ...
Published in...
All
Journal of econometrics
Operations research
35
Russian Economic Developments
30
MPRA Paper
26
CREATES Research Papers
19
Strategic HR Review
17
CESifo Working Paper
14
Post-Print / HAL
14
Physica A: Statistical Mechanics and its Applications
13
SpringerLink / Bücher
13
Working Paper
13
IZA Discussion Papers
12
Energy economics
11
Industrial and Commercial Training
11
Journal of banking & finance
11
Journal of financial economics
11
CESifo working papers
10
International Journal of Contemporary Hospitality Management
10
International Productivity Monitor
10
International review of financial analysis
10
Working Papers / Duke University, Department of Economics
9
World Bank - Discussion Papers
9
Worldwide Hospitality and Tourism Themes
9
International Journal of Physical Distribution & Logistics Management
8
International journal of financial engineering
8
Quantitative Finance
8
Technical Report
8
Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
8
Working paper
8
CEPR Discussion Papers
7
Competence Center Finanz- und Bankmanagement : ccfb
7
Discussion paper series / IZA
7
Finance research letters
7
IFS Report
7
IFS reports
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of economic dynamics & control
7
Journal of empirical finance
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Springer eBook Collection
7
more ...
less ...
Source
All
ECONIS (ZBW)
18
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Editorial for the special issue on financial engineering and risk management for JoE
Linton, Oliver
;
Zhang, Zhengjun
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10012139772
Saved in:
2
Special issue on financial engineering and risk management
Zhang, Zhengjun
(
ed.
);
Linton, Oliver
(
ed.
)
-
2019
Persistent link: https://www.econbiz.de/10012140255
Saved in:
3
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
4
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
5
Mutual excitation in Eurozone sovereign CDS
Aït-Sahalia, Yacine
;
Laeven, Roger J. A.
;
Pelizzon, Loriana
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 151-167
Persistent link: https://www.econbiz.de/10010506073
Saved in:
6
Learning, confidence, and option prices
Shaliastovich, Ivan
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 18-42
Persistent link: https://www.econbiz.de/10011498730
Saved in:
7
Asymptotic inference about predictive accuracy using high frequency data
Li, Jia
;
Patton, Andrew J.
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 223-240
Persistent link: https://www.econbiz.de/10011974659
Saved in:
8
Testing for self-excitation in
jumps
Boswijk, Herman Peter
;
Laeven, Roger J. A.
;
Yang, Xiye
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 256-266
Persistent link: https://www.econbiz.de/10011974668
Saved in:
9
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
10
Between data cleaning and inference : pre-averaging and robust estimators of the efficient price
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 242-262
Persistent link: https://www.econbiz.de/10011705124
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
