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
~subject:"Großbritannien"
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
Modelling S&P 100 Volatility :...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Großbritannien
Theorie
65
Theory
65
Volatilität
59
Volatility
58
Optionspreistheorie
39
Option pricing theory
38
Börsenkurs
33
Capital income
33
Kapitaleinkommen
33
Share price
32
Forecasting model
23
Portfolio selection
23
Portfolio-Management
23
Prognoseverfahren
23
Estimation
20
Schätzung
20
Zeitreihenanalyse
20
USA
19
United States
17
Hedging
16
Human Resource Management
16
Kreditrisiko
16
Personalmanagement
16
Time series analysis
16
Credit risk
15
Optionsgeschäft
15
United Kingdom
15
ARCH-Modell
14
Option trading
14
ARCH model
13
Estimation theory
13
Schätztheorie
13
Statistische Verteilung
13
Australien
12
Derivat
12
Derivative
12
Statistical distribution
12
Aktienmarkt
11
Australia
11
more ...
less ...
Type of publication
All
Article
9
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Arbeitspapier
2
Graue Literatur
2
Lehrbuch
2
Non-commercial literature
2
Textbook
2
Working Paper
2
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
15
Undetermined
1
Author
All
Taylor, Stephen
10
Poon, Ser-Huang
4
Taylor, Stephen J.
2
Areal, Nelson M. P. C.
1
Atkinson, Carol
1
Callaghan, James
1
Cole, G. D. H.
1
Cole, Margaret
1
Diamond, John
1
Durbin, F. M.
1
Finberg, H. P. R.
1
Hall, Laura
1
Hardie, Frank
1
Hinden, Rita
1
Martens, Martin
1
Morrison, Herbert
1
Munro, Donald
1
Nicolson, Harold
1
Pigott, Stuart
1
Roberts, Ben
1
Rockinger, Michael
1
Thirsk, Joan
1
Torrington, Derek
1
Twan, Jonathan
1
Young, Michael
1
more ...
less ...
Institution
All
Chartered Institute of Personnel and Development <London>
1
Published in...
All
Discussion paper / the Pensions Institute, Birkbeck College, University of London
2
Journal of banking & finance
2
European financial management : the journal of the European Financial Management Association
1
Handbook of international credit management
1
Journal of financial and quantitative analysis : JFQA
1
Reward management : a critical text
1
Special issue on European capital markets
1
The European journal of finance
1
The journal of futures markets
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stock returns and volatility : an empirical study of the UK stock market
Poon, Ser-Huang
- In:
Journal of banking & finance
16
(
1992
)
1
,
pp. 37-59
Persistent link: https://www.econbiz.de/10001330028
Saved in:
2
Stock index and price dynamics in the UK and the US : new evidence from a trading rule and statistical analysis
Taylor, Stephen
- In:
The European journal of finance
6
(
2000
)
1
,
pp. 39-69
Persistent link: https://www.econbiz.de/10001526033
Saved in:
3
The role of occupational pension schemes in employer reward strategies : evidence from the Uk
Taylor, Stephen
-
1998
Persistent link: https://www.econbiz.de/10001489231
Saved in:
4
By accident or design? : The case of occupational pension schemes in the formation of employer reward strategy
Taylor, Stephen
-
1998
Persistent link: https://www.econbiz.de/10001489233
Saved in:
5
The realized volatility of FTSE-100 futures prices
Areal, Nelson M. P. C.
;
Taylor, Stephen
- In:
The journal of futures markets
22
(
2002
)
7
,
pp. 627-648
Persistent link: https://www.econbiz.de/10001678555
Saved in:
6
Persistence and mean reversion in UK stock returns
Poon, Ser-Huang
- In:
European financial management : the journal of the …
2
(
1996
)
2
,
pp. 169-196
Persistent link: https://www.econbiz.de/10001205668
Saved in:
7
Returns synchronization and daily correlation dynamics between international stock markets
Martens, Martin
;
Poon, Ser-Huang
- In:
Journal of banking & finance
25
(
2001
)
10
,
pp. 1805-1827
Persistent link: https://www.econbiz.de/10001608846
Saved in:
8
Extreme value dependence in financial markets : diagnostics, models, and financial implications
Poon, Ser-Huang
;
Rockinger, Michael
;
Twan, Jonathan
- In:
The review of financial studies
17
(
2004
)
2
,
pp. 581-610
Persistent link: https://www.econbiz.de/10002028108
Saved in:
9
Insolvency law
Taylor, Stephen J.
- In:
Handbook of international credit management
,
(pp. 340-350)
.
2001
Persistent link: https://www.econbiz.de/10003037527
Saved in:
10
Tests of the random walk hypothesis against a price-trend hypothesis
Taylor, Stephen J.
- In:
Journal of financial and quantitative analysis : JFQA
17
(
1982
)
1
,
pp. 37-61
Persistent link: https://www.econbiz.de/10002902545
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
