//--> //--> //--> //-->
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:"Volatility"
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
Pricing currency options in th...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Theorie
175
Theory
175
Australien
119
Australia
117
Estimation
64
Schätzung
64
Time series analysis
54
Zeitreihenanalyse
54
Estimation theory
46
Schätztheorie
46
Bayesian inference
40
Financial crisis
40
Finanzkrise
40
Bayes-Statistik
39
Business cycle
37
Konjunktur
37
Forecasting model
36
Prognoseverfahren
36
USA
36
United States
36
Volatilität
35
Unemployment
33
Arbeitslosigkeit
28
Börsenkurs
28
Geldpolitik
28
Monetary policy
28
Share price
28
Schock
27
Shock
27
Stochastic process
26
Stochastischer Prozess
26
International financial market
22
Internationaler Finanzmarkt
22
Monte Carlo simulation
20
Monte-Carlo-Simulation
20
Arbeitsmobilität
19
Exchange rate
19
Labour mobility
19
Markov-Kette
19
more ...
less ...
Online availability
All
Free
18
Undetermined
5
CC license
1
Type of publication
All
Book / Working Paper
20
Article
15
Type of publication (narrower categories)
All
Arbeitspapier
19
Graue Literatur
19
Non-commercial literature
19
Working Paper
19
Article in journal
14
Aufsatz in Zeitschrift
14
Aufsatz im Buch
1
Book section
1
Forschungsbericht
1
more ...
less ...
Language
All
English
35
Author
All
Martin, Gael M.
26
Forbes, Catherine Scipione
15
Maneesoonthorn, Worapree
14
Martin, Vance
8
Lim, Guay C.
7
Frazier, David T.
5
Wright, Jill
5
Loiza-Maya, Ruben
4
Grose, Simone D.
2
McCabe, Brendan Peter Martin
2
McNelis, Paul D.
2
Ramírez Hassan, Andrés
2
Reidy, Andrew
2
Tang, Chrismin
2
Yao, Wenying
2
Dungey, Mardi H.
1
Harris, David
1
Leroux, Anke D.
1
Lye, Jenny N.
1
McCabe, Brendon P. M.
1
Ng, Jason
1
Olekalns, Nilss
1
Perera, Indeewara
1
Poskitt, Donald Stephen
1
Robert, Christian P.
1
Roberts, Christian P.
1
Soo Khoon Goh
1
St. John, Kathryn A.
1
Strickland, Chris
1
Teo, Leslie E.
1
Weerasinghe, Chaya
1
more ...
less ...
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
19
International journal of forecasting
2
Journal of applied econometrics
2
Journal of econometrics
2
Advances in Pacific Basin financial markets
1
Applied financial economics
1
Econometric reviews
1
Economic forecasting
1
Journal of Asian economics
1
Journal of emerging market finance
1
Journal of international economics
1
Macroeconomic dynamics
1
Quantitative economics : QE ; journal of the Econometric Society
1
Research paper / University of Melbourne, Department of Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The distribution of exchange rate returns and tahe pricing of currency opations
Lim, Guay C.
;
Lye, Jenny N.
;
Martin, Gael M.
;
Martin, Vance
- In:
Journal of international economics
45
(
1998
)
2
,
pp. 351-368
Persistent link: https://www.econbiz.de/10001395805
Saved in:
2
Pricing currency options in tranquil markets : modelling volatility frowns
Lim, Guay C.
;
Martin, Gael M.
;
Martin, Vance
-
2002
Persistent link: https://www.econbiz.de/10001704963
Saved in:
3
Forecasting large changes in exchange rates
Lim, Guay C.
;
Martin, Vance
- In:
Economic forecasting
,
(pp. 255-276)
.
2000
Persistent link: https://www.econbiz.de/10001515132
Saved in:
4
Endogenous jumping and asset price dynamics
Lim, Guay C.
;
Martin, Vance
;
Teo, Leslie E.
- In:
Macroeconomic dynamics
2
(
1998
)
2
,
pp. 213-237
Persistent link: https://www.econbiz.de/10001617645
Saved in:
5
Stock price fluctuations in Australia : the influence of Japanese and US markets
Lim, Guay C.
;
McNelis, Paul D.
-
1996
Persistent link: https://www.econbiz.de/10000931486
Saved in:
6
Stock price fluctuations in Australia : the influence of Japanese and US markets
Lim, Guay C.
- In:
Advances in Pacific Basin financial markets
4
(
1998
),
pp. 71-89
Persistent link: https://www.econbiz.de/10001250675
Saved in:
7
Deviations from uncovered interest parity in Malaysia
Soo Khoon Goh
;
Lim, Guay C.
;
Olekalns, Nilss
- In:
Applied financial economics
16
(
2006
)
10
,
pp. 745-759
Persistent link: https://www.econbiz.de/10003334987
Saved in:
8
A multifactor model of exchange rates with unanticipated shocks : measuring contagion in the East Asian currency crisis
Dungey, Mardi H.
;
Martin, Vance
- In:
Journal of emerging market finance
3
(
2004
)
3
,
pp. 305-330
Persistent link: https://www.econbiz.de/10002498316
Saved in:
9
News and expected returns in East Asian equity markets : the RV-GARCHM model
Martin, Vance
;
Tang, Chrismin
;
Yao, Wenying
- In:
Journal of Asian economics
57
(
2018
),
pp. 36-52
Persistent link: https://www.econbiz.de/10012102777
Saved in:
10
Forecasting the volatility of asset returns : the informational gains from option prices
Martin, Vance
;
Tang, Chrismin
;
Yao, Wenying
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 862-880
Persistent link: https://www.econbiz.de/10012792874
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->