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
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
Fast filtering with large opti...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
224
Theory
223
China
170
Volatility
91
Volatilität
88
Deutschland
77
Germany
76
ARCH-Modell
75
ARCH model
74
Option pricing theory
72
Optionspreistheorie
72
Bayesian inference
63
Forecasting model
62
Prognoseverfahren
62
Capital income
61
Kapitaleinkommen
61
USA
61
United States
61
Consumer behaviour
58
Konsumentenverhalten
58
Estimation
56
Schätzung
56
Time series analysis
56
Zeitreihenanalyse
55
Risiko
54
Risk
54
CAPM
47
Risikoprämie
47
Risk premium
47
India
46
Indien
46
Bayes-Statistik
45
Börsenkurs
45
Share price
45
Innovation
42
Gesetzliche Krankenversicherung
40
Public health insurance
39
Portfolio selection
33
Portfolio-Management
33
Competition
31
more ...
less ...
Online availability
All
Undetermined
574
Free
479
CC license
25
Type of publication
All
Article
891
Book / Working Paper
519
Journal
1
Type of publication (narrower categories)
All
Article in journal
704
Aufsatz in Zeitschrift
704
Working Paper
160
Graue Literatur
158
Non-commercial literature
158
Arbeitspapier
156
Aufsatz im Buch
41
Book section
41
Aufsatzsammlung
20
Collection of articles of several authors
12
Sammelwerk
12
Hochschulschrift
7
Advisory report
5
Gutachten
5
Thesis
5
Conference paper
4
Konferenzbeitrag
4
Festschrift
2
research-article
2
Amtsdruckschrift
1
Article
1
Bibliografie enthalten
1
Bibliography included
1
Case study
1
Collection of articles written by one author
1
Congress Report
1
Fallstudie
1
Forschungsbericht
1
Government document
1
Guidebook
1
Ratgeber
1
Reprint
1
Sammlung
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
1,100
Undetermined
213
German
95
French
5
Chinese
1
Author
All
Jacobs, Kris
237
Liu, Yanyan
118
Rombouts, Jeroen V. K.
110
Jacobs, Klaus
98
Christoffersen, Peter F.
78
Liu, Y.
69
Christoffersen, Peter
66
Liu, Yang
64
Liu, Yipeng
64
Bauwens, Luc
57
Dufays, Arnaud
54
Liu, Yingchun
54
Cheng, Ping
32
Lin, Zhenguo
31
Liu, Yi
31
Liu, Yezheng
30
Liu, Ying
29
Deininger, Klaus W.
28
Yamauchi, Futoshi
24
Stentoft, Lars
22
Barrett, Christopher B.
21
Ornthanalai, Chayawat
21
Lin, Zhenguo (Len)
20
Liu, Yanping
20
Bouezmarni, Taoufik
19
Liu, Yizao
19
Rombouts, Jeroen
18
Liu, Yunan
16
Xing, Yijun
16
Yi, Liu
16
Greß, Stefan
15
Heston, Steven L.
15
Liu, Yu
15
Doshi, Hitesh
14
Feunou, Bruno
14
Jiang, Yuanchun
14
Violante, Francesco
14
Cooper, Cary
13
Jacobs, K.
13
Karoui, Lotfi
13
more ...
less ...
Institution
All
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
23
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
22
School of Economics and Management, University of Aarhus
17
Wissenschaftliches Institut der AOK
4
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
3
National Bureau of Economic Research
3
Schattauer GmbH
3
Springer-Verlag GmbH
3
Bank of Canada
2
Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin
2
Departamento de Economía, Universidad Carlos III de Madrid
2
Econometric Society
2
Econometrisch Instituut <Rotterdam>
2
Institut für Gesundheits- und Sozialforschung
2
International Food Policy Research Institute
2
Society for Computational Economics - SCE
2
World Bank
2
Bundesministerium für Gesundheit
1
Center for Operations Research and Econometrics <Louvain-la-Neuve>
1
Centre de Recherche en Économie Appliquée (CREA), Faculté de droit, d'économie et de finance
1
Department of Economics and Finance, College of Business and Economics
1
Deutschland / Bundesministerium für Gesundheit
1
Economics Department, University of Strathclyde
1
Edward Elgar Publishing
1
European Association of Agricultural Economists - EAAE
1
Friedrich-Ebert-Stiftung / Gesprächskreis Arbeit und Soziales
1
Gesellschaft für Sozialen Fortschritt
1
IBRD Development Research Group
1
Institut d'Économie Appliquée, HEC Montréal (École des Hautes Études Commerciales)
1
Institut für Wirtschaftsinformatik <Göttingen>
1
Institute for Financial Research (SIFR)
1
International Institute for Applied Systems Analysis (IIASA)
1
London School of Economics and Political Science
1
Nationale Bank van België/Banque national de Belqique (BNB)
1
Springer-Verlag
1
Taylor and Francis.
1
University of Strathclyde / Department of Economics
1
more ...
less ...
Published in...
All
CORE discussion papers : DP
24
CIRANO Working Papers
23
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
23
CORE Discussion Papers
22
IFPRI discussion paper
21
CREATES research paper
19
CREATES Research Papers
17
Finance research letters
17
Journal of financial economics
16
The review of financial studies
15
Journal of business research : JBR
13
Asian business & management
12
CORE discussion paper : DP
12
IFPRI Discussion Paper
12
International journal of production research
12
Journal of econometrics
11
Pflege-Report ...
11
Arbeit und Sozialpolitik : Zeitschrift für das gesamte Gesundheitswesen
10
European journal of operational research : EJOR
10
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of financial and quantitative analysis : JFQA
9
Policy research working paper : WPS
9
The European Physical Journal B - Condensed Matter and Complex Systems
9
International review of economics & finance : IREF
8
Journal of banking & finance
8
Journal of retailing and consumer services
8
Rotman School of Management Working Paper
8
The journal of real estate research
8
Transportation research / E : an international journal
8
Working papers / Financial Institutions Center
8
Gesundheits- und Sozialpolitik : Zeitschrift für das gesamte Gesundheitswesen
7
International business review : the official journal of the European International Business Academy
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Operations research
7
Pacific-Basin finance journal
7
The journal of real estate finance and economics
7
Economics letters
6
International journal of forecasting
6
International journal of production economics
6
more ...
less ...
Source
All
ECONIS (ZBW)
1,170
RePEc
155
OLC EcoSci
65
Other ZBW resources
10
EconStor
5
BASE
4
USB Cologne (business full texts)
2
more ...
less ...
Showing
31
-
40
of
1,411
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
On marginal likelihood computation in change-point models
Bauwens, Luc
;
Rombouts, Jeroen V. K.
-
2009
Persistent link: https://www.econbiz.de/10003965962
Saved in:
32
A nonparametric copula based test for conditional independence with applications to granger causality
Bouezmarni, Taoufik
;
Rombouts, Jeroen V. K.
;
Taamouti, …
-
2009
Persistent link: https://www.econbiz.de/10003971763
Saved in:
33
Option pricing with asymmetric heteroskedastic normal mixture models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2010
Persistent link: https://www.econbiz.de/10008651682
Saved in:
34
On the forecasting accuracy of multivariate GARCH models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2010
Persistent link: https://www.econbiz.de/10008648891
Saved in:
35
Multivariate option pricing with time varying volatility and correlations
Rombouts, Jeroen V. K.
;
Stent, Lars
-
2010
Persistent link: https://www.econbiz.de/10008648918
Saved in:
36
The value of multivariate model sophistication : an application to pricing Dow Jones industrial average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009485768
Saved in:
37
Multivariate option pricing with time varying volatility and correlations
Rombouts, Jeroen V. K.
;
Stentoft, Lars
- In:
Journal of banking & finance
35
(
2011
)
9
,
pp. 2267-2281
Persistent link: https://www.econbiz.de/10009247226
Saved in:
38
The value of multivariate model sophistication : an application to pricing Dow Jones Industrial Average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009504643
Saved in:
39
The value of multivariate model sophistication : an application to pricing Dow Jones Industrial Average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Franceso
- In:
International journal of forecasting
30
(
2013
)
1
,
pp. 78-98
Persistent link: https://www.econbiz.de/10010247010
Saved in:
40
On the forecasting accuracy of multivariate GARCH models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 934-955
Persistent link: https://www.econbiz.de/10010219744
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
