//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Wirtschaftsuniversität Wien - Forschungsbezogene elektronische Publikationen"
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
Measuring systemic risk: A ris...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
English
1
Author
All
Lehar, Alfred
1
Scheicher, Martin
1
Schittenkopf, Christian
1
Published in...
All
Wirtschaftsuniversität Wien - Forschungsbezogene elektronische Publikationen
Journal of financial intermediation
4
Journal of banking & finance
3
Finanzmarktstabilitätsbericht
2
Journal of Banking & Finance
2
Journal of Financial Intermediation
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Review of finance : journal of the European Finance Association
2
Staff working paper / Bank of Canada
2
Working Papers / Oesterreichische Nationalbank
2
Bank of Canada Staff Working Paper
1
Bank of Canada Working Paper
1
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen
1
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
1
Computing in Economics and Finance 2000
1
EFA 2003 Annual Conference Paper
1
Financial Stability Report
1
Financial markets and portfolio management
1
Finanzmarkt und Portfolio-Management
1
International Economics and Economic Policy
1
International Journal of Central Banking
1
International economics and economic policy : IEEP
1
Journal of financial stability
1
MPRA Paper
1
Management Science
1
Review of Finance
1
The review of financial studies
1
Wirtschaftsuniversität Wien - Institut für Informationsverarbeitung und -wirtschaft - SFB Adaptive Information Systems and Modelling in Economics and Management Science
1
Working Paper
1
Working Papers / Bank of Canada
1
Working paper
1
Working papers / Bank for International Settlements
1
more ...
less ...
Source
All
USB Cologne (business full texts)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
GARCH vs stochastic volatility : Option pricing and risk management
Lehar, Alfred
;
Scheicher, Martin
;
Schittenkopf, Christian
-
2001
This paper analyzes the out-of-sample performance of two common extensions of the Black-Scholes framework, namely a GARCH and a stochastic volatility option pricing model.
Persistent link: https://www.econbiz.de/10005841617
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->