//--> //--> //-->
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
~person:"Klüppelberg, Claudia"
~subject:"stochastic 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
Search: subject:"Continuous Time"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
stochastic volatility
Lévy process
4
CARMA model
2
COGARCH
2
Continuous time linear model
2
Electricity futures prices
2
Electricity spot prices
2
Risk premium
2
Robust filter
2
Stable CARMA process
2
Commodity derivative
1
Continuous-time GARCH model
1
Derivat
1
Derivative
1
Electric power industry
1
Electricity price
1
Elektrizitätswirtschaft
1
GARCH
1
GARCH process
1
Independently scattered
1
Infinite divisibility
1
L_evy process
1
Lévy basis
1
Option pricing theory
1
Optionspreistheorie
1
Random measure
1
Risikoprämie
1
Rohstoffderivat
1
Spot market
1
Spotmarkt
1
Stationarity
1
Stochastic process
1
Stochastic volatility process
1
Stochastischer Prozess
1
Strompreis
1
Sup-CO-GARCH
1
Superposition
1
Time series analysis
1
Zeitreihenanalyse
1
continuous time GARCH
1
continuous time GARCH process
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Working Paper
1
Language
All
English
1
Author
All
Klüppelberg, Claudia
Gentle, James E.
4
Härdle, Wolfgang Karl
4
McAleer, Michael
4
Haug, Stephan
3
Ishida, Isao
3
Oya, Kosuke
3
Alòs, Elisa
2
Czado, Claudia
2
Gao, Jiti
2
Mori, Yuichi
2
Brockhaus, Oliver
1
CHACKO, George
1
Casas, Isabel
1
Collin-Dufresne, Pierre
1
Creel, Michael
1
Dubois, Mathieu
1
Elhouar, Mikael
1
Fos, Vyacheslav
1
Gapeev, Pavel V.
1
Harvey, Andrew
1
Haslip, Gareth G.
1
Ishida, Ishida, I.
1
Kaishev, Vladimir K.
1
Kirkby, J. Lars
1
Kristensen, Dennis
1
Leitao, Álvaro
1
Lindner, A.
1
Melenberg, Bertrand
1
Ortiz-Garcia, Luis
1
Oya, Oya, K.
1
Park, Joon Y.
1
VICEIRA, Luis M.
1
Valchev, Stoyan
1
Werker, Bas
1
Zapp, M.
1
more ...
less ...
Published in...
All
Discussion Paper
1
Source
All
EconStor
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Estimating the COGARCH(1,1) model: a first go
Haug, Stephan
;
Klüppelberg, Claudia
;
Lindner, A.
;
Zapp, M.
-
2005
We suggest moment estimators for the parameters of a
continuous
time
GARCH(1,1) process based on equally spaced …
Persistent link: https://www.econbiz.de/10010332972
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->