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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~person:"Jarrow, Robert A."
~subject:"Bewertung"
~subject:"Shock"
~subject:"Stochastic growth model"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Zeitreihenanalyse
Bewertung
Shock
Stochastic growth model
Theorie
Theory
139
CAPM
28
Time series analysis
21
Yield curve
17
Zinsstruktur
17
Bubbles
16
Spekulationsblase
16
Derivat
15
Derivative
15
Portfolio selection
15
Portfolio-Management
15
Credit risk
14
Kreditrisiko
14
Börsenkurs
13
Share price
13
USA
13
United States
13
Option pricing theory
11
Optionspreistheorie
11
Arbitrage
10
Einheitswurzeltest
10
Unit root test
10
Risiko
9
Risk
9
Structural break
8
Strukturbruch
8
Black-Scholes model
7
Black-Scholes-Modell
7
Estimation theory
7
Hedging
7
Martingal
7
Martingale
7
Risikomaß
7
Risk measure
7
Schätztheorie
7
Anleihe
5
Bond
5
Financial market
5
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2
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Article
138
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1
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Aufsatz in Zeitschrift
Article in journal
139
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Aufsatz im Buch
5
Book section
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Aufsatzsammlung
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English
139
Author
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Newbold, Paul
Jarrow, Robert A.
Beladi, Hamid
162
Pestieau, Pierre
159
Güth, Werner
155
Creedy, John
145
Phillips, Peter C. B.
144
Lai, Ching-chong
140
Thisse, Jacques-François
133
Nijkamp, Peter
130
Turnovsky, Stephen J.
125
Tirole, Jean
124
Marjit, Sugata
120
Cremer, Helmuth
119
Broll, Udo
118
Färe, Rolf
116
Long, Ngo Van
116
Mukherjee, Arijit
116
Lambertini, Luca
113
Frey, Bruno S.
112
Acemoglu, Daron
111
Laporte, Gilbert
106
Cheng, T. C. E.
102
Tsionas, Efthymios G.
102
Laffont, Jean-Jacques
101
Devereux, Michael B.
100
Stiglitz, Joseph E.
99
Gersbach, Hans
98
Kumbhakar, Subal
98
Miceli, Thomas J.
98
Shogren, Jason F.
97
Quiggin, John C.
96
Franses, Philip Hans
94
Lien, Da-hsiang Donald
93
Michel, Philippe
93
Sappington, David Edward Michael
93
Chao, Chi-Chur
92
Gupta, Rangan
92
Andersen, Torben M.
90
Bossert, Walter
90
Wirl, Franz
90
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Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Review of derivatives research
10
Finance research letters
6
Mathematics and financial economics
6
The quarterly journal of finance
6
Journal of financial and quantitative analysis : JFQA
5
Annual review of financial economics
4
Economics letters
4
Journal of banking & finance
4
Journal of econometrics
4
Oxford bulletin of economics and statistics
4
The journal of finance : the journal of the American Finance Association
4
The review of financial studies
4
Applied economics
3
Econometric theory
3
Finance and stochastics
3
International journal of theoretical and applied finance
3
The econometrics journal
3
Annals of finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of risk
2
Quantitative finance
2
Review of quantitative finance and accounting
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of fixed income
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in futures and options research : a research annual
1
Agricultural finance review
1
Applied financial economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
European finance review : the official journal of the European Finance Association
1
Financial analysts' journal : FAJ
1
International journal of forecasting
1
International journal of theoretical and applied finance : IJTAF
1
International review of financial analysis
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of applied econometrics
1
Journal of economic surveys
1
Journal of financial economics
1
Journal of financial markets
1
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ECONIS (ZBW)
139
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1
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139
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1
Index design : hedging and manipulation
Jarrow, Robert A.
;
Li, Siguang
- In:
The Quarterly Journal of Finance : QJF
12
(
2022
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10013367706
Saved in:
2
Applying the local martingale theory of bubbles to cryptocurrencies
Choi, Soon Hyeok
;
Jarrow, Robert A.
- In:
International journal of theoretical and applied …
25
(
2022
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10013371053
Saved in:
3
Inflation-adjusted bonds, swaps, and derivatives
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Annual review of financial economics
15
(
2023
),
pp. 449-471
Persistent link: https://www.econbiz.de/10014426345
Saved in:
4
A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10014320229
Saved in:
5
Media trading groups and short selling manipulation
Jarrow, Robert A.
;
Li, Siguang
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1035-1052
Persistent link: https://www.econbiz.de/10014321662
Saved in:
6
Interest rate swaps : a comparison of compounded daily versus discrete reference rates
Jarrow, Robert A.
;
Li, Siguang
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014266351
Saved in:
7
A practical guide to the valuation of coupon-bearing fixed income securities
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income : JFI
33
(
2023
)
1
,
pp. 80-87
Persistent link: https://www.econbiz.de/10014310203
Saved in:
8
High frequency trading and standard asset pricing models
Jarrow, Robert A.
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479259
Saved in:
9
Risk premia, asset price bubbles, and monetary policy
Jarrow, Robert A.
;
Lamichhane, Sujan
- In:
Journal of financial stability
60
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013455970
Saved in:
10
Funding shortages, expectations, and forward rate risk premium
Jarrow, Robert A.
;
Lamichhane, Sujan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1321-1341
Persistent link: https://www.econbiz.de/10013367902
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