//--> //--> //--> //-->
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
source:"econis"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Aït-Sahalia, Yacine"
~person:"Chang, Chia-Lin"
~person:"Pelger, Markus"
~person:"Xiu, Dacheng"
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_exact:"Estimation"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Estimation
11
Schätzung
11
Volatility
8
Volatilität
8
Capital income
6
Kapitaleinkommen
6
Theorie
6
Theory
6
Börsenkurs
4
CAPM
4
Portfolio selection
4
Portfolio-Management
4
Share price
4
Time series analysis
4
Zeitreihenanalyse
4
ARCH model
3
ARCH-Modell
3
Estimation theory
3
Factor analysis
3
Faktorenanalyse
3
High-dimensional data
3
Schätztheorie
3
Swap
3
Factor model
2
Forecasting model
2
High-frequency data
2
Latent factor model
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Option pricing theory
2
Optionspreistheorie
2
PCA
2
Prognoseverfahren
2
12-Month variance futures
1
3-Month variance futures
1
Aktienindex
1
Analysis of variance
1
Anomalies
1
Approximate factor model
1
Asynchronous data
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Aït-Sahalia, Yacine
Chang, Chia-Lin
Pelger, Markus
Xiu, Dacheng
Todorov, Viktor
14
Gupta, Rangan
12
Tauchen, George Eugene
9
Bollerslev, Tim
8
Linton, Oliver
8
Phillips, Peter C. B.
8
Su, Liangjun
8
Kang, Sang Hoon
7
Zhu, Huiming
7
Hau, Liya
6
Koop, Gary
6
Mensi, Walid
6
Andersen, Torben
5
Gao, Jiti
5
Ghysels, Eric
5
Kim, Donggyu
5
Li, Jia
5
Lu, Xun
5
McAleer, Michael
5
Pierdzioch, Christian
5
Zakoïan, Jean-Michel
5
Baltagi, Badi H.
4
Callaway, Brantly
4
Chen, Mei-Ping
4
Dai, Zhifeng
4
Francq, Christian
4
Gouriéroux, Christian
4
Heckman, James J.
4
Hsiao, Cheng
4
Li, Kunpeng
4
Park, Joon Y.
4
Pesaran, M. Hashem
4
Salisu, Afees A.
4
Sasaki, Yuya
4
Shin, Yongcheol
4
Wang, Wendun
4
Xuan Vinh Vo
4
Yoon, Seong-min
4
more ...
less ...
Published in...
All
Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
19
Working paper
14
Discussion paper / Tinbergen Institute
5
Working paper / National Bureau of Economic Research, Inc.
5
Chicago Booth Research Paper
4
NBER working paper series
4
International review of economics & finance : IREF
2
NBER Working Paper
2
Research paper series / Swiss Finance Institute
2
Swiss Finance Institute Research Paper
2
The journal of finance : the journal of the American Finance Association
2
Annales d'économie et de statistique
1
Applied economics
1
CEA_372Cass working paper series
1
Discussion paper / Centre for Economic Policy Research
1
Discussion papers / CEPR
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics of imperfect competition
1
Energy economics
1
International journal of forecasting
1
Journal of financial economics
1
Journal of political economy
1
Nouvelle série
1
Risks : open access journal
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Korean economic review
1
Tourism economics : the business and finance of tourism and recreation
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
11
-
11
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
Do option markets correctly price the probabilities of movement of the underlying asset?
Aït-Sahalia, Yacine
;
Wang, Yubo
;
Yared, Francis
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 67-110
Persistent link: https://www.econbiz.de/10001575286
Saved in:
First
Prev
1
2
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->