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subject:"Portfolio-Management"
subject:"USA"
~isPartOf:"Econometric theory"
~person:"Arrow, Kenneth Joseph"
~person:"Hildreth, William Bartley"
~person:"Morgan, Mary S."
~person:"Satchell, Stephen"
~subject:"Econometric model"
~subject:"Kapitalmarkt"
~subject:"Mathematik"
~subject:"Theory"
~subject:"Wirtschaftspolitik"
~subject:"Ökonometrie"
~subject:"Ökonometrisches Modell"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
~type_genre:"Bibliography included"
~type_genre:"Collection of articles of several authors"
~type_genre:"Reprint"
~type_genre:"Sammelwerk"
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Portfolio-Management
USA
Econometric model
Kapitalmarkt
Mathematik
Theory
Wirtschaftspolitik
Ökonometrie
Ökonometrisches Modell
Estimation theory
4
Schätztheorie
4
Theorie
4
Black-Scholes model
1
Black-Scholes-Modell
1
Multivariate Verteilung
1
Multivariate distribution
1
Statistical distribution
1
Statistische Verteilung
1
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4
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Bibliografie enthalten
Bibliography included
Collection of articles of several authors
Reprint
Sammelwerk
Article in journal
4
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English
4
Author
All
Arrow, Kenneth Joseph
Hildreth, William Bartley
Morgan, Mary S.
Satchell, Stephen
Phillips, Peter C. B.
30
Saikkonen, Pentti
16
Linton, Oliver
13
Taylor, Robert
11
Xiao, Zhijie
11
Andrews, Donald W. K.
10
Lee, Lung-fei
10
Florens, Jean-Pierre
9
Hong, Yongmiao
9
Lütkepohl, Helmut
9
Wang, Qiying
9
Abadir, Karim Maher
8
Jong, Robert M. de
8
Lieberman, Offer
8
Perron, Pierre
8
Horváth, Lajos
7
Park, Joon Y.
7
Pötscher, Benedikt M.
7
Robinson, Peter M.
7
Tanaka, Katsuto
7
White, Halbert
7
Anatolyev, Stanislav
6
Bierens, Herman J.
6
Chambers, Marcus J.
6
Davidson, James E. H.
6
Härdle, Wolfgang
6
Leybourne, Stephen James
6
Whang, Yoon-jae
6
Wooldridge, Jeffrey M.
6
Zakoïan, Jean-Michel
6
Choi, In
5
Fan, Yanqin
5
Gouriéroux, Christian
5
Hahn, Jinyong
5
Harris, David
5
Hidalgo, Javier
5
Johansen, Søren
5
Knight, John L.
5
Li, Qi
5
Nabeya, Seiji
5
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Econometric theory
Handbooks in economics
9
The European journal of finance
7
Environment and development economics
5
Applied financial economics
4
IEA conference volume
4
Quantitative finance
4
Quantitative finance series
4
Economic modelling
3
History of political economy
3
Journal of banking & finance
3
Applied mathematical finance
2
Australian journal of management
2
Economics letters
2
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
2
Journal of time series econometrics
2
Social choice re-examined
2
The economic journal : the journal of the Royal Economic Society
2
The journal of economic perspectives : EP ; a journal of the American Economic Association
2
The journal of portfolio management : JPM
2
ASPA classics
1
An Elgar reference collection
1
Annual review of economics
1
Best papers proceedings
1
Bulletin of economic research
1
Butterworth-Heinemann finance
1
Cambridge working papers in economics
1
Cambridge-INET working papers
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1
Econometric reviews
1
Econometrics : open access journal
1
Economic & financial modelling : a journal of the European Economics and Financial Centre
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Economie publique : revue de l'Institut d'Economie Publique
1
El trimestre económico / Lecturas
1
Elsevier finance
1
Empirica : journal of european economics
1
Empirical models and policy making
1
European journal of operational research : EJOR
1
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ECONIS (ZBW)
4
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1
The Bernstein copula and its applications to modelling and approximations of multivariate distributions
Sancetta, Alessio
;
Satchell, Stephen
- In:
Econometric theory
20
(
2004
)
3
,
pp. 535-562
Persistent link: https://www.econbiz.de/10002068268
Saved in:
2
Existence of unbiased estimators of the Black Scholes option price, other derivatives, and hedge ratios
Knight, John L.
- In:
Econometric theory
13
(
1997
)
6
,
pp. 791-807
Persistent link: https://www.econbiz.de/10001236167
Saved in:
3
Asymptotic expansions for random walks with normal errors
Knight, John L.
- In:
Econometric theory
9
(
1993
)
3
,
pp. 363-376
Persistent link: https://www.econbiz.de/10001151129
Saved in:
4
Asymptotic properties of the maximum-likelihood and nonlinear least-squares estimators for noninvertible moving average models
Tanaka, Katsuto
- In:
Econometric theory
5
(
1989
)
3
,
pp. 333-353
Persistent link: https://www.econbiz.de/10001079352
Saved in:
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