//--> //--> //-->
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
subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of financial economics"
~person:"Andersen, Torben"
~person:"Engle, Robert F."
~subject:"Measurement"
~subject:"Prognoseverfahren"
~subject:"Systemic risk"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
United States
Measurement
Prognoseverfahren
Systemic risk
Capital income
2
Estimation
2
Kapitaleinkommen
2
Option pricing theory
2
Optionspreistheorie
2
Schätzung
2
1992-1996
1
Anlageverhalten
1
Behavioural finance
1
Black-Scholes model
1
Black-Scholes-Modell
1
CAPM
1
Extreme events
1
Forecasting model
1
Jumps
1
Option pricing
1
Return predictability
1
Risiko
1
Risikoaversion
1
Risikoprämie
1
Risk
1
Risk aversion
1
Risk premia
1
Risk premium
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
1
Theorie
1
Theory
1
USA
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Andersen, Torben
Engle, Robert F.
Bali, Turan G.
3
Bollerslev, Tim
3
Lo, Andrew W.
3
Moskowitz, Tobias J.
3
Nagel, Stefan
3
Todorov, Viktor
3
Bai, Jennie
2
Bandi, Federico M.
2
Booth, James R.
2
Brown, Stephen J.
2
Campbell, John Y.
2
Frazzini, Andrea
2
Hong, Harrison G.
2
Huang, Shiyang
2
Kelly, Bryan T.
2
Kimmel, Robert
2
Lamont, Owen A.
2
Lin, Tse-Chun
2
Malmendier, Ulrike
2
Paye, Bradley S.
2
Pedersen, Lasse Heje
2
Santa-Clara, Pedro
2
Scaillet, Olivier
2
Stein, Jeremy C.
2
Tamoni, Andrea
2
Valkanov, Rossen I.
2
Whitelaw, Robert F.
2
Xiang, Hong
2
Zhou, Guofu
2
Albuquerque, Rui
1
Amaya, Diego
1
Asness, Cliff
1
Audrino, Francesco
1
Avdis, Efstathios
1
Aït-Sahalia, Yacine
1
Bajgrowicz, Pierre
1
Baker, Malcolm
1
Baltussen, Guido
1
Bao, Jack
1
more ...
less ...
Published in...
All
Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
15
Discussion paper / Department of Economics, University of California San Diego
10
Journal of econometrics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
NBER Working Paper
3
NBER working paper series
3
The journal of finance : the journal of the American Finance Association
3
Discussion paper / Centre for Economic Policy Research
2
Journal of financial markets
2
Journal of monetary economics
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Working papers / Financial Institutions Center
2
American Economic Review papers and proceedings
1
CFS working paper series
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Economic inquiry : journal of the Western Economic Association International
1
Forecasting volatility in the financial markets
1
Global COE Hi-Stat discussion paper series
1
International economic review
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic literature
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Review of derivatives research
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The review of financial studies
1
The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
1
Working paper series / Czech National Bank
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
2
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
- In:
Journal of financial economics
64
(
2002
)
3
,
pp. 341-372
Persistent link: https://www.econbiz.de/10001687813
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->