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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Aït-Sahalia, Yacine"
~person:"Bollerslev, Tim"
~subject:"Prognoseverfahren"
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United States
Prognoseverfahren
Estimation
4
Schätzung
4
Theorie
4
Theory
4
USA
4
Estimation theory
2
Option pricing theory
2
Optionspreistheorie
2
Schätztheorie
2
1963-1998
1
1980-1985
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1990-2008
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1993
1
Börsenkurs
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CAPM
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Derivat
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Derivative
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Deutschland
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Exchange rate
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Geldmarkt
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Germany
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Index futures
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Index-Futures
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Risikoprämie
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Risk premium
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Statistical distribution
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Article in journal
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English
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Aït-Sahalia, Yacine
Bollerslev, Tim
Tate, Geoffrey
3
Titman, Sheridan
3
Baker, Malcolm
2
Bossaerts, Peter L.
2
Boudoukh, Jacob
2
Brennan, Michael J.
2
Duffie, Darrell
2
Easley, David
2
Evans, Martin D. D.
2
Fama, Eugene F.
2
Fleming, Jeff
2
French, Kenneth Ronald
2
Goetzmann, William N.
2
Graham, John R.
2
Jagannathan, Ravi
2
Li, Haitao
2
Malmendier, Ulrike
2
Nanda, Vikram
2
O'Hara, Maureen
2
Pástor, Ľuboš
2
Richardson, Matthew
2
Seru, Amit
2
Simutin, Mikhail
2
Singleton, Kenneth J.
2
Stambaugh, Robert F.
2
Timmermann, Allan
2
Wang, Yihui
2
Whaley, Robert E.
2
Whited, Toni Marion
2
Wurgler, Jeffrey
2
Zhou, Guofu
2
Zingales, Luigi
2
Aggarwal, Raj
1
Akbas, Ferhat
1
An, Byeong-Je
1
Andersen, Torben
1
Anderson, Ronald C.
1
Ang, Andrew
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The journal of finance : the journal of the American Finance Association
Journal of econometrics
5
Journal of financial economics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Annales d'économie et de statistique
1
Econometrics of imperfect competition
1
International economic review
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The review of financial studies
1
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ECONIS (ZBW)
4
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1
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
2
Transition densities for interest rate and other nonlinear diffusions
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1361-1395
Persistent link: https://www.econbiz.de/10001395770
Saved in:
3
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
Saved in:
4
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
Saved in:
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