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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"The journal of futures markets"
~subject:"Statistical distribution"
~subject:"Zeitreihenanalyse"
~type_genre:"Sammelwerk"
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United States
Statistical distribution
Zeitreihenanalyse
Estimation
188
Schätzung
188
USA
82
Volatility
60
Volatilität
60
Theorie
39
Theory
39
Börsenkurs
37
Share price
37
Commodity derivative
34
Rohstoffderivat
34
Index futures
33
Index-Futures
33
Option pricing theory
33
Optionspreistheorie
33
Derivat
25
Derivative
25
Welt
25
World
25
Hedging
24
Forecasting model
23
Prognoseverfahren
23
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21
ARCH-Modell
21
Capital income
17
Efficient market hypothesis
17
Effizienzmarkthypothese
17
Kapitaleinkommen
17
Großbritannien
16
Option trading
16
Optionsgeschäft
16
United Kingdom
16
Statistische Verteilung
12
Stochastic process
12
Stochastischer Prozess
12
Risikoprämie
11
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11
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Article
95
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Article in journal
Sammelwerk
Aufsatz in Zeitschrift
95
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English
95
Author
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Wang, George H. K.
4
Sarno, Lucio
3
Ederington, Louis H.
2
Lim, Kian-Guan
2
Miffre, Joëlle
2
Shrestha, Keshab
2
Yau, Jot
2
Aboura, Sofiane
1
Adkins, Lee Chester
1
Agarwalla, Sobhesh Kumar
1
Ané, Thierry
1
Arisoy, Yakup Eser
1
Bali, Turan G.
1
Barkoulas, John T.
1
Benet, Bruce A.
1
Bierwag, Gerald O.
1
Bollen, Nicolas P. B.
1
Boyd, M. E.
1
Byun, Suk Joon
1
Cao, Charles Q.
1
Ch'oe, Pyŏng-uk
1
Chang, Chuang-chang
1
Chang, Kook-hyun
1
Chao, Wan-Ling
1
Chatrath, Arjun
1
Chen, Haiwei
1
Chen, Sheng-syan
1
Cho, Jang Hyung
1
Chou, Pin-huang
1
Christiansen, Charlotte
1
Christie-David, Rohan
1
Corrado, Charles Joseph
1
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1
Daigler, Robert T.
1
Daouk, Hazem
1
De Ville de Goyet, Cédric
1
DeBoyrie, Maria Eugenia
1
Denault, Michel
1
Dhaene, Geert
1
Dhanda, Kanwalroop K.
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The journal of futures markets
Applied economics
356
Applied economics letters
215
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
181
Journal of econometrics
181
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
172
The review of economics and statistics
172
Economic modelling
165
The American economic review
151
The journal of finance : the journal of the American Finance Association
148
Economics letters
143
Journal of applied econometrics
122
Applied financial economics
120
Journal of international money and finance
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
93
The review of financial studies
92
Energy economics
90
International journal of forecasting
89
International review of economics & finance : IREF
88
Journal of money, credit and banking : JMCB
87
Journal of banking & finance
86
The North American journal of economics and finance : a journal of financial economics studies
81
Journal of political economy
76
American economic journal : a journal of the American Economic Association
75
Journal of economic dynamics & control
74
Journal of financial and quantitative analysis : JFQA
74
Journal of macroeconomics
72
Journal of monetary economics
70
Southern economic journal
64
Econometric reviews
63
Journal of forecasting
63
Journal of financial economics
62
Journal of labor economics
62
Finance research letters
58
The quarterly journal of economics
56
Journal of empirical finance
54
Macroeconomic dynamics
54
American journal of agricultural economics
53
Economic inquiry : journal of the Western Economic Association International
53
International review of financial analysis
50
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ECONIS (ZBW)
95
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95
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1
Option prices for risk-neutral density estimation using nonparametric methods through big data and large-scale problems
Monteiro, Ana M.
;
Santos, António A. F.
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 152-171
Persistent link: https://www.econbiz.de/10012796300
Saved in:
2
Lottery and bubble stocks and the cross-section of option-implied tail risks
Agarwalla, Sobhesh Kumar
;
Saurav, Sumit
;
Varma, Jayanth Rama
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 231-249
Persistent link: https://www.econbiz.de/10012817879
Saved in:
3
Asymmetry in the permanent price impact of block purchases and sales : theory and empirical evidence
Frino, Alex
;
Mollica, Vito
;
Romano, Maria Grazia
;
Zhou, …
- In:
The journal of futures markets
37
(
2017
)
4
,
pp. 359-373
Persistent link: https://www.econbiz.de/10011950679
Saved in:
4
Informed trading in the options market and stock return predictability
Han, Joongho
;
Kim, Da-Hea
;
Byun, Suk Joon
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1053-1093
Persistent link: https://www.econbiz.de/10011950947
Saved in:
5
The skewness implied in the Heston model and its application
Zhang, Jin E.
;
Zhen, Fang
;
Sun, Xiaoxia
;
Zhao, Huimin
- In:
The journal of futures markets
37
(
2017
)
3
,
pp. 211-237
Persistent link: https://www.econbiz.de/10011669807
Saved in:
6
Forecasting stock return volatility : a comparison of GARCH, implied volatility, and realized volatility models
Kambouroudis, Dimos S.
;
McMillan, David G.
;
Tsakou, Katerina
- In:
The journal of futures markets
36
(
2016
)
12
,
pp. 1127-1163
Persistent link: https://www.econbiz.de/10011665507
Saved in:
7
Option pricing under skewness and kurtois using a Cornish-Fisher expansion
Aboura, Sofiane
;
Maillard, Didier
- In:
The journal of futures markets
36
(
2016
)
12
,
pp. 1194-1209
Persistent link: https://www.econbiz.de/10011665615
Saved in:
8
An early-exercise-probability perspective of American put options in the low-interest-rate era
Miao, Daniel Wei-Chung
;
Lee, Yung-Hsin
;
Chao, Wan-Ling
- In:
The journal of futures markets
35
(
2015
)
12
,
pp. 1154-1172
Persistent link: https://www.econbiz.de/10011546243
Saved in:
9
Implied risk neutral densities from option prices : hypergeometric, spline, lognormal, and edgeworth functions
Santos, André
;
Guerra, João
- In:
The journal of futures markets
35
(
2015
)
7
,
pp. 655-678
Persistent link: https://www.econbiz.de/10011405462
Saved in:
10
Psychological barriers and option pricing
Jang, Bong-Gyu
;
Kim, Changki
;
Kim, Kyeong Tae
;
Lee, Seungkyu
- In:
The journal of futures markets
35
(
2015
)
1
,
pp. 52-74
Persistent link: https://www.econbiz.de/10011346173
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