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subject:"United States"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business"
~person:"Engle, Robert F."
~person:"Pereira, T. Themido"
~source:"econis"
~subject:"Anlageverhalten"
~subject:"Asymmetric information"
~subject:"Economic growth"
~subject:"Estimation theory"
~subject:"Hedging"
~subject:"Schätztheorie"
~subject:"Theorie"
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United States
Anlageverhalten
Asymmetric information
Economic growth
Estimation theory
Hedging
Schätztheorie
Theorie
Theory
6
Estimation
4
Option pricing theory
4
Optionspreistheorie
4
Schätzung
4
1982-1996
2
1992-1996
2
Behavioural finance
2
Black-Scholes model
2
Black-Scholes-Modell
2
Capital income
2
Kapitaleinkommen
2
USA
2
Volatility
2
Volatilität
2
Yield curve
2
Zinsstruktur
2
Probability theory
1
Sampling
1
Stichprobenerhebung
1
Wahrscheinlichkeitsrechnung
1
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Book / Working Paper
6
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Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
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English
6
Author
All
Engle, Robert F.
Pereira, T. Themido
Nijkamp, Peter
35
Rietveld, Piet
19
Bergh, Jeroen C. J. M. van den
14
Dekker, Rommert
14
Zhang, Shuzhong
13
Verhoef, Erik T.
12
Sturm, Jos F.
11
Franses, Philip Hans
9
Haan, Laurens de
9
Houba, Harold
9
Rosenberg, Joshua V.
9
Winden, Frans A. A. M. van
9
Vries, Casper G. de
8
Frenk, Johannes G.
7
Kleijn, Marcel J.
7
Laan, Gerard van der
7
Sundaram, Rangarajan K.
7
Acharya, Viral V.
6
Berg, Gerard J. van den
6
Boot, Arnoud W. A.
6
Dijk, Herman K. van
6
Sonnemans, Joep
6
Daníelsson, Jón
5
Dijk, Frans van
5
Frijters, Paul
5
Janssen, Maarten C. W.
5
Perotti, Enrico C.
5
Reggiani, Aura
5
Ridder, Geert
5
Shapiro, Alex
5
Sloof, Randolph
5
Başak, Suleyman
4
Berkelaar, Arjan B.
4
Hommes, Cars H.
4
Kandelaars, Patricia P. A. A. H.
4
Kiviet, J. F.
4
Kleibergen, Frank
4
Li, Kai
4
Lucas, André
4
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Discussion paper / Tinbergen Institute / Tinbergen Institute
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
Discussion paper / Department of Economics, University of California San Diego
16
Working paper / National Bureau of Economic Research, Inc.
13
NBER Working Paper
7
NBER working paper series
7
Working paper series / University of Zurich, Department of Economics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Handbooks in economics
4
Advanced texts in econometrics
3
Journal of econometrics
3
Discussion paper / Tinbergen Institute
2
Journal of applied econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of monetary economics
2
Journal of urban economics
2
NBER technical working paper series
2
Restoring financial stability : how to repair a failed system
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
Advances in futures and options research : a research annual
1
Chung-hua series of lectures by invited eminent economists
1
Discussion paper series / Harvard Institute of Economic Research
1
Econometric theory
1
Econometrics : open access journal
1
Financial analysts journal : FAJ
1
Georgetown McDonough School of Business Research Paper
1
HKUST Business School Research Paper
1
Handbook of econometrics : volume 2
1
Handbook of econometrics ; Vol. 2
1
Handbook of econometrics ; Vol. 4
1
Jingji-lunwen
1
Journal of banking & finance
1
Journal of economic literature
1
Journal of financial economics
1
Journal of financial markets
1
Journal of forecasting
1
Journal of international money and finance
1
NYU Working Paper
1
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ECONIS (ZBW)
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1
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001448004
Saved in:
2
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1999
Persistent link: https://www.econbiz.de/10001448019
Saved in:
3
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1998
Persistent link: https://www.econbiz.de/10000982921
Saved in:
4
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
Saved in:
5
Estimating the index of a stable distribution
Haan, Laurens de
;
Pereira, T. Themido
-
1997
Persistent link: https://www.econbiz.de/10000959255
Saved in:
6
A bootstrap-based method to achieve optimality in estimating the extreme-value index
Haan, Laurens de
;
Peng, Liang
;
Pereira, T. Themido
-
1997
Persistent link: https://www.econbiz.de/10000970300
Saved in:
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