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subject:"Volatility"
~institution:"Boston College / Department of Economics"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Ozkan, Neslihan"
~person:"Wang, Qihua"
~subject:"Betriebsgröße"
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Volatility
Betriebsgröße
Estimation
2
Schätzung
2
Volatilität
2
Black-Scholes model
1
Black-Scholes-Modell
1
Business cycle
1
Deutschland
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Germany
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Index futures
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Index-Futures
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Kleinste-Quadrate-Methode
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Least squares method
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Lieferantenkredit
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Option pricing theory
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Optionspreistheorie
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Theory
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Trade credit
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English
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Ozkan, Neslihan
Wang, Qihua
Herwartz, Helmut
4
Härdle, Wolfgang
4
Fengler, Matthias R.
3
Hafner, Christian M.
2
Teyssière, Gilles
2
Baum, Christopher F.
1
Brüggemann, Imke
1
Caglayan, Mustafa
1
Cybakov, Aleksandr B.
1
Dankenbring, Henning
1
Feldmann, David
1
Hoffmann, Marc
1
Jaschke, Stefan R.
1
Kleinow, Torsten
1
Korostelev, Aleksandr P.
1
Lepskii, Oleg V.
1
Logeay, Camille
1
Nautz, Dieter
1
Nilsen, Øivind Anti
1
Platen, Eckhard
1
Reimers, Hans-Eggert
1
Salvanes, Kjell G.
1
Schiantarelli, Fabio
1
Schmidt, Peter
1
Spokojnyj, Vladimir G.
1
Winter, Joachim
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Boston College / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
Deutsches Institut für Wirtschaftsforschung
1
Zentrum für Europäische Wirtschaftsforschung
1
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Boston College working papers in economics
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Discussion papers of interdisciplinary research project 373
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ECONIS (ZBW)
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Fitting the smile revisited : a least squares kernel estimator for the implied volatility surface
Fengler, Matthias R.
(
contributor
);
Wang, Qihua
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919426
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2
The impact of macroeconomic uncertainty on trade credit for non-financial firms
Baum, Christopher F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10002908874
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