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~accessRights:"restricted"
~person:"Chen, Songnian"
~person:"Stentoft, Lars"
~source:"econis"
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ARCH model
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Estimation theory
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Option pricing theory
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Optionspreistheorie
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Schätztheorie
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Maximum likelihood estimation
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Non-normality
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Nonparametric statistics
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Chen, Songnian
Stentoft, Lars
He, Xin-Jiang
5
Escobar, Marcos
3
Rastegari, Javad
3
Zhu, Song-Ping
3
Chen, Wenting
2
Dong, Chaohua
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Gao, Jiti
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Guéant, Olivier
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Kim, Jeong-Hoon
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Ma, Guiyuan
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Peng, Bin
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Ahn, Hyungtaik
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Ahn, Soohan
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Ang, Marcus
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Aït-Sahalia, Yacine
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Baek, Jung Woo
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Bohr, Clement
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Boukhetala, Kamal
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Cao, Jiling
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Carr, Peter
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Chang, Hao
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Chang, Kai
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Chen, Nan
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Csaszar, Felipe A.
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European journal of operational research : EJOR
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460484
Saved in:
2
Option pricing with conditional GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
European journal of operational research : EJOR
289
(
2021
)
1
,
pp. 350-363
Persistent link: https://www.econbiz.de/10012416733
Saved in:
3
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
4
Root-N consistent estimation of a panel data binary response model with unknown correlated random effects
Chen, Songnian
;
Si, Jichun
;
Zhang, Hanghui
;
Zhou, Yahong
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
4
,
pp. 559-571
Persistent link: https://www.econbiz.de/10011893790
Saved in:
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