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~isPartOf:"CREATES research paper"
~language:"eng"
~person:"Chan, Kam C."
~person:"Christoffersen, Peter F."
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~subject:"Option pricing theory"
~subject:"Unit root test"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Book section"
~type_genre:"Working Paper"
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Option pricing theory
Unit root test
Optionspreistheorie
9
Volatility
7
Volatilität
7
Risikoprämie
5
Risk premium
5
ARCH model
4
ARCH-Modell
4
CAPM
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Prognoseverfahren
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1988-1993
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Chan, Kam C.
Christoffersen, Peter F.
Hong, Yongmiao
Härdle, Wolfgang
Moosa, Imad A.
Phillips, Peter C. B.
Stentoft, Lars
7
Jacobs, Kris
5
Kruse, Robinson
4
Rombouts, Jeroen V. K.
4
Andersen, Torben
2
Nielsen, Morten Ørregaard
2
Santucci de Magistris, Paolo
2
Todorov, Viktor
2
Varneskov, Rasmus Tangsgaard
2
Violante, Francesco
2
Babaoğlu, Kadir
1
Bach, Christian
1
Barbachan, José Santiago Fajardo
1
Barletta, Andrea
1
Bohn Nielsen, Heino
1
Bollerslev, Tim
1
Bondarenko, Oleg
1
Chang, Bo Young
1
Christensen, Bent Jesper
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Demetrescu, Matei
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Dziubinski, Matt
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Dziubinski, Matt P.
1
Feunou, Bruno
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Fournier, Mathieu
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Franchi, Massimo
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Jansson, Michael
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Jeon, Yoontae
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Johansen, Søren
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Karoui, Mehdi
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MacKinnon, James G.
1
Mordecki, Ernesto
1
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Pan, Xuhui
1
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CREATES research paper
Cowles Foundation discussion paper
39
SFB 649 discussion paper
21
Journal of econometrics
14
Discussion papers of interdisciplinary research project 373
8
Econometric theory
8
The review of financial studies
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Journal of financial economics
4
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4
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
IRTG 1792 discussion paper
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Staff working paper / Bank of Canada
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The econometrics journal
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Economics letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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HKIMR working paper
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Handbook of economic forecasting ; Volume 2A
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International economic review
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International journal of theoretical and applied finance
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Journal of applied econometrics
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Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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Journal of economic surveys
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Journal of financial and quantitative analysis : JFQA
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Journal of financial econometrics
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Management science : journal of the Institute for Operations Research and the Management Sciences
1
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
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Oxford bulletin of economics and statistics
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Practical issues in cointegration analysis
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ECONIS (ZBW)
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1
Equity portfolio management using option price information
Christoffersen, Peter F.
;
Pan, Xuhui
-
2015
Persistent link: https://www.econbiz.de/10011516992
Saved in:
2
Option valuation with observable volatility and jump dynamics
Christoffersen, Peter F.
;
Feunou, Bruno
;
Jeon, Yoontae
-
2015
Persistent link: https://www.econbiz.de/10011516993
Saved in:
3
Option valuation with volatility components, fat tails, and nonlinear pricing kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
-
2015
Persistent link: https://www.econbiz.de/10011398641
Saved in:
4
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
-
2013
Persistent link: https://www.econbiz.de/10010226837
Saved in:
5
Illiquidity premia in the equity options market
Christoffersen, Peter F.
;
Goyenko, Ruslan
;
Jacobs, Kris
; …
-
2013
Persistent link: https://www.econbiz.de/10010226833
Saved in:
6
GARCH option valuation : theory and evidence
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
-
2012
Persistent link: https://www.econbiz.de/10009667377
Saved in:
7
Forecasting with option implied information
Christoffersen, Peter F.
;
Jacobs, Kris
;
Chang, Bo Young
-
2011
Persistent link: https://www.econbiz.de/10009385092
Saved in:
8
Illiquidity premia in the equity options market
Christoffersen, Peter F.
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009385121
Saved in:
9
Option valuation with conditional heteroskedasticity and non-normality
Christoffersen, Peter F.
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003865667
Saved in:
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