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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics"
~isPartOf:"Discussion paper"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Journal of financial economics"
~isPartOf:"Research paper / University of Melbourne, Department of Economics"
~isPartOf:"Working papers / Universitat Pompeu Fabra, Department of Economics and Business"
~person:"Alòs, Elisa"
~person:"Guggenberger, Patrik"
~subject:"CAPM"
~subject:"Estimation theory"
~subject:"United States"
~subject:"Volatility"
~type:"book"
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CAPM
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8
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Alòs, Elisa
Guggenberger, Patrik
Phillips, Peter C. B.
78
Caporale, Guglielmo Maria
62
Gil-Alaña, Luis A.
32
Chen, Xiaohong
20
Fair, Ray C.
20
Andrews, Donald W. K.
17
Audrino, Francesco
16
Lechner, Michael
16
Spagnolo, Nicola
16
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15
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13
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13
Henry, Ólan Thomas John
11
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10
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10
Lim, Guay C.
10
Redding, Stephen
10
Rossi, Barbara
10
Giles, David E. A.
9
Olekalns, Nilss
9
Schmid, Timo
9
Armstrong, Timothy B.
8
Autor, David H.
8
Hirschberg, Joseph G.
8
Hunter, John
8
Lugosi, Gábor
8
Otsu, Taisuke
8
Van Reenen, John
8
Ciccone, Antonio
7
Galí, Jordi
7
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7
Pathak, Parag A.
7
Schott, Peter K.
7
Spagnolo, Fabio
7
Yu, Jun
7
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6
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6
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Cowles Foundation discussion paper
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
Discussion paper
Economics and finance working paper series
Journal of financial economics
Research paper / University of Melbourne, Department of Economics
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
Barcelona GSE working paper series : working paper
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Department of Economics discussion paper series / University of Oxford
1
Discussion papers / Department of Economics, University of California San Diego
1
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ECONIS (ZBW)
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The implied volatility of forward starting options : ATM short-time level, skew and curvature
Alòs, Elisa
;
Jacquier, Antoine
;
León, Jorge A.
-
2017
Persistent link: https://www.econbiz.de/10011686975
Saved in:
2
On the second derivative of the at-the-money implied volatility in stochastic volatility models
Alòs, Elisa
;
León, Jorge A.
-
2015
-
Revised: October 2015
Persistent link: https://www.econbiz.de/10011427674
Saved in:
3
On Margrabe options written on stochastic volatility models
Alòs, Elisa
;
Rheinländer, Thorsten
-
2015
Persistent link: https://www.econbiz.de/10011442222
Saved in:
4
A closed-form option pricing approximation formula for a fractional Heston model
Alòs, Elisa
;
Yang, Yan
-
2014
Persistent link: https://www.econbiz.de/10010425642
Saved in:
5
Calibration of stochastic volatility models via second order approximation : the Heston model case
Alòs, Elisa
;
Santiago, Rafael de
;
Vives, Josep
-
2012
Persistent link: https://www.econbiz.de/10009724303
Saved in:
6
A Hull and White formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility
Alòs, Elisa
;
León, Jorge A.
;
Pontier, Monique
;
Vives, …
-
2008
Persistent link: https://www.econbiz.de/10008663229
Saved in:
7
Asymptotic size of Kleibergen's LM and conditional LR tests for moment condition models
Andrews, Donald W. K.
;
Guggenberger, Patrik
-
2014
Persistent link: https://www.econbiz.de/10010470613
Saved in:
8
Identification- and singularity-robust inference for moment condition models
Andrews, Donald W. K.
;
Guggenberger, Patrik
-
2014
-
rev.
Persistent link: https://www.econbiz.de/10010487255
Saved in:
9
A conditional-heteroskedasticity-robust con dence interval for the autoregressive parameter
Andrews, Donald W. K.
;
Guggenberger, Patrik
-
2011
Persistent link: https://www.econbiz.de/10009236035
Saved in:
10
Generic results for establishing the asymptotic size of con dence sets and tests
Andrews, Donald W. K.
;
Cheng, Xu
;
Guggenberger, Patrik
-
2011
Persistent link: https://www.econbiz.de/10009236503
Saved in:
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