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~isPartOf:"Discussion paper"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Journal of financial economics"
~isPartOf:"Working papers / Universitat Pompeu Fabra, Department of Economics and Business"
~language:"eng"
~person:"Alòs, Elisa"
~person:"Sekhposyan, Tatevik"
~subject:"1981-2014"
~subject:"CAPM"
~subject:"Estimation theory"
~subject:"Optionspreistheorie"
~subject:"Theorie"
~subject:"Volatility"
~type:"book"
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1981-2014
CAPM
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Optionspreistheorie
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Prognoseverfahren
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Alòs, Elisa
Sekhposyan, Tatevik
Caporale, Guglielmo Maria
63
Gil-Alaña, Luis A.
29
Galí, Jordi
26
Martin, Alberto
19
Greenacre, Michael J.
18
Arruñada, Benito
17
Spagnolo, Nicola
17
Charness, Gary
15
Diewert, Walter E.
15
Redding, Stephen
15
Rossi, Barbara
15
Ventura, Jaume
15
Canova, Fabio
13
Freixas, Xavier
13
Ganuza, Juan José
13
Bosch Domènech, Antoni
11
Böhringer, Christoph
11
Cabrales, Antonio
11
Ciccone, Antonio
11
Gancia, Gino Alessandro
11
Laisney, François
11
Lee, Lung-Fei
11
Lourenço, Helena
11
Lugosi, Gábor
11
Nitsan, Shemuʾel
11
Peydró, José-Luis
11
Bester, Helmut
10
Fornaro, Luca
10
Garoupa, Nuno
10
Giles, David E. A.
10
Hunter, John
10
Mizuno, Tomomichi
10
Prisman, Eliezer Zeev
10
Satorra, Albert
10
Asriyan, Vladimir
9
Gennaioli, Nicola
9
Huck, Steffen
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9
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Discussion paper
Economics and finance working paper series
Journal of financial economics
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
Barcelona GSE working paper series : working paper
4
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1
Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
17
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1
Evaluating forecast performance with state dependence
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
-
2021
Persistent link: https://www.econbiz.de/10012805984
Saved in:
2
From fixed-event to fixed-horizon density forecasts : obtaining measures of multi-horizon uncertainty from survey density forecasts
Ganics, Gergely
;
Rossi, Barbara
;
Sekhposyan, Tatevik
-
2019
Persistent link: https://www.econbiz.de/10012169736
Saved in:
3
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:
4
Understanding the sources of macroeconomic uncertainty
Rossi, Barbara
;
Sekhposyan, Tatevik
;
Soupre, Matthieu
-
2016
-
Updated version: August 2016
Persistent link: https://www.econbiz.de/10011582634
Saved in:
5
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:
6
On Margrabe options written on stochastic volatility models
Alòs, Elisa
;
Rheinländer, Thorsten
-
2015
Persistent link: https://www.econbiz.de/10011442222
Saved in:
7
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:
8
Alternative tests for correct specification of conditional predictive densities
Rossi, Barbara
;
Sekhposyan, Tatevik
-
2014
Persistent link: https://www.econbiz.de/10010373662
Saved in:
9
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:
10
On the goodness of fit of Kirk's formula for spread option prices
Alòs, Elisa
;
León, Jorge A.
-
2012
Persistent link: https://www.econbiz.de/10009724304
Saved in:
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