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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Jawadi, Fredj"
~person:"Schwartz, Eduardo S."
~subject:"Schätzung"
~subject:"United States"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Schätzung
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8
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3
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3
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3
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Jawadi, Fredj
Schwartz, Eduardo S.
Titman, Sheridan
13
Fama, Eugene F.
12
French, Kenneth Ronald
12
Michaely, Roni
12
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11
Lakonishok, Josef
10
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7
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7
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7
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6
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International journal of finance & economics : IJFE
The journal of finance : the journal of the American Finance Association
Applied economics
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Applied economics letters
4
Economic modelling
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In honor of Merton H. Miller's contributions to finance and economics : proceedings of a conference June 8 - 10, 1988
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ECONIS (ZBW)
11
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1
Essays in modelling financial market dynamics : an overview
Jawadi, Fredj
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 3803-3804
Persistent link: https://www.econbiz.de/10013461274
Saved in:
2
A latent-factor-driven endogenous regime-switching non-Gaussian model : evidence from simulation and application
Bu, Ruijun
;
Cheng, Jie
;
Jawadi, Fredj
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 3881-3896
Persistent link: https://www.econbiz.de/10013461280
Saved in:
3
On the effect of oil price in the context of Covid-19
Jawadi, Fredj
;
Sellami, Mohamed
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 3924-3933
Persistent link: https://www.econbiz.de/10013461287
Saved in:
4
Term-structure estimation in markets with infrequent trading
Cortazar, Gonzalo
;
Schwartz, Eduardo S.
;
Naranjo, Lorenzo F.
- In:
International journal of finance & economics : IJFE
12
(
2007
)
4
,
pp. 353-369
Persistent link: https://www.econbiz.de/10003564026
Saved in:
5
The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 923-973
Persistent link: https://www.econbiz.de/10001225632
Saved in:
6
Interest rate volatility and the term structure : a two factor general equilibrium model
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
4
,
pp. 1259-1282
Persistent link: https://www.econbiz.de/10001133697
Saved in:
7
Stochastic convenience yield and the pricing of oil contingent claims
Gibson, Rajna
- In:
The journal of finance : the journal of the American …
45
(
1990
)
3
,
pp. 956-976
Persistent link: https://www.econbiz.de/10001090931
Saved in:
8
Prepayment and the valuation of mortgage-backed securities
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
2
,
pp. 375-392
Persistent link: https://www.econbiz.de/10001072923
Saved in:
9
Time-dependent variance and the pricing bond options
Schaefer, Stephen M.
- In:
The journal of finance : the journal of the American …
42
(
1987
)
5
,
pp. 1113-1128
Persistent link: https://www.econbiz.de/10001055484
Saved in:
10
LYON taming
McConnell, John J.
- In:
The journal of finance : the journal of the American …
41
(
1986
)
3
,
pp. 561-576
Persistent link: https://www.econbiz.de/10001047828
Saved in:
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