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~isPartOf:"Journal of applied econometrics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Optionspreistheorie"
~subject:"Share price"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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Optionspreistheorie
Share price
USA
Statistical distribution
60
Statistische Verteilung
60
Theorie
44
Theory
44
Estimation
24
Schätzung
24
Factor analysis
23
Faktorenanalyse
23
Forecasting model
21
Prognoseverfahren
21
United States
19
Option pricing theory
15
Probability theory
12
Volatility
12
Volatilität
12
Wahrscheinlichkeitsrechnung
12
Bayes-Statistik
9
Bayesian inference
9
Time series analysis
9
Zeitreihenanalyse
9
Risikomaß
8
Risk measure
8
Frühindikator
7
Leading indicator
7
Capital income
6
Estimation theory
6
Kapitaleinkommen
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Regression analysis
6
Regressionsanalyse
6
Schätztheorie
6
Großbritannien
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Option trading
5
Optionsgeschäft
5
United Kingdom
5
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Aufsatz in Zeitschrift
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31
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31
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Taylor, Stephen
2
Tian, Yisong Sam
2
Aastveit, Knut Are
1
Agca, Senay
1
Agrawal, Deepak
1
Banerjee, Anindya
1
Brown, Gregory
1
Burkhauser, Richard V.
1
Dai, Tian-shyr
1
Eriksson, Anders
1
Foroni, Claudia
1
Ghysels, Eric
1
Giamouridis, Daniel
1
Giot, Pierre
1
Glocker, Christian
1
Gordon, Stephen F.
1
Guidolin, Massimo
1
Hainaut, Donatien
1
Huber, Martin
1
Islam, Saiyid
1
Kaufmann, Sylvia
1
Kondo, Illenin O.
1
Lau, Ka Yung
1
Laurent, Sébastien
1
Lewis, Logan T.
1
Longin, François M.
1
Ludwig, Markus
1
Lyuu, Yuh-dauh
1
MacGilchrist, Renaud
1
Marcellino, Massimiliano
1
Masten, Igor
1
Mixon, Scott
1
Mortensen, Allan
1
Navas, Javier F.
1
Orosi, Greg
1
Poon, Ser-Huang
1
Popova, Ivilina
1
Ravazzolo, Francesco
1
Ritchken, Peter H.
1
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Journal of applied econometrics
The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of econometrics
34
International journal of theoretical and applied finance
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
The journal of futures markets
28
Quantitative finance
21
The North American journal of economics and finance : a journal of financial economics studies
20
Economics letters
16
Journal of banking & finance
16
The review of financial studies
16
Applied economics
14
Applied mathematical finance
14
Journal of economic dynamics & control
14
Review of derivatives research
14
The review of economics and statistics
14
Computational economics
13
Economic modelling
13
Finance research letters
13
Applied financial economics
12
Journal of empirical finance
12
Journal of financial and quantitative analysis : JFQA
12
Journal of risk and financial management : JRFM
12
Finance and stochastics
11
International journal of forecasting
11
Insurance / Mathematics & economics
10
International journal of financial engineering
10
Journal of mathematical finance
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
European journal of operational research : EJOR
9
International review of economics & finance : IREF
9
Journal of financial economics
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The journal of computational finance
9
Applied economics letters
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of forecasting
8
Journal of political economy
8
Review of quantitative finance and accounting
8
The European journal of finance
8
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ECONIS (ZBW)
31
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1
Heavy tailed but not Zipf : firm and establishment size in the United States
Kondo, Illenin O.
;
Lewis, Logan T.
;
Stella, Andrea
- In:
Journal of applied econometrics
38
(
2023
)
5
,
pp. 767-785
Persistent link: https://www.econbiz.de/10014338144
Saved in:
2
US weekly economic index : replication and extension
Wegmüller, Philipp
;
Glocker, Christian
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 977-985
Persistent link: https://www.econbiz.de/10014432206
Saved in:
3
Density forecasts with MIDAS models
Aastveit, Knut Are
;
Foroni, Claudia
;
Ravazzolo, Francesco
- In:
Journal of applied econometrics
32
(
2017
)
4
,
pp. 783-801
Persistent link: https://www.econbiz.de/10011862204
Saved in:
4
Robust estimation of shape-constrained state price density surfaces
Ludwig, Markus
- In:
The journal of derivatives : the official publication …
22
(
2015
)
3
,
pp. 56-72
Persistent link: https://www.econbiz.de/10011399679
Saved in:
5
Estimating option-implied risk-neutral densities : a novel parametric approach
Orosi, Greg
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 41-61
Persistent link: https://www.econbiz.de/10011399802
Saved in:
6
Structural FECM : cointegration in large‐scale structural FAVAR models
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1069-1086
Persistent link: https://www.econbiz.de/10011862314
Saved in:
7
Identifying relevant and irrelevant variables in sparse factor models
Kaufmann, Sylvia
;
Schumacher, Christian
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1123-1144
Persistent link: https://www.econbiz.de/10011862569
Saved in:
8
What does implied volatility skew measure?
Mixon, Scott
- In:
The journal of derivatives : the official publication …
18
(
2011
)
3
,
pp. 9-25
Persistent link: https://www.econbiz.de/10009229670
Saved in:
9
Extracting risk-neutral density and its moments from American option prices
Tian, Yisong Sam
- In:
The journal of derivatives : the official publication …
18
(
2011
)
3
,
pp. 17-34
Persistent link: https://www.econbiz.de/10008986624
Saved in:
10
The bino-trinomial tree : a simple model for efficient and accurate option pricing
Dai, Tian-shyr
;
Lyuu, Yuh-dauh
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003985505
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