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~isPartOf:"Journal of applied econometrics"
~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
33
Statistische Verteilung
33
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33
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33
Factor analysis
22
Faktorenanalyse
22
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19
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19
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19
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10
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9
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Aastveit, Knut Are
1
Banerjee, Anindya
1
Burkhauser, Richard V.
1
Foroni, Claudia
1
Giot, Pierre
1
Glocker, Christian
1
Gordon, Stephen F.
1
Guidolin, Massimo
1
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1
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1
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1
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1
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1
Marcellino, Massimiliano
1
Masten, Igor
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Journal of applied econometrics
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 journal of derivatives : the official publication of the International Association of Financial Engineers
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
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13
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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
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ECONIS (ZBW)
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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
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:
5
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:
6
Identifying causal mechanisms (primarily) based on inverse probability weighting
Huber, Martin
- In:
Journal of applied econometrics
29
(
2014
)
6
,
pp. 920-943
Persistent link: https://www.econbiz.de/10010492759
Saved in:
7
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns
Guidolin, Massimo
;
Timmermann, Allan
- In:
Journal of applied econometrics
21
(
2006
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10003309995
Saved in:
8
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
- In:
Journal of applied econometrics
18
(
2003
)
6
,
pp. 641-664
Persistent link: https://www.econbiz.de/10001843499
Saved in:
9
Testing the signifance of income distribution changes over the 1980s business cycle : a cross-national comparison
Burkhauser, Richard V.
(
contributor
)
- In:
Journal of applied econometrics
14
(
1999
)
3
,
pp. 253-272
Persistent link: https://www.econbiz.de/10001405535
Saved in:
10
Stochastic trends, deterministic trends, and business cycle turning points
Gordon, Stephen F.
- In:
Journal of applied econometrics
12
(
1997
)
4
,
pp. 411-434
Persistent link: https://www.econbiz.de/10001223745
Saved in:
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