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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Quantitative finance"
~subject:"CAPM"
~subject:"Estimation"
~subject:"Nichtparametrisches Verfahren"
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Search: subject:"Termingeschäft"
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CAPM
Estimation
Nichtparametrisches Verfahren
Derivat
112
Derivative
112
Option pricing theory
60
Optionspreistheorie
60
Volatility
40
Volatilität
40
Stochastic process
30
Stochastischer Prozess
30
Theorie
24
Theory
24
Hedging
19
Option trading
19
Optionsgeschäft
19
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16
Kreditrisiko
16
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15
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15
Portfolio selection
12
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12
Schätzung
12
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11
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11
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10
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10
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10
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Kreditderivat
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Anagnostou, I.
1
Asensio, Ivan Oscar
1
Bao, Li
1
Barone-Adesi, Giovanni
1
Bartram, Söhnke M.
1
Broadie, Mark
1
Brooks, Robert
1
Cai, Zongwu
1
Capriotti, Luca
1
Cejnek, Georg
1
Cheung, William Ming Yan
1
Cheung, Yin-Wong
1
Enders, Walter
1
Escanciano, Juan Carlos
1
Fusari, Nicola
1
Garlaschelli, D.
1
Gospodinov, Nikolaj
1
Gouriéroux, Christian
1
Hall, Peter
1
Hirukawa, Masayuki
1
Kandhai, D.
1
Karolyi, G. Andrew
1
Kladívko, Kamil
1
Li, Zheng
1
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1
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1
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1
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1
Ng, Lilian K.
1
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1
Randl, Otto
1
Rebonato, Riccardo
1
Renne, Jean-Paul
1
Rusý, Tomáš
1
Sala, Carlo
1
Song, Kyungchul
1
Squartini, T.
1
Stoikov, Sasha
1
Su, Li
1
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International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
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Journal of econometrics
Journal of empirical finance
Quantitative finance
The journal of futures markets
49
Journal of banking & finance
23
Journal of financial and quantitative analysis : JFQA
20
Advances in futures and options research : a research annual
19
Applied financial economics
17
The journal of finance : the journal of the American Finance Association
17
International journal of theoretical and applied finance
15
International review of financial analysis
15
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14
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13
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13
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Discussion paper / B
10
Applied economics letters
9
Energy economics
9
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9
Finance research letters
8
International review of economics & finance : IREF
8
Journal of mathematical finance
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Working paper
8
Journal of economic dynamics & control
7
NBER working paper series
7
The North American journal of economics and finance : a journal of financial economics studies
7
Annals of finance
6
Discussion paper
6
Applied mathematical finance
5
Economic modelling
5
European journal of operational research : EJOR
5
Finance and economics discussion series
5
International journal of bonds and derivatives
5
Journal of risk and financial management : JRFM
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Pacific-Basin finance journal
5
Review of quantitative finance and accounting
5
Working paper / National Bureau of Economic Research, Inc.
5
wi - Wirtschaft
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ECONIS (ZBW)
20
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1
Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
Anagnostou, I.
;
Squartini, T.
;
Kandhai, D.
;
Garlaschelli, D.
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1501-1518
Persistent link: https://www.econbiz.de/10012624151
Saved in:
2
Maximum likelihood estimation of the Hull-White model
Kladívko, Kamil
;
Rusý, Tomáš
- In:
Journal of empirical finance
70
(
2023
),
pp. 227-247
Persistent link: https://www.econbiz.de/10014423686
Saved in:
3
Hedging housing price risks : some empirical evidence from the US
Bao, Li
;
Cheung, William Ming Yan
;
Unger, Stephan
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 1997-2013
Persistent link: https://www.econbiz.de/10012313538
Saved in:
4
7th International Conference on Futures and Other Derivatives (ICFOD)
Tang, Ke
(
ed.
)
-
International Conference on Futures and Other …
-
2020
Persistent link: https://www.econbiz.de/10012313596
Saved in:
5
A path-integral approximation for non-linear diffusions
Capriotti, Luca
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10012194852
Saved in:
6
VIX futures term structure and the expectations hypothesis
Asensio, Ivan Oscar
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 619-638
Persistent link: https://www.econbiz.de/10012194910
Saved in:
7
Option market trading activity and the estimation of the pricing kernel : a Bayesian approach
Barone-Adesi, Giovanni
;
Fusari, Nicola
;
Mira, Antonietta
; …
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 430-449
Persistent link: https://www.econbiz.de/10012439749
Saved in:
8
The value of convexity : a theoretical and empirical investigation
Rebonato, Riccardo
;
Putyatin, Vladislav
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 11-30
Persistent link: https://www.econbiz.de/10011905821
Saved in:
9
The micro-price : a high-frequency estimator of future prices
Stoikov, Sasha
- In:
Quantitative finance
18
(
2018
)
12
,
pp. 1959-1966
Persistent link: https://www.econbiz.de/10012262894
Saved in:
10
Risk and return of short-duration equity investments
Cejnek, Georg
;
Randl, Otto
- In:
Journal of empirical finance
36
(
2016
),
pp. 181-198
Persistent link: https://www.econbiz.de/10011662843
Saved in:
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