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~isPartOf:"Journal of econometrics"
~isPartOf:"Quantitative finance"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"CAPM"
~subject:"Estimation"
~subject:"Nichtparametrisches Verfahren"
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Search: subject:"Termingeschäft"
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CAPM
Estimation
Nichtparametrisches Verfahren
Derivat
99
Derivative
99
Option pricing theory
57
Optionspreistheorie
57
Volatility
33
Volatilität
33
Stochastic process
30
Stochastischer Prozess
30
Theorie
27
Theory
27
Hedging
18
Option trading
18
Optionsgeschäft
18
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11
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11
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11
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11
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11
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11
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10
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10
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9
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9
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Gouriéroux, Christian
7
Gagliardini, Patrick
4
Monfort, Alain
3
Renault, Eric
2
Sufana, Razvan
2
Anagnostou, I.
1
Asensio, Ivan Oscar
1
Bao, Li
1
Barone-Adesi, Giovanni
1
Bertholon, Henri
1
Bizid, Abdelhamid
1
Broadie, Mark
1
Cai, Zongwu
1
Capriotti, Luca
1
Cheung, William Ming Yan
1
Cheung, Yin-Wong
1
Escanciano, Juan Carlos
1
Fusari, Nicola
1
Garlaschelli, D.
1
Hall, Peter
1
Jouini, Elyès
1
Kandhai, D.
1
Koehl, Pierre-François
1
Li, Zheng
1
Lin, Wei
1
Ling, Shiqing
1
Mira, Antonietta
1
Ng, Lilian K.
1
Pegoraro, Fulvio
1
Putyatin, Vladislav
1
Rebonato, Riccardo
1
Renne, Jean-Paul
1
Sala, Carlo
1
Song, Kyungchul
1
Squartini, T.
1
Stoikov, Sasha
1
Su, Li
1
Tang, Ke
1
Unger, Stephan
1
Yatchew, Adonis John
1
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International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
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Journal of econometrics
Quantitative finance
Série des documents de travail / Centre de Recherche en Économie et Statistique
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
The European journal of finance
14
Journal of financial economics
13
The review of financial studies
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
Review of derivatives research
9
Finance research letters
8
International review of economics & finance : IREF
8
Journal of mathematical finance
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 empirical finance
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)
23
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Model-based pricing for financial derivatives
Zhu, Ke
;
Ling, Shiqing
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 447-457
Persistent link: https://www.econbiz.de/10011499705
Saved in:
10
Optimal smoothing in nonparametric conditional quantile derivative function estimation
Lin, Wei
;
Cai, Zongwu
;
Li, Zheng
;
Su, Li
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 502-513
Persistent link: https://www.econbiz.de/10011503661
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