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~isPartOf:"Journal of econometrics"
~isPartOf:"Quantitative finance"
~subject:"CAPM"
~subject:"Estimation"
~subject:"Nichtparametrisches Verfahren"
~subject:"Theorie"
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CAPM
Estimation
Nichtparametrisches Verfahren
Theorie
Derivat
85
Derivative
85
Option pricing theory
56
Optionspreistheorie
56
Volatility
32
Volatilität
32
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30
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30
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18
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18
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10
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Interest rate derivative
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27
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Gouriéroux, Christian
3
Monfort, Alain
3
Garcia, René
2
Anagnostou, I.
1
Asensio, Ivan Oscar
1
Bao, Li
1
Barone-Adesi, Giovanni
1
Benth, Fred Espen
1
Bormetti, Giacomo
1
Bossu, Sébastien
1
Brigo, Damiano
1
Broadie, Mark
1
Cai, Zongwu
1
Capriotti, Luca
1
Carr, Peter
1
Chang, Chia-Lin
1
Cheung, William Ming Yan
1
Cheung, Yin-Wong
1
Christensen, Troels Sønderby
1
Clément, Emmanuelle
1
Dempster, Michael A. H.
1
Escanciano, Juan Carlos
1
Francischello, Marco
1
Fusari, Nicola
1
Garlaschelli, D.
1
Gençay, Ramazan
1
Ghysels, Eric
1
Hall, Peter
1
Haugh, Martin B.
1
Hofer, Markus
1
Kandhai, D.
1
Kandhai, Drona
1
Lacedelli, Octavio Ruiz
1
Li, Zheng
1
Lieberman, Offer
1
Lin, Wei
1
Ling, Shiqing
1
McAleer, Michael
1
Mira, Antonietta
1
Ng, Lilian K.
1
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International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
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Journal of econometrics
Quantitative finance
The journal of futures markets
156
Journal of banking & finance
79
International journal of theoretical and applied finance
73
Advances in futures and options research : a research annual
38
The journal of finance : the journal of the American Finance Association
38
Journal of financial and quantitative analysis : JFQA
36
Energy economics
31
Finance and stochastics
30
Journal of financial economics
30
Mathematical finance : an international journal of mathematics, statistics and financial theory
30
NBER working paper series
29
The review of financial studies
29
The European journal of finance
28
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
Applied mathematical finance
27
International review of financial analysis
27
Applied financial economics
26
Economics letters
26
NBER Working Paper
25
Review of derivatives research
24
SpringerLink / Bücher
24
Journal of economic dynamics & control
22
International review of economics & finance : IREF
21
Finance research letters
20
The journal of fixed income
20
Working paper / National Bureau of Economic Research, Inc.
20
European journal of operational research : EJOR
19
Gabler Edition Wissenschaft
18
The journal of credit risk : published quarterly by Incisive Media
18
Discussion paper / B
16
Economic notes : economic review of Banca Monte dei Paschi di Siena
15
Finance and economics discussion series
15
Europäische Hochschulschriften / 5
14
The journal of business : B
14
The journal of computational finance
14
Working paper
14
Discussion paper
13
Finance : revue de l'Association Française de Finance
13
Journal of mathematical finance
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ECONIS (ZBW)
27
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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
Multivariate continuous-time modeling of wind indexes and hedging of wind risk
Benth, Fred Espen
;
Christensen, Troels Sønderby
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012424641
Saved in:
3
A functional analysis approach to the static replication of European options
Bossu, Sébastien
;
Carr, Peter
;
Papanicolaou, Andrew
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 637-655
Persistent link: https://www.econbiz.de/10012483843
Saved in:
4
Bond flotation with exotic commodity collateral
Dempster, Michael A. H.
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 1903-1925
Persistent link: https://www.econbiz.de/10012313526
Saved in:
5
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:
6
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:
7
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:
8
Scenario analysis for derivative portfolios via dynamic factor models
Haugh, Martin B.
;
Lacedelli, Octavio Ruiz
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 547-571
Persistent link: https://www.econbiz.de/10012194907
Saved in:
9
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:
10
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
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