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~isPartOf:"Journal of econometrics"
~isPartOf:"Quantitative finance"
~subject:"CAPM"
~subject:"Estimation"
~subject:"Nichtparametrisches Verfahren"
~subject:"Zinsstruktur"
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Search: subject:"Termingeschäft"
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CAPM
Estimation
Nichtparametrisches Verfahren
Zinsstruktur
Derivat
83
Derivative
83
Option pricing theory
54
Optionspreistheorie
54
Volatility
32
Volatilität
32
Stochastic process
30
Stochastischer Prozess
30
Hedging
18
Option trading
17
Optionsgeschäft
17
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16
Theory
16
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10
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9
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8
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Options
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6
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Gouriéroux, Christian
2
Monfort, Alain
2
Anagnostou, I.
1
Asensio, Ivan Oscar
1
Bao, Li
1
Barone-Adesi, Giovanni
1
Bormetti, Giacomo
1
Brigo, Damiano
1
Broadie, Mark
1
Cai, Zongwu
1
Capriotti, Luca
1
Cheung, William Ming Yan
1
Cheung, Yin-Wong
1
Eberlein, Ernst
1
Escanciano, Juan Carlos
1
Francischello, Marco
1
Fusari, Nicola
1
Garlaschelli, D.
1
Gerhart, Christoph
1
Hagan, Patrick S.
1
Hall, Peter
1
Kandhai, D.
1
Lesniewski, Andrew
1
Li, Zheng
1
Lin, Wei
1
Ling, Shiqing
1
Mira, Antonietta
1
Ng, Lilian K.
1
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1
Putyatin, Vladislav
1
Rebonato, Riccardo
1
Renne, Jean-Paul
1
Sala, Carlo
1
Skoufis, G. E.
1
Skov, Jacob Bjerre
1
Skovmand, David
1
Song, Kyungchul
1
Squartini, T.
1
Stoikov, Sasha
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
57
Journal of banking & finance
35
International journal of theoretical and applied finance
34
Journal of financial and quantitative analysis : JFQA
22
Advances in futures and options research : a research annual
21
Applied financial economics
19
The journal of finance : the journal of the American Finance Association
19
Review of derivatives research
18
The European journal of finance
18
International review of financial analysis
17
Journal of financial economics
16
Applied mathematical finance
15
The journal of derivatives : the official publication of the International Association of Financial Engineers
15
The review of financial studies
14
Journal of mathematical finance
12
NBER working paper series
12
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12
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11
Energy economics
11
The journal of computational finance
11
Applied economics letters
10
Finance research letters
10
The journal of fixed income
10
International review of economics & finance : IREF
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Journal of economic dynamics & control
8
Journal of empirical finance
8
NBER Working Paper
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
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8
Annals of finance
7
Annual review of financial economics
7
European journal of operational research : EJOR
7
Finance and stochastics
7
Journal of international financial markets, institutions & money
7
Journal of risk and financial management : JRFM
7
Pacific-Basin finance journal
7
Research paper series / Swiss Finance Institute
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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
Decomposing LIBOR in transition : evidence from the futures markets
Skov, Jacob Bjerre
;
Skovmand, David
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 959-978
Persistent link: https://www.econbiz.de/10014304406
Saved in:
3
CMS spread options
Hagan, Patrick S.
;
Lesniewski, Andrew
;
Skoufis, G. E.
; …
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1809-1824
Persistent link: https://www.econbiz.de/10012696777
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Impact of multiple curve dynamics in credit valuation adjustments under collateralization
Bormetti, Giacomo
;
Brigo, Damiano
;
Francischello, Marco
; …
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 31-44
Persistent link: https://www.econbiz.de/10011905822
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