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~isPartOf:"Journal of econometrics"
~isPartOf:"Tools and techniques"
~subject:"ECONOMIC MODELS"
~subject:"Econometrics"
~subject:"Stochastic process"
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ECONOMIC MODELS
Econometrics
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5
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3
Option pricing theory
3
Optionspreistheorie
3
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Garcia, René
3
Renault, Eric
3
Ghysels, Eric
2
Lewis, Marc-André
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Pastorello, Sergio
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Journal of econometrics
Tools and techniques
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Cahier / Département de Sciences Économiques, Université de Montréal
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Finance and stochastics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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The North American journal of economics and finance : a journal of financial economics studies
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The econometrics of option pricing
Garcia, René
;
Ghysels, Eric
;
Renault, Eric
-
2010
Persistent link: https://www.econbiz.de/10003900680
Saved in:
2
Estimation of objective and risk-neutral distributions based on moments of integrated volatility
Garcia, René
;
Lewis, Marc-André
;
Pastorello, Sergio
; …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 22-32
Persistent link: https://www.econbiz.de/10009242563
Saved in:
3
Econometric methods for derivative securities and risk management
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10001437739
Saved in:
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