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~isPartOf:"Journal of econometrics"
~subject:"Optionspreistheorie"
~subject:"Share price"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Company information"
~type_genre:"Conference paper"
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Optionspreistheorie
Share price
USA
Statistical distribution
165
Statistische Verteilung
165
Theorie
151
Theory
151
Estimation theory
124
Schätztheorie
124
Factor analysis
104
Faktorenanalyse
104
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78
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78
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69
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69
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52
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52
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48
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44
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36
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36
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32
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32
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27
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34
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Todorov, Viktor
4
Bollerslev, Tim
3
Bondarenko, Oleg
2
Abbring, Jaap H.
1
Andersen, Torben
1
Augustyniak, Maciej
1
Badescu, Alexandru
1
Bams, Dennis
1
Bouezmarni, Taoufik
1
Bégin, Jean-François
1
Chang, Chia-Lin
1
Cheng, Mingmian
1
Choi, Seungmoon
1
Chudik, Alexander
1
Connor, Gregory
1
Corradi, Valentina
1
Dalderop, Jeroen
1
Davis, Richard A.
1
Drees, Holger
1
El Ghouch, Anouar
1
Fan, Jianqing
1
Francq, Christian
1
Iwata, Shigeru
1
Kim, Donggyu
1
Kim, Young Shin
1
Korajczyk, Robert A.
1
Lee, Jaesung
1
Li, Jia
1
Li, Sophia Zhengzi
1
Liao, Yuan
1
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1
Linton, Oliver
1
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1
Mao, Guangyu
1
McAleer, Michael
1
Miller, J. Isaac
1
Mittnik, Stefan
1
Nicolau, João
1
Paolella, Marc S.
1
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Journal of econometrics
International journal of theoretical and applied finance
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
The journal of futures markets
28
Quantitative finance
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
21
The North American journal of economics and finance : a journal of financial economics studies
20
Economics letters
16
Journal of banking & finance
16
The review of financial studies
16
Applied economics
14
Applied mathematical finance
14
Journal of economic dynamics & control
14
Review of derivatives research
14
The review of economics and statistics
14
Computational economics
13
Economic modelling
13
Finance research letters
13
Applied financial economics
12
Journal of empirical finance
12
Journal of financial and quantitative analysis : JFQA
12
Journal of risk and financial management : JRFM
12
Finance and stochastics
11
International journal of forecasting
11
Insurance / Mathematics & economics
10
International journal of financial engineering
10
Journal of applied econometrics
10
Journal of mathematical finance
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
European journal of operational research : EJOR
9
International review of economics & finance : IREF
9
Journal of financial economics
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The journal of computational finance
9
Applied economics letters
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of forecasting
8
Journal of political economy
8
Review of quantitative finance and accounting
8
The European journal of finance
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ECONIS (ZBW)
34
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1
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
2
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
3
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
4
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
5
The likelihood of mixed hitting times
Abbring, Jaap H.
;
Salimans, Tim
- In:
Journal of econometrics
223
(
2021
)
2
,
pp. 361-375
Persistent link: https://www.econbiz.de/10012619975
Saved in:
6
Sieve estimation of option-implied state price density
Luo, Junwen
;
Qu, Zhongjun
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 88-112
Persistent link: https://www.econbiz.de/10013275364
Saved in:
7
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
8
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
9
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
10
Nonparametric filtering of conditional state-price densities
Dalderop, Jeroen
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 295-325
Persistent link: https://www.econbiz.de/10012438391
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