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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~language:"eng"
~person:"Chan, Kam C."
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~subject:"Option pricing theory"
~subject:"Statistical distribution"
~subject:"Unit root test"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Book section"
~type_genre:"Working Paper"
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Option pricing theory
Statistical distribution
Unit root test
Theorie
4
Theory
4
Volatility
4
Volatilität
4
Estimation theory
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Schätztheorie
3
1998-2001
1
Anlageverhalten
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Behavioural finance
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Multivariate Analyse
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Multivariate analysis
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Optionspreistheorie
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Prognoseverfahren
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Regression analysis
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Regressionsanalyse
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Risk aversion
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Stochastic process
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Stochastischer Prozess
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Article in journal
Bibliografie
Book section
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Aufsatz in Zeitschrift
2
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English
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Chan, Kam C.
Hong, Yongmiao
Härdle, Wolfgang
Moosa, Imad A.
Phillips, Peter C. B.
Almeida, Caio
3
Ardison, Kym
3
Garcia, René
3
Vicente, Jose
3
Dijk, Dick van
2
Dobrev, Dobrislav
2
Schaumburg, Ernst
2
Schienle, Melanie
2
Wu, Liuren
2
Aas, Kjersti
1
Badescu, Alexandru
1
Bali, Turan G.
1
Bandi, Federico M.
1
Bannouh, Karim
1
Barndorff-Nielsen, Ole E.
1
Bera, Anil K.
1
Birke, Melanie
1
Bormann, Carsten
1
Brooks, Chris
1
Burke, Simon P.
1
Byoun, Soku
1
Camponovo, Lorenzo
1
Carr, Peter
1
Chen, Cathy W. S.
1
Chen, Yi-ting
1
Choy, S. T. Boris
1
Christoffersen, Peter F.
1
Cui, Zhenyu
1
Daglish, Toby
1
Duffee, Greg
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Durham, Garland B.
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Eckernkemper, Tobias
1
Engle, Robert F.
1
Fengler, Matthias R.
1
Gerlach, Richard
1
Griffin, Jim E.
1
Hallam, Mark
1
Hao, Jinji
1
Harvey, David I.
1
Hautsch, Nikolaus
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cowles Foundation discussion paper
48
SFB 649 discussion paper
34
Journal of econometrics
18
Econometric theory
12
Discussion papers of interdisciplinary research project 373
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric reviews
3
The econometrics journal
3
Applied quantitative finance
2
CORE discussion paper : DP
2
IRTG 1792 discussion paper
2
Journal of the American Statistical Association : JASA
2
The review of financial studies
2
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
CIE working paper series
1
Computational economics
1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance and stochastics
1
HKIMR working paper
1
Insurance / Mathematics & economics
1
International Journal of Financial Studies : open access journal
1
International economic review
1
International journal of theoretical and applied finance
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of economic surveys
1
Journal of empirical finance
1
Journal of financial econometrics
1
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
1
Oxford bulletin of economics and statistics
1
Practical issues in cointegration analysis
1
Quantitative finance
1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
Review of derivatives research
1
Risks : open access journal
1
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ECONIS (ZBW)
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1
Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
Saved in:
2
Uniform confidence bands for pricing kernels
Härdle, Wolfgang
;
Okhrin, Yarema
;
Wang, Weining
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 376-413
Persistent link: https://www.econbiz.de/10011339301
Saved in:
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