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~isPartOf:"Quantitative finance"
~person:"Jarrow, Robert A."
~person:"Linton, Oliver"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Sammlung"
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Theorie
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Aktienmarkt
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Allocational efficiency
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Allokationseffizienz
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Asset price bubble
1
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Jarrow, Robert A.
Linton, Oliver
Bayer, Christian
8
Lillo, Fabrizio
7
Bormetti, Giacomo
6
Escobar, Marcos
6
Sornette, Didier
6
StĂĽbinger, Johannes
5
Bouchaud, Jean-Philippe
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Cui, Zhenyu
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Gatheral, Jim
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Härdle, Wolfgang
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Kim, Woo Chang
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Madan, Dilip B.
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Radoičić, Radoš
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Tempone, RaĂşl
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Wong, Hoi Ying
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Zhu, Song-Ping
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Abergel, Frédéric
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Boudt, Kris
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Brigo, Damiano
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Bunn, Derek W.
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Chan, Tat Lung
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Chen, Jing
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Creamer Guillén, Germán
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Elliott, Robert J.
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Felpel, Mike
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Glasserman, Paul
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Hilliard, Jimmy E.
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Horvath, Blanka Nora
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Jacquier, Antoine
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Kienitz, Jörg
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Kwak, Minsuk
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Lim, Dong-Young
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Liu, Li
3
LĂĽtkebohmert-Holtz, Eva
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McWalter, Thomas A.
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Quantitative finance
Journal of econometrics
37
Econometric theory
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Cambridge working papers in economics
11
Review of derivatives research
11
Finance research letters
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Mathematics and financial economics
7
Econometric reviews
6
Journal of financial and quantitative analysis : JFQA
6
The quarterly journal of finance
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Annual review of financial economics
5
International journal of theoretical and applied finance
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Journal of banking & finance
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The journal of finance : the journal of the American Finance Association
5
Finance and stochastics
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The review of financial studies
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Annals of finance
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Cambridge-INET working papers
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of the American Statistical Association : JASA
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The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The journal of portfolio management : a publication of Institutional Investor
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Economics letters
2
International journal of forecasting
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
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Journal of financial economics
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Journal of risk
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Journal of risk management in financial institutions
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The econometrics journal
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The financial review : the official publication of the Eastern Finance Association
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The journal of fixed income
2
The review of economic studies
2
Advances in futures and options research : a research annual
1
Agricultural finance review
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
Saved in:
2
Funding shortages, expectations, and forward rate risk premium
Jarrow, Robert A.
;
Lamichhane, Sujan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1321-1341
Persistent link: https://www.econbiz.de/10013367902
Saved in:
3
Media trading groups and short selling manipulation
Jarrow, Robert A.
;
Li, Siguang
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1035-1052
Persistent link: https://www.econbiz.de/10014321662
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