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~language:"eng"
~language:"sqi"
~person:"Jarrow, Robert A."
~subject:"Developing countries"
~subject:"Portfolio-Management"
~subject:"Risk"
~subject:"Schätzung"
~subject:"Theory"
~subject:"United States"
~type_genre:"Article in journal"
~type_genre:"Glossar enthalten"
~type_genre:"Glossary included"
~type_genre:"Konferenzbeitrag"
~type_genre:"Statistik"
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34
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26
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24
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23
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Jarrow, Robert A.
Gupta, Rangan
350
Bahmani-Oskooee, Mohsen
305
Cebula, Richard J.
202
Gil-Alaña, Luis A.
202
Beladi, Hamid
184
Nijkamp, Peter
167
Wohar, Mark E.
160
Phillips, Peter C. B.
159
Fabozzi, Frank J.
158
Viscusi, W. Kip
152
Güth, Werner
150
Creedy, John
149
Tiwari, Aviral Kumar
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Tsionas, Efthymios G.
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Acemoglu, Daron
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Kumbhakar, Subal
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McAleer, Michael
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135
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132
Chang, Tsangyao
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Lee, Chien-chiang
126
Marjit, Sugata
124
Cheng, T. C. E.
123
Taylor, Mark P.
122
MacDonald, Ronald
121
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120
List, John A.
119
Miceli, Thomas J.
119
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Review of derivatives research
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Annual review of financial economics
7
Finance research letters
7
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Advances in futures and options research : a research annual
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Review of finance : journal of the European Finance Association
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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European finance review : the official journal of the European Finance Association
1
Financial analysts' journal : FAJ
1
International journal of theoretical and applied finance : IJTAF
1
Journal of econometrics
1
Journal of economic surveys
1
Journal of financial economics
1
Journal of financial markets
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1
Journal of financial stability
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
128
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1
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128
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1
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
A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10014320229
Saved in:
3
Inflation-adjusted bonds, swaps, and derivatives
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Annual review of financial economics
15
(
2023
),
pp. 449-471
Persistent link: https://www.econbiz.de/10014426345
Saved in:
4
Interest rate swaps : a comparison of compounded daily versus discrete reference rates
Jarrow, Robert A.
;
Li, Siguang
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014266351
Saved in:
5
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
Saved in:
6
The no-arbitrage pricing of non-traded assets
Jarrow, Robert A.
- In:
Annals of finance
19
(
2023
)
3
,
pp. 401-418
Persistent link: https://www.econbiz.de/10014380572
Saved in:
7
A practical guide to the valuation of coupon-bearing fixed income securities
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income : JFI
33
(
2023
)
1
,
pp. 80-87
Persistent link: https://www.econbiz.de/10014310203
Saved in:
8
Applying the local martingale theory of bubbles to cryptocurrencies
Choi, Soon Hyeok
;
Jarrow, Robert A.
- In:
International journal of theoretical and applied …
25
(
2022
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10013371053
Saved in:
9
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:
10
High frequency trading and standard asset pricing models
Jarrow, Robert A.
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479259
Saved in:
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