//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Aït-Sahalia, Yacine"
~person:"Hvozdyk, Lyudmyla"
~subject:"CAPM"
~subject:"Estimation"
~subject:"Option pricing"
~type_genre:"Arbeitspapier"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Termingeschäft"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Estimation
Option pricing
Derivat
7
Derivative
7
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Schätzung
4
USA
4
United States
4
Government securities
3
Spot market
3
Spotmarkt
3
Staatspapier
3
Statistical test
3
Statistischer Test
3
2002-2006
2
Interest rate derivative
2
Option pricing theory
2
Optionspreistheorie
2
Public bond
2
Zinsderivat
2
high frequency data
2
Öffentliche Anleihe
2
Cojump test
1
Estimation theory
1
Futures exchange
1
Hedging
1
High frequency data
1
Market risk
1
Marktrisiko
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Revenue management
1
Revenue-Management
1
Schätztheorie
1
Terminbörse
1
US Treasury bonds
1
US Treasury markets
1
Welt
1
World
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
5
Type of publication (narrower categories)
All
Arbeitspapier
Working Paper
5
Article in journal
4
Aufsatz in Zeitschrift
4
Graue Literatur
3
Non-commercial literature
3
Language
All
English
5
Author
All
Aït-Sahalia, Yacine
Hvozdyk, Lyudmyla
Gouriéroux, Christian
10
Gagliardini, Patrick
8
Bühler, Wolfgang
6
Renault, Eric
5
Białkowski, Je̜drzej
4
Korn, Olaf
4
Dungey, Mardi H.
3
Jakubowski, Jacek
3
Reimer, Matthias
3
Sandmann, Klaus
3
Veld, Chris H.
3
Acharya, Viral V.
2
Bartram, Söhnke M.
2
Boudoukh, Jacob
2
Briys, Eric
2
Chakravarty, Sugato
2
Chang, Chia-Lin
2
Crouhy, Michel
2
Driessen, Joost
2
Ekvall, Niklas
2
Gong, Feixue
2
Gospodinov, Nikolaj
2
Guidolin, Massimo
2
Härdle, Wolfgang
2
Jackwerth, Jens Carsten
2
Jimenez-Martin, Juan-Angel
2
Johnson, Tim
2
Jokivuolle, Esa
2
Jong, Frank de
2
Karolyi, G. Andrew
2
Kempf, Alexander
2
Kim, Don H.
2
Lo, Andrew W.
2
McAleer, Michael
2
Naik, Narayan Y.
2
Pelsser, Antoon André Jean
2
Phelan, Gregory
2
Pérez Amaral, Teodosio
2
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
2
CFAP working papers
1
Discussion paper / UTAS, School of Economics and Finance
1
NCER working paper series
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Cojumping : evidence from the US Treasury bond and futures markets
Dungey, Mardi H.
;
Hvozdyk, Lyudmyla
-
2011
Persistent link: https://www.econbiz.de/10009384423
Saved in:
2
Cojumpinge Evidence from the US Treasury bond and futures markets
Dungey, Mardi H.
;
Hvozdyk, Lyudmyla
-
2010
Persistent link: https://www.econbiz.de/10008668687
Saved in:
3
Cojumping : evidence from the US Treasury bond and futures markets
Dungey, Mardi H.
;
Hvozdyk, Lyudmyla
-
2010
Persistent link: https://www.econbiz.de/10008698082
Saved in:
4
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
;
Lo, Andrew W.
-
1995
Persistent link: https://www.econbiz.de/10000935916
Saved in:
5
Nonparametric pricing of interest rate derivative securities
Aït-Sahalia, Yacine
-
1995
Persistent link: https://www.econbiz.de/10000923501
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->