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~person:"Akgiray, Vedat"
~person:"Taylor, Stephen"
~subject:"Share price"
~subject:"Statistische Verteilung"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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Share price
Statistische Verteilung
USA
Capital income
5
Kapitaleinkommen
5
Probability theory
5
Wahrscheinlichkeitsrechnung
5
Börsenkurs
3
Option pricing theory
3
Optionspreistheorie
3
Statistical distribution
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1976-1985
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Aufsatz in Zeitschrift
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6
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Akgiray, Vedat
Taylor, Stephen
Nadarajah, Saralees
27
Fabozzi, Frank J.
21
Račev, Svetlozar T.
19
Landsman, Zinoviy
15
Gómez-Déniz, Emilio
14
Sarabia Alzaga, José Maria
13
Calderín-Ojeda, Enrique
12
Kim, Young Shin
12
Madan, Dilip B.
12
Paolella, Marc S.
12
Perote, Javier
12
González-Val, Rafael
11
Lucas, André
11
Wu, Ximing
11
Akira Toda, Alexis
10
Furman, Edward
10
Härdle, Wolfgang
10
Ravazzolo, Francesco
10
Satchell, Stephen
10
Benth, Fred Espen
9
Ciecka, James E.
9
Cossette, Hélène
9
Griffiths, William E.
9
Linton, Oliver
9
Parmeter, Christopher F.
9
Peng, Liang
9
Phillips, Peter C. B.
9
Sanz, Fernando
9
Su, Jianxi
9
Taylor, James W.
9
Wang, Ruodu
9
Ñíguez, Trino-Manuel
9
Chinhamu, Knowledge
8
Dijk, Dick van
8
Hoga, Yannick
8
Hua, Lei
8
Skoog, Gary R.
8
Blazsek, Szabolcs
7
Corradi, Valentina
7
Dhaene, Jan
7
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International journal of forecasting
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economics
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of financial research
1
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ECONIS (ZBW)
6
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Comments on "A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices"
Carnero, M. Angeles
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 36-38
Persistent link: https://www.econbiz.de/10009580803
Saved in:
2
A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
Shackleton, Mark B.
;
Taylor, Stephen
;
Yu, Peng
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2678-2693
Persistent link: https://www.econbiz.de/10008858849
Saved in:
3
Cross-sectional analysis of risk-neutral skewness
Taylor, Stephen
;
Yadav, Pradeep
;
Zhang, Yuanyuan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 38-52
Persistent link: https://www.econbiz.de/10003862759
Saved in:
4
Statistical models of German stock returns
Akgiray, Vedat
- In:
Journal of economics
50
(
1989
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10001080173
Saved in:
5
The stable-law model of stock returns
Akgiray, Vedat
- In:
Journal of business & economic statistics : JBES ; a …
6
(
1988
)
1
,
pp. 51-57
Persistent link: https://www.econbiz.de/10001044771
Saved in:
6
Compound distribution models of stock returns : an empirical comparison
Akgiray, Vedat
- In:
The journal of financial research
10
(
1987
)
3
,
pp. 269-280
Persistent link: https://www.econbiz.de/10001078526
Saved in:
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