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~person:"Gouriéroux, Christian"
~person:"Jarrow, Robert A."
~person:"Linton, Oliver"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Sammlung"
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Theorie
248
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Gouriéroux, Christian
Jarrow, Robert A.
Linton, Oliver
Güth, Werner
240
Phillips, Peter C. B.
211
Beladi, Hamid
189
Cheng, T. C. E.
173
Tsionas, Efthymios G.
169
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167
Fabozzi, Frank J.
165
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165
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164
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159
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151
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146
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145
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142
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142
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138
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138
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138
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137
Long, Ngo Van
136
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133
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132
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130
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130
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128
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127
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126
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123
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120
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120
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119
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115
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112
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111
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111
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110
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Journal of econometrics
60
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33
Annales d'économie et de statistique
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Cambridge working papers in economics
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Review of derivatives research
11
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10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
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9
Finance research letters
9
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7
Mathematics and financial economics
7
Annals of economics and statistics
6
International journal of theoretical and applied finance
6
Journal of financial and quantitative analysis : JFQA
6
The quarterly journal of finance
6
Annual review of financial economics
5
L' Actualité économique : revue trimest.
5
The journal of finance : the journal of the American Finance Association
5
The review of financial studies
5
Economics letters
4
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The journal of credit risk : published quarterly by Incisive Media
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Journal de la Société de Statistique de Paris
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ECONIS (ZBW)
359
Showing
1
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10
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359
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1
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:
2
Index design : hedging and manipulation
Jarrow, Robert A.
;
Li, Siguang
- In:
The Quarterly Journal of Finance : QJF
12
(
2022
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10013367706
Saved in:
3
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:
4
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
5
An explosion time characterization of asset price bubbles
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 469-479
Persistent link: https://www.econbiz.de/10014326312
Saved in:
6
Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian
;
Lu, Yang
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 766-796
Persistent link: https://www.econbiz.de/10014329912
Saved in:
7
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:
8
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:
9
Long run predictions
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annals of economics and statistics
145
(
2022
),
pp. 75-90
Persistent link: https://www.econbiz.de/10013464960
Saved in:
10
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
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