//--> //--> //-->
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:"Mira, Antonietta"
~subject:"Faktorenanalyse"
~subject:"Nonparametric statistics"
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: person:"Barone-Adesi, Giovanni"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Faktorenanalyse
Nonparametric statistics
Option pricing theory
2
Optionspreistheorie
2
Volatility
2
Volatilität
2
Zinsstruktur
2
Bayes-Statistik
1
Bayesian inference
1
Bayesian nonparametric estimation
1
Börsenkurs
1
CAPM
1
Core
1
Derivat
1
Derivative
1
Dirichlet process
1
Estimation
1
Factor analysis
1
Faktoranalyse
1
Forecasting model
1
Handelsvolumen der Börse
1
Nichtparametrisches Verfahren
1
Options
1
Physical measure
1
Poisson-Dirichlet Process
1
Pricing Kernel
1
Pricing kernel
1
Pricing kernel puzzle
1
Prognoseverfahren
1
Regressionsanalyse
1
S&P 500 index
1
Schätzung
1
Share price
1
Term structure model
1
Trading volume
1
Yield curve
1
pricing kernel puzzle
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Mira, Antonietta
Barone-Adesi, Giovanni
4
Audrino, Francesco
1
Engle, Robert F.
1
Fusari, Nicola
1
Giannopoulos, Kostas
1
Mancini, Loriano
1
Sala, Carlo
1
more ...
less ...
Published in...
All
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option market trading activity and the estimation of the pricing kernel : a Bayesian approach
Barone-Adesi, Giovanni
;
Fusari, Nicola
;
Mira, Antonietta
; …
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 430-449
Persistent link: https://www.econbiz.de/10012439749
Saved in:
2
The stability of factor models of interest rates
Audrino, Francesco
;
Barone-Adesi, Giovanni
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
3
,
pp. 422-441
Persistent link: https://www.econbiz.de/10002989126
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->