//--> //--> //--> //-->
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
~subject:"Estimation"
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:"risk-neutral density"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
Optionspreistheorie
52
Option pricing theory
48
Statistische Verteilung
41
Statistical distribution
36
Risk-neutral density
33
risk-neutral density
26
Volatilität
24
risk neutral density
24
Volatility
23
Option trading
19
Optionsgeschäft
19
Risk neutral density
18
Schätzung
15
Börsenkurs
11
Nichtparametrisches Verfahren
11
Risiko
11
Theorie
11
Risk
10
Risk Neutral Density
10
Option pricing
9
Schätztheorie
9
Share price
9
Nonparametric statistics
8
Prognoseverfahren
8
Risikoaversion
8
Stochastic process
8
Stochastischer Prozess
8
option pricing
8
Derivat
7
Derivative
7
Estimation theory
7
Event study
7
Geldpolitik
7
Monetary policy
7
Tail risk
7
Aktienoption
6
Cross Entropy
6
Finanzkrise
6
Option Implied Probability of Default
6
more ...
less ...
Online availability
All
Undetermined
6
Free
3
Type of publication
All
Article
9
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
11
Author
All
Ornelas, José Renato Haas
2
Aljinović, Zdravka
1
Alonso, Irma
1
Arnerić, Josip
1
Belomestny, Denis
1
Bian, Timothy Yang
1
Craig, Ben R.
1
Glatzer, Ernst
1
Guerra, João
1
Härdle, Wolfgang
1
Jackwerth, Jens Carsten
1
Keller, Joachim
1
Kim, Sol
1
Krymova, Ekaterina
1
Lee, Geul
1
Menner, Marco
1
Monteiro, Ana M.
1
Poklepović, Tea
1
Santos, André
1
Santos, António A. F.
1
Scheicher, Martin
1
Serrano, Pedro
1
Vaello-Sebastià, Antoni
1
Wang, Tianyi
1
Zhou, Zipeng
1
more ...
less ...
Published in...
All
Finance research letters
2
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Discussion paper / Deutsche Bundesbank
1
International journal of theoretical and applied finance
1
Journal of financial economics
1
Review of Pacific Basin financial markets and policies
1
Série de trabalhos para discussão
1
The journal of futures markets
1
The journal of risk model validation
1
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The global spillovers of unconventional monetary policies on tail risks
Alonso, Irma
;
Serrano, Pedro
;
Vaello-Sebastià, Antoni
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445403
Saved in:
2
Option prices for
risk-neutral
density
estimation using nonparametric methods through big data and large-scale problems
Monteiro, Ana M.
;
Santos, António A. F.
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 152-171
Persistent link: https://www.econbiz.de/10012796300
Saved in:
3
Measuring investors’ risk aversion in China’s stock market
Bian, Timothy Yang
;
Wang, Tianyi
;
Zhou, Zipeng
- In:
Finance research letters
42
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014580420
Saved in:
4
Risk-neutral densities : advanced methods of estimating nonnormal options underlying asset prices and returns
Santos, André
;
Guerra, João
- In:
The journal of risk model validation
14
(
2020
)
2
,
pp. 41-64
Persistent link: https://www.econbiz.de/10014335959
Saved in:
5
Does the Ross recovery theorem work empirically?
Jackwerth, Jens Carsten
;
Menner, Marco
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 723-739
Persistent link: https://www.econbiz.de/10012588349
Saved in:
6
The forecast ability of option-implied densities from emerging markets currencies
Ornelas, José Renato Haas
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
1
,
pp. 133-153
Persistent link: https://www.econbiz.de/10011538981
Saved in:
7
Assessing the forecast ability of risk-neutral densities and real-world densities from emerging markets currencies
Ornelas, José Renato Haas
-
2014
Persistent link: https://www.econbiz.de/10010471926
Saved in:
8
Lead-lag relationship between returns and implied moments : evidence from KOSPI 200 intraday options data
Kim, Sol
;
Lee, Geul
- In:
Review of Pacific Basin financial markets and policies
20
(
2017
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011752436
Saved in:
9
Extraction of market expectations from
risk-neutral
density
Arnerić, Josip
;
Aljinović, Zdravka
;
Poklepović, Tea
- In:
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis …
33
(
2015
)
2
,
pp. 235-256
Persistent link: https://www.econbiz.de/10011429565
Saved in:
10
Sieve estimation of the minimal entropy martingale marginal density with application to pricing kernel estimation
Belomestny, Denis
;
Härdle, Wolfgang
;
Krymova, Ekaterina
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734146
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->