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Search: subject:"gamma"
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Subject
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Theorie
141
Theory
136
Statistische Verteilung
109
Statistical distribution
108
Optionspreistheorie
106
Option pricing theory
105
Stochastic process
96
Stochastischer Prozess
96
Continuous distribution
94
Stetige Verteilung
94
Volatility
61
Volatilität
61
Gamma distribution
57
gamma distribution
51
Schätztheorie
48
Estimation theory
47
Prognoseverfahren
45
Forecasting model
44
Estimation
43
Schätzung
41
Capital income
36
Kapitaleinkommen
36
Portfolio selection
31
Portfolio-Management
29
Bayesian inference
27
Gamma process
25
Risikomaß
24
Risk measure
24
Bayes-Statistik
23
Derivat
23
Derivative
23
Probability theory
23
Wahrscheinlichkeitsrechnung
23
CAPM
22
Simulation
21
gamma
21
Hedging
20
Lévy processes
20
Monte Carlo simulation
20
Option trading
20
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Undetermined
478
Free
310
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Article
632
Book / Working Paper
262
Other
10
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Article in journal
290
Aufsatz in Zeitschrift
290
Working Paper
89
Graue Literatur
73
Non-commercial literature
73
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65
Article
17
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12
research-article
12
Aufsatz im Buch
10
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10
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9
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3
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3
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3
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3
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2
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2
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1
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1
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1
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1
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English
493
Undetermined
395
German
8
Spanish
4
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2
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1
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1
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Madan, Dilip B.
46
Wang, King
19
Schoutens, Wim
13
Nadarajah, Saralees
12
Nicolai, R.P.
10
Ivanov, Roman V.
9
Carr, Peter
8
Lijoi, Antonio
8
Jouini, Elyès
7
Napp, Clotilde
7
Ganics, Gergely
6
Rossi, Barbara
6
Sekhposyan, Tatevik
6
Brännäs, Kurt
5
Hirukawa, Masayuki
5
Nordman, Niklas
5
Abbring, Jaap H.
4
Berg, Gerard J. van den
4
Brümmer, Bernhard
4
Corradin, Fausto
4
Frenk, Frenk, J.B.G.
4
Frenk, J.B.G.
4
Gerrits, Carsten
4
Göncü, Ahmet
4
Hanagal, David D.
4
Koopman, Siem Jan
4
Kotz, Samuel
4
Kozubowski, Tomasz J.
4
Mazur, Stepan
4
Mercuri, Lorenzo
4
Prehn, Sören
4
Racine, Jeffrey
4
Sartore, Domenico
4
Scharth, Marcel
4
Sinding-Larsen, Richard
4
Tian, Kun
4
Van Keilegom, Ingrid
4
Aguilar, Jean-Philippe
3
Balakrishnan, N.
3
Barbon, Andrea
3
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Institution
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International Monetary Fund (IMF)
12
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
11
HAL
9
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
5
Erasmus University Rotterdam, Econometric Institute
3
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
3
Institute for the Study of Labor (IZA)
3
Institutionen för Nationalekonomi, Umeå Universitet
3
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
3
Tilburg University, Center for Economic Research
3
Tinbergen Instituut
3
C.E.P.R. Discussion Papers
2
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
2
Collegio Carlo Alberto, Università degli Studi di Torino
2
Department of Economics, European University Institute
2
Department of Economics, Leicester University
2
Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia
2
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
2
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
2
Institut d'Économie Appliquée, HEC Montréal (École des Hautes Études Commerciales)
2
Institut für Agrarökonomie, Georg-August-Universität Göttingen
2
International Centre for Economic Research (ICER)
2
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
2
Tinbergen Institute
2
Université Paris-Dauphine (Paris IX)
2
ARC Centre of Excellence in Population Ageing Research (CEPAR), UNSW Business School
1
Bank of Japan
1
Berkeley Electronic Press
1
CESifo
1
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
1
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
1
College of Business, University of Texas-San Antonio
1
Colwell, David , Banking & Finance, Australian School of Business, UNSW
1
Departamento de Estadistica, Universidad Carlos III de Madrid
1
Departement für Quantitative Wirtschaftsforschung, Faculté des sciences économiques et sociales - Wirtschafts- und Sozialwissenschaftliche Fakultät
1
Department of Econometrics and Business Statistics, Monash Business School
1
Department of Economics and Business, Universitat Pompeu Fabra
1
Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
1
Department of Economics and Related Studies, University of York
1
Department of Economics, Concordia University
1
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Published in...
All
Annals of the Institute of Statistical Mathematics
28
Statistics & Probability Letters
19
International journal of theoretical and applied finance
18
Metrika
18
Physica A: Statistical Mechanics and its Applications
16
International Journal of Theoretical and Applied Finance (IJTAF)
13
Statistical Papers / Springer
13
European journal of operational research : EJOR
12
IMF Working Papers
12
MPRA Paper
11
Finance research letters
10
Insurance / Mathematics & economics
10
Journal of Multivariate Analysis
10
Risks : open access journal
9
Computational Statistics & Data Analysis
8
International journal of production research
8
Quantitative finance
8
Applied mathematical finance
7
Journal of Applied Statistics
7
Journal of Risk and Financial Management
7
Mathematics and Computers in Simulation (MATCOM)
7
Psychometrika
7
Stochastics and Quality Control
7
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
7
The European Physical Journal B - Condensed Matter and Complex Systems
7
Computational Statistics
6
Finance and Stochastics
6
International journal of financial engineering
6
Journal of econometrics
6
Journal of risk and financial management : JRFM
6
Risks
6
The journal of computational finance
6
Annals of finance
5
Applied economics
5
CORE Discussion Papers
5
Cahiers de recherche
5
IZA Discussion Papers
5
Insurance: Mathematics and Economics
5
International journal of forecasting
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
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Source
All
RePEc
432
ECONIS (ZBW)
392
EconStor
42
BASE
20
Other ZBW resources
16
USB Cologne (EcoSocSci)
2
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51
Intraday momentum in the VIX futures market
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Weng, Pei-Shih
;
Yang, …
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248282
Saved in:
52
The valuation of corporations : a derivative pricing perspective
Madan, Dilip B.
;
Wang, King
- In:
Annals of finance
19
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014253867
Saved in:
53
Optimizing cultural intelligence development by considering different types of change
Alexandra, Valerie
- In:
International journal of human resource management
34
(
2023
)
12
,
pp. 2404-2428
Persistent link: https://www.econbiz.de/10014323499
Saved in:
54
Modeling the bid and ask prices of options
Madan, Dilip B.
;
Schoutens, Wim
;
Wang, King
- In:
The journal of computational finance : JFC
26
(
2023
)
4
,
pp. 3-36
Persistent link: https://www.econbiz.de/10014486879
Saved in:
55
Option
gamma
and stock returns
Soebhag, Amar
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014477131
Saved in:
56
A Lévy-Driven Ornstein-Uhlenbeck process for the valuation of credit index swaptions
Shirai, Yoshihiro
- In:
International journal of theoretical and applied …
26
(
2023
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014500194
Saved in:
57
A semiparametric Bayesian model for queueing arrival processes : an application to call centers
Kuzu, Kaan
;
Soyer, Refik
;
Tarimcilar, Murat T.
- In:
Production and operations management : the flagship …
32
(
2023
)
10
,
pp. 3266-3285
Persistent link: https://www.econbiz.de/10014430727
Saved in:
58
The economics of time as it is embedded in the prices of options§
Madan, Dilip B.
;
Wang, King
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 579-593
Persistent link: https://www.econbiz.de/10014304273
Saved in:
59
Measuring dependence in a set of asset returns
Madan, Dilip B.
;
Wang, King
- In:
Asia Pacific financial markets
30
(
2023
)
2
,
pp. 363-385
Persistent link: https://www.econbiz.de/10014342359
Saved in:
60
Process quality recheck for
Gamma
quality characteristic from supplier products : a case study on radio-frequency power
Meng, Fanbing
;
Yang, Jun
;
Li, Qi
- In:
International journal of production research
61
(
2023
)
6
,
pp. 1849-1865
Persistent link: https://www.econbiz.de/10014230490
Saved in:
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