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institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Exeter / Department of Economics"
~subject:"Estimation"
~subject:"Optionspreistheorie"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Estimation
Optionspreistheorie
Volatility
Zeitreihenanalyse
Theorie
282
Theory
282
Option pricing theory
17
Yield curve
17
Zinsstruktur
17
Game theory
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Tzavalis, Elias
5
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2
Harris, Richard D. F.
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Philippopulos, Apostolēs
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1
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1
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
Centre for Analytical Finance <Århus>
University of Exeter / Department of Economics
National Bureau of Economic Research
714
Ekonomiska forskningsinstitutet <Stockholm>
85
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
75
European University Institute / Department of Economics
43
Forschungsinstitut zur Zukunft der Arbeit
41
Springer Fachmedien Wiesbaden
28
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26
Birkbeck College / Department of Economics
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Verlag Dr. Kovač
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Center for Economic Research <Tilburg>
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11
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Econometrisch Instituut <Rotterdam>
11
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Umeå Universitet / Institutionen för Nationalekonomi
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Rodney L. White Center for Financial Research
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The Wharton Financial Institutions Center
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World Bank
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Bonn Graduate School of Economics
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Eric Cuvillier <Firma>
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European University Institute / Department of Law
7
Federal Reserve Bank of New York
7
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
28
Discussion papers in economics
13
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
4
Source
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ECONIS (ZBW)
45
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1
American-style indexed executive stock options
Løchte Jørgensen, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724273
Saved in:
2
American-style indexed executive stock options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607793
Saved in:
3
Fiscal policy, public debt stabilization and politics :
theory
and evidence from the US and UK
Lockwood, Ben
;
Philippopulos, Apostolēs
;
Snell, Andy
-
1994
Persistent link: https://www.econbiz.de/10000895300
Saved in:
4
Effects of employment protection and product market regulations on the Italian labor market
Kugler, Adriana D.
(
contributor
);
Pica, Giovanni
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002110231
Saved in:
5
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
6
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
7
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
8
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
9
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
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10
New trade
theory
and aggregate export equations : an application of panel cointegration
Driver, Rebecca L.
;
Wren-Lewis, Simon
-
1999
Persistent link: https://www.econbiz.de/10001428085
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