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~institution:"International Center for Financial Asset Management and Engineering"
~subject:"CAPM"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
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CAPM
Stochastischer Prozess
Theorie
Theory
3
Aktienmarkt
2
Stochastic process
2
Stock market
2
Volatility
2
Volatilität
2
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1
Estimation
1
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1
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1
Option pricing theory
1
Optionspreistheorie
1
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1
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1
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1
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1
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4
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Scaillet, Olivier
2
Bacmann, Jean-François
1
Bolliger, Guido
1
Cheng, Peng
1
Isakov, Dušan
1
Medvedev, Alexey
1
Sonney, Frédéric
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International Center for Financial Asset Management and Engineering
National Bureau of Economic Research
279
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
Centre for Analytical Finance <Århus>
10
European University Institute / Department of Economics
9
Ekonomiska forskningsinstitutet <Stockholm>
8
Internationaler Währungsfonds / Research Department
7
Rodney L. White Center for Financial Research
7
Federal Reserve Bank of St. Louis
6
Institute of Finance and Accounting <London>
6
Birkbeck College / Department of Economics
5
Instituto Valenciano de Investigaciones Económicas
5
International Monetary Fund
5
Svenska Handelshögskolan <Helsinki>
5
The Wharton Financial Institutions Center
5
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
Centre for Growth and Business Cycle Research <Manchester>
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Federal Reserve Bank of San Francisco
4
Springer Fachmedien Wiesbaden
4
Verlag Dr. Kovač
4
Brown University / Department of Economics
3
Center for Economic Research <Tilburg>
3
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
3
Chambre de commerce et d'industrie de Paris
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Federal Reserve System / Board of Governors
3
Federal Reserve System / Division of Research and Statistics
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Institut für Weltwirtschaft
3
Nuffield College
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
University of Canterbury / Dept. of Economics and Finance
3
University of Exeter / Department of Economics
3
World Bank
3
Berliner Wissenschafts-Verlag
2
Bonn Graduate School of Economics
2
Centre for Economic Policy Research
2
Christian-Albrechts-Universität zu Kiel
2
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ECONIS (ZBW)
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Are practitioners right? : On the relative importance of industrial factors in international stock returns
Isakov, Dušan
(
contributor
);
Sonney, Frédéric
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791445
Saved in:
2
Who are the best? : Local versus foreign analysts on the Latin American stock markets
Bacmann, Jean-François
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791447
Saved in:
3
A simple calibration procedure of stochastic
volatility
models with jumps by short term asymptotics
Medvedev, Alexey
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001864584
Saved in:
4
Linear-quadratic jump-diffusion modelling with application to stochastic
volatility
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001790927
Saved in:
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