//--> //--> //--> //-->
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
~institution:"Rodney L. White Center for Financial Research"
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
Pricing american options when...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
13
Theory
13
USA
10
United States
10
Börsenkurs
9
Share price
9
Volatility
8
Volatilität
8
Capital income
5
Kapitaleinkommen
5
Estimation theory
4
Exchange rate
4
Schätztheorie
4
Wechselkurs
4
Estimation
3
Forecast
3
Option trading
3
Optionsgeschäft
3
Prognose
3
Schätzung
3
1998-1999
2
Aktienfonds
2
Autocorrelation
2
Autokorrelation
2
Deutschland
2
Equity fund
2
Erbe
2
Germany
2
Government securities
2
Impact assessment
2
Inheritance
2
Staatspapier
2
Wirkungsanalyse
2
1990-1993
1
1990-1998
1
ARCH model
1
ARCH-Modell
1
Allgemeines Gleichgewicht
1
Ankündigungseffekt
1
Announcement effect
1
more ...
less ...
Online availability
All
Free
12
Type of publication
All
Book / Working Paper
20
Type of publication (narrower categories)
All
Arbeitspapier
19
Graue Literatur
19
Non-commercial literature
19
Working Paper
19
Language
All
English
20
Author
All
Brandt, Michael W.
6
Diebold, Francis X.
6
Kadlec, Gregory B.
4
Abel, Andrew B.
3
Alizadeh, Sassan
2
Bollerslev, Tim
2
Chalmers, John M. R.
2
Edelen, Roger M.
2
Andersen, Torben
1
Anderson, Torben G.
1
Beber, Alessandro
1
Blume, Marshall E.
1
Chan, Yeung Lewis
1
Christoffersen, Peter F.
1
Engle, Robert F.
1
Goldstein, Michael A.
1
Gompers, Paul A.
1
Hollifield, Burton
1
Ishii, Joy L.
1
Kang, Qiang
1
Kavajecz, Kenneth A.
1
Kogan, Leonid
1
Labys, Paul
1
Metrick, Andrew
1
Miller, Robert Allen
1
Pástor, Ľuboš
1
Sandås, Patrik
1
Santa-Clara, Pedro
1
Slive, Joshua
1
Stambaugh, Robert F.
1
more ...
less ...
Institution
All
Rodney L. White Center for Financial Research
National Bureau of Economic Research
1,117
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
177
C.E.P.R. Discussion Papers
57
Institut für Schweizerisches Bankwesen <Zürich>
57
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
55
Centre for Analytical Finance <Århus>
42
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
36
Ekonomiska forskningsinstitutet <Stockholm>
34
HAL
30
EconWPA
29
Chambre de commerce et d'industrie de Paris
26
Université Paris-Dauphine (Paris IX)
26
Svenska Handelshögskolan <Helsinki>
23
World Bank
23
Agricultural and Applied Economics Association - AAEA
22
Center for Economic Research <Tilburg>
21
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
21
Federal Reserve Bank of St. Louis
20
International Monetary Fund
18
National Centre of Competence in Research North South <Bern>
18
OECD
17
Reserve Bank of Australia
17
CESifo
16
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
Institute of Finance and Accounting <London>
15
Internationaler Währungsfonds / Research Department
15
Society for Computational Economics - SCE
15
Federal Reserve System / Division of Research and Statistics
14
European Association of Agricultural Economists - EAAE
13
European University Institute / Department of Economics
13
Federal Reserve Bank of New York
13
Institut für Weltwirtschaft
13
School of Finance and Business Economics <Perth, Western Australia>
13
The Wharton Financial Institutions Center
13
Birkbeck College / Department of Economics
12
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
12
Department of Economics and Finance, College of Business and Economics
12
Federal Reserve System / Board of Governors
12
Inter-American Development Bank
12
more ...
less ...
Published in...
All
Working papers / Rodney L. White Center for Financial Research
19
Rodney L. White Center for Financial Research
1
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Predictable changes in NAV : the wildcard option in transacting mutual-fund shares
Chalmers, John M. R.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002000926
Saved in:
2
Predictable changes in NAV : the wildcard option in transacting mutual-fund shares
Chalmers, John M. R.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004129
Saved in:
3
The effect of macroeconomic news on beliefs and preferences : evidence from the options market
Beber, Alessandro
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024082
Saved in:
4
Financial asset returns, direction-of-change forecasting and
volatility
Christoffersen, Peter F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10003229525
Saved in:
5
Parametric and nonparametric
volatility
measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10003229526
Saved in:
6
The Nobel memorial prize for Robert Engle
Diebold, Francis X.
(
contributor
);
Engle, Robert F.
(
honouree
)
-
2004
Persistent link: https://www.econbiz.de/10003229527
Saved in:
7
High- and low-frequency exchange rate
volatility
dynamics : range-based estimation of stochastic
volatility
models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
8
High- and low-frequency exchange rate
volatility
dynamics : range-based estimation of stochastic
volatility
models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
9
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
10
On the relationship between the conditional mean and
volatility
of stock returns
Brandt, Michael W.
(
contributor
);
Kang, Qiang
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002019935
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->