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:"The Wharton Financial Institutions Center"
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
Börsenkurs
7
Share price
7
Theorie
7
Theory
7
USA
5
United States
5
Volatility
5
Volatilität
5
Capital income
3
Kapitaleinkommen
3
Forecasting model
2
Prognoseverfahren
2
Takeover
2
Übernahme
2
1990-1998
1
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Autocorrelation
1
Autokorrelation
1
Bank lending
1
Bubbles
1
Börsengang
1
Cointegration
1
Corporate Governance
1
Corporate governance
1
Deutschland
1
Dienstleistungsqualität
1
EU countries
1
EU-Staaten
1
Estimation
1
Exchange rate
1
Financial crisis
1
Financial product
1
Financial services
1
Finanzdienstleistung
1
Finanzkrise
1
Finanzprodukt
1
Forecast
1
Fusion
1
more ...
less ...
Type of publication
All
Book / Working Paper
13
Type of publication (narrower categories)
All
Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
Language
All
English
13
Author
All
Diebold, Francis X.
4
Andersen, Torben
2
Bollerslev, Tim
2
Cummins, John David
2
Allen, Franklin
1
Anderson, Torben G.
1
Babbel, David F.
1
Brown, Jeffrey R.
1
Christoffersen, Peter F.
1
Dutta, Kabir K.
1
Fernando, Chitru S.
1
Gale, Douglas
1
Gompers, Paul A.
1
Güntay, Levent
1
Herring, Richard J.
1
Ishii, Joy L.
1
Lewis, Christopher M.
1
Metrick, Andrew
1
Prabhala, N. R.
1
Soteriou, Andreas C.
1
Unal, Haluk
1
Wei, Ran
1
Weiss, Mary A.
1
Zenios, Stauros Andrea
1
more ...
less ...
Institution
All
The Wharton Financial Institutions Center
National Bureau of Economic Research
1,123
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
Rodney L. White Center for Financial Research
20
International Monetary Fund
19
National Centre of Competence in Research North South <Bern>
18
OECD
18
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
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 / Financial Institutions Center
13
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return
volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
2
Callable bonds and hedging
Güntay, Levent
(
contributor
);
Prabhala, N. R.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657300
Saved in:
3
Extracting probabilistic information from the prices of interest rate options : tests of distributional assumptions
Dutta, Kabir K.
(
contributor
);
Babbel, David F.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685962
Saved in:
4
The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100061
Saved in:
5
Financial asset returns, direction-of-change forecasting, and
volatility
dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
Saved in:
6
Parametric and nonparametric
volatility
measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685965
Saved in:
7
Modeling and forecasting realized
volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
Saved in:
8
Consolidation in the European insurance industry : do mergers and acquisitions create value for shareholders?
Cummins, John David
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002098475
Saved in:
9
An empirical analysis of the economic impact of federal terrorism reinsurance
Brown, Jeffrey R.
;
Cummins, John David
;
Lewis, …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002098496
Saved in:
10
Liquidity shocks, systemic risk, and market collapse : theory and application to the market for perps
Fernando, Chitru S.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001656753
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
