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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"hrv"
~subject:"Optionspreistheorie"
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Optionspreistheorie
USA
220
United States
220
Theorie
107
Theory
107
Estimation
70
Schätzung
70
Option pricing theory
66
Volatility
61
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61
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46
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46
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33
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33
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Todorov, Viktor
5
Aït-Sahalia, Yacine
4
Xiu, Dacheng
4
Bondarenko, Oleg
3
Gouriéroux, Christian
3
Monfort, Alain
3
Tauchen, George Eugene
3
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2
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2
Gallant, A. Ronald
2
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2
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1
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Journal of econometrics
International journal of theoretical and applied finance
467
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
244
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
199
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
131
Finance research letters
116
International journal of financial engineering
116
Computational economics
107
Journal of mathematical finance
107
Risks : open access journal
99
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
81
Journal of financial economics
79
Asia-Pacific financial markets
77
Energy economics
59
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Review of quantitative finance and accounting
55
The journal of finance : the journal of the American Finance Association
55
SFB 649 discussion paper
54
Annals of finance
52
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
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Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
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International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
66
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1
Do option markets correctly price the probabilities of movement of the underlying asset?
Aït-Sahalia, Yacine
;
Wang, Yubo
;
Yared, Francis
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 67-110
Persistent link: https://www.econbiz.de/10001575286
Saved in:
2
Post-'87 crash fears in the S&P 500 futures option market
Bates, David S.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 181-238
Persistent link: https://www.econbiz.de/10001437755
Saved in:
3
Long-term equity anticipation securities and stock market volatility dynamics
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 75-99
Persistent link: https://www.econbiz.de/10001400092
Saved in:
4
Realized volatility forecasting and option pricing
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Yang, Chen
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10003783782
Saved in:
5
A Gaussian approximation scheme for computation of option prices in stochastic volatility models
Cheng, Ai-ru Meg
;
Gallant, A. Ronald
;
Ji, Chuanshu
; …
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 44-58
Persistent link: https://www.econbiz.de/10003778206
Saved in:
6
Estimation of partial differential equations with applications in finance
Kristensen, Dennis
- In:
Journal of econometrics
144
(
2008
)
2
,
pp. 392-408
Persistent link: https://www.econbiz.de/10003774651
Saved in:
7
Nonparametric state price density estimation using constrained least squares and the bootstrap
Yatchew, Adonis John
;
Härdle, Wolfgang
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 579-599
Persistent link: https://www.econbiz.de/10003359592
Saved in:
8
Dynamics of state price densities
Härdle, Wolfgang
;
Hlávka, Zdeněk
- In:
Journal of econometrics
150
(
2009
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10003847475
Saved in:
9
Nonparametric inference of discretely sampled stable Lévy processes
Zhao, Zhibiao
;
Wu, Wei Biao
- In:
Journal of econometrics
153
(
2009
)
1
,
pp. 83-92
Persistent link: https://www.econbiz.de/10003892656
Saved in:
10
Econometric specification of stochastic discount factor models
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 509-530
Persistent link: https://www.econbiz.de/10003412662
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