//--> //--> //--> //-->
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
~isPartOf:"Journal of econometrics"
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
On the quadratic valuation of...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
66
Optionspreistheorie
66
Volatility
39
Volatilität
39
Stochastic process
26
Stochastischer Prozess
26
Estimation
17
Schätzung
17
Derivat
15
Derivative
15
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Statistical distribution
14
Statistische Verteilung
14
Estimation theory
13
Schätztheorie
13
Theorie
13
Theory
13
Option trading
9
Optionsgeschäft
9
ARCH model
8
ARCH-Modell
8
Börsenkurs
7
Share price
7
Option pricing
6
Stochastic volatility
6
Black-Scholes model
5
Black-Scholes-Modell
5
Capital income
5
Kapitaleinkommen
5
CAPM
4
Hedging
4
Jumps
4
Markov chain
4
Markov-Kette
4
Options
4
Time series analysis
4
Zeitreihenanalyse
4
High-frequency data
3
Interest rate
3
more ...
less ...
Online availability
All
Undetermined
30
Type of publication
All
Article
66
Type of publication (narrower categories)
All
Article in journal
66
Aufsatz in Zeitschrift
66
Language
All
English
66
Author
All
Todorov, Viktor
5
Aït-Sahalia, Yacine
4
Xiu, Dacheng
4
Bondarenko, Oleg
3
Gouriéroux, Christian
3
Monfort, Alain
3
Tauchen, George Eugene
3
Bates, David S.
2
Bollerslev, Tim
2
Gallant, A. Ronald
2
Garcia, René
2
Härdle, Wolfgang
2
Jarrow, Robert A.
2
Park, Yang-Ho
2
Wang, Bin
2
Zheng, Xu
2
Abbring, Jaap H.
1
Almeida, Caio
1
Amengual, Dante
1
Andersen, Torben
1
Asea, Patrick K.
1
Augustyniak, Maciej
1
Badescu, Alexandru
1
Bakshi, Gurdip S.
1
Baldovin, Fulvio
1
Bandi, Federico M.
1
Barone-Adesi, Giovanni
1
Bollen, Nicolas P. B.
1
Bormetti, Giacomo
1
Broadie, Mark
1
Bégin, Jean-François
1
Calvet, Laurent E.
1
Cao, Charles Q.
1
Caporin, Massimiliano
1
Caraglio, Michele
1
Chen, Qiang
1
Chen, Song Xi
1
Chen, Zhiwu
1
Cheng, Ai-ru Meg
1
Chernov, Mikhail
1
more ...
less ...
Published in...
All
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
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
49
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
46
more ...
less ...
Source
All
ECONIS (ZBW)
66
Showing
1
-
10
of
66
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Modelling and measuring price discovery in commodity markets
Figuerola-Ferretti, Isabel
;
Gonzalo, Jesús
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 95-107
Persistent link: https://www.econbiz.de/10008826873
Saved in:
9
Variance dynamics : joint evidence from options and high-frequency returns
Wu, Liuren
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 280-287
Persistent link: https://www.econbiz.de/10009242518
Saved in:
10
Threshold estimation of Markov models with jumps and interest rate modeling
Mancini, Cecilia
;
Renò, Roberto
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 77-92
Persistent link: https://www.econbiz.de/10009242541
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->