//--> //--> //--> //-->
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
Estimating early exercise prem...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
66
Optionspreistheorie
66
State space model
53
Volatility
53
Volatilität
53
Zustandsraummodell
53
Stochastic process
43
Stochastischer Prozess
43
Theorie
39
Theory
39
Time series analysis
35
Zeitreihenanalyse
35
Estimation
30
Estimation theory
30
Schätztheorie
30
Schätzung
30
Bayes-Statistik
20
Bayesian inference
20
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Statistical distribution
19
Statistische Verteilung
19
Derivat
18
Derivative
18
Option trading
14
Optionsgeschäft
14
Börsenkurs
12
Share price
12
Stochastic volatility
10
ARCH model
8
ARCH-Modell
8
Forecasting model
8
Markov chain
8
Markov-Kette
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Prognoseverfahren
8
Kalman filter
7
Option pricing
7
VAR model
7
more ...
less ...
Online availability
All
Undetermined
65
Type of publication
All
Article
123
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
124
Aufsatz in Zeitschrift
124
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
124
Author
All
Todorov, Viktor
6
Xiu, Dacheng
5
Aït-Sahalia, Yacine
4
Gallant, A. Ronald
4
Monfort, Alain
4
Bondarenko, Oleg
3
Gouriéroux, Christian
3
McAleer, Michael
3
Shephard, Neil G.
3
Tauchen, George Eugene
3
Andersen, Torben
2
Bates, David S.
2
Blasques, Francisco
2
Bollerslev, Tim
2
Chan, Joshua
2
Chang, Chia-Lin
2
Creal, Drew
2
Forbes, Catherine Scipione
2
Fox, Jeremy T.
2
Frühwirth-Schnatter, Sylvia
2
Fulop, Andras
2
Fusari, Nicola
2
Garcia, René
2
Gençay, Ramazan
2
Hong, Han
2
Härdle, Wolfgang
2
Jarrow, Robert A.
2
Kim, Kyoo Il
2
Kohn, Robert
2
Koop, Gary
2
Koopman, Siem Jan
2
Li, Junye
2
Maneesoonthorn, Worapree
2
Martin, Gael M.
2
Park, Joon Y.
2
Park, Yang-Ho
2
Poon, Aubrey
2
Tsay, Ruey S.
2
Wang, Bin
2
Zheng, Xu
2
more ...
less ...
Published in...
All
Journal of econometrics
International journal of theoretical and applied finance
504
The journal of futures markets
406
Journal of banking & finance
281
Mathematical finance : an international journal of mathematics, statistics and financial theory
266
The journal of computational finance
257
Applied mathematical finance
244
The journal of derivatives : the official publication of the International Association of Financial Engineers
243
Finance and stochastics
234
Finance research letters
220
Quantitative finance
214
Review of derivatives research
187
Journal of economic dynamics & control
183
Computational economics
162
Economic modelling
150
European journal of operational research : EJOR
146
The North American journal of economics and finance : a journal of financial economics studies
143
Insurance / Mathematics & economics
142
Discussion paper / Tinbergen Institute
139
Energy economics
130
International journal of financial engineering
126
International review of financial analysis
123
Journal of mathematical finance
111
International review of economics & finance : IREF
107
Journal of financial economics
107
NBER working paper series
107
Risks : open access journal
107
Applied economics
104
Research paper series / Swiss Finance Institute
103
The European journal of finance
103
Working paper / National Bureau of Economic Research, Inc.
102
Applied economics letters
99
Economics letters
88
Asia-Pacific financial markets
85
Journal of financial and quantitative analysis : JFQA
85
Journal of risk and financial management : JRFM
85
NBER Working Paper
80
The journal of finance : the journal of the American Finance Association
80
The review of financial studies
78
Working paper
74
more ...
less ...
Source
All
ECONIS (ZBW)
124
Showing
1
-
10
of
124
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bias reduction in spot volatility estimation from
options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
2
Nonparametric jump variation measures from
options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
3
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
Saved in:
4
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
5
The effects of asymmetric volatility and jumps on the pricing of VIX derivatives
Park, Yang-Ho
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 313-328
Persistent link: https://www.econbiz.de/10011617156
Saved in:
6
A tale of two option markets : pricing kernels and volatility risk
Song, Zhaogang
;
Xiu, Dacheng
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 176-196
Persistent link: https://www.econbiz.de/10011591632
Saved in:
7
On implied volatility for
options
: some reasons to smile and more to correct
Chen, Song Xi
;
Xu, Zheng
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010258291
Saved in:
8
Hermite polynomial based expansion of European option prices
Xiu, Dacheng
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 158-177
Persistent link: https://www.econbiz.de/10010372651
Saved in:
9
Regime switching in foreign exchange rates : evidence from currency option prices
Bollen, Nicolas P. B.
;
Gray, Stephen
;
Whaley, Robert E.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 239-276
Persistent link: https://www.econbiz.de/10001437758
Saved in:
10
Semi-parametric estimation of American option prices
Gagliardini, Patrick
;
Ronchetti, Diego
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 57-82
Persistent link: https://www.econbiz.de/10009719634
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->