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~person:"Chib, Siddhartha"
~person:"Madan, Dilip B."
~subject:"Allgemeines Gleichgewicht"
~subject:"CAPM"
~subject:"Markov-Kette"
~type_genre:"Article in journal"
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Allgemeines Gleichgewicht
CAPM
Markov-Kette
Theorie
92
Theory
92
Option pricing theory
13
Optionspreistheorie
13
Markov chain
12
Monte Carlo simulation
11
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11
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10
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10
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37
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Chib, Siddhartha
Madan, Dilip B.
Jarrow, Robert A.
27
Elliott, Robert J.
26
Hansen, Lars Peter
23
Pi, Jiancai
22
Tsionas, Efthymios G.
20
Chaudhuri, Sarbajit
19
Duffie, Darrell
17
Kubler, Felix
17
Siu, Tak Kuen
17
Ferson, Wayne E.
16
Robinson, Sherman
16
Zhou, Guofu
16
Schmedders, Karl
15
Bossaerts, Peter L.
14
Cochrane, John H.
14
Fabozzi, Frank J.
13
Harvey, Campbell R.
13
Levy, Haim
13
Marjit, Sugata
13
Zhang, Shunming
13
Zin, Stanley E.
13
Detemple, Jérôme B.
12
Fama, Eugene F.
12
Hervés-Beloso, Carlos
12
Lee, Cheng F.
12
Renault, Eric
12
Stambaugh, Robert F.
12
Whalley, John
12
Balasko, Yves
11
Böhringer, Christoph
11
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11
Epstein, Larry G.
11
Faff, Robert W.
11
Feinberg, Eugene A.
11
Geanakoplos, John
11
Guidolin, Massimo
11
He, Xue-zhong
11
Hens, Thorsten
11
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Annals of finance
7
Journal of econometrics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Finance and stochastics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial and quantitative analysis : JFQA
2
Annual review of financial economics
1
Asia Pacific financial markets
1
Asia-Pacific financial markets
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
European finance review : the official journal of the European Finance Association
1
International journal of theoretical and applied finance
1
Journal of applied econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Oberwolfach
1
Review of derivatives research
1
The journal of asset management
1
The journal of business : B
1
The review of economics and statistics
1
The review of financial studies
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ECONIS (ZBW)
37
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1
Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc
;
Elliott, Robert J.
;
Madan, Dilip B.
; …
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001333352
Saved in:
2
Hedging contingent claims on semimartingales
Jarrow, Robert
;
Madan, Dilip B.
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 111-134
Persistent link: https://www.econbiz.de/10001367662
Saved in:
3
The Variance Gamma (V. G.) model for share market returns
Madan, Dilip B.
- In:
The journal of business : B
63
(
1990
)
4
,
pp. 511-524
Persistent link: https://www.econbiz.de/10001097112
Saved in:
4
The multinomial option pricing model and its Brownian and Poisson limits
Madan, Dilip B.
- In:
The review of financial studies
2
(
1989
)
2
,
pp. 251-265
Persistent link: https://www.econbiz.de/10001106370
Saved in:
5
Estimation and comparison of multiple change-point models
Chib, Siddhartha
- In:
Journal of econometrics
86
(
1998
)
2
,
pp. 221-241
Persistent link: https://www.econbiz.de/10001243492
Saved in:
6
Posterior simulation and Bayes factors in panel count data models
Chib, Siddhartha
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10001243867
Saved in:
7
Is mean-variance analysis vacuous : or was beta still born?
Jarrow, Robert A.
- In:
European finance review : the official journal of the …
1
(
1997
)
1
,
pp. 15-30
Persistent link: https://www.econbiz.de/10001244804
Saved in:
8
Informational content in interest rate term structures
Edmister, Robert O.
- In:
The review of economics and statistics
75
(
1993
)
4
,
pp. 695-699
Persistent link: https://www.econbiz.de/10001167579
Saved in:
9
A discrete time equivalent martingale measure
Elliott, Robert J.
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 127-152
Persistent link: https://www.econbiz.de/10001242839
Saved in:
10
Asset pricing
theory
for two price economies
Madan, Dilip B.
- In:
Annals of finance
11
(
2015
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011376162
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