//--> //--> //-->
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
~person:"Kane, Alex"
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
Some Finite Sample Properties...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
5
Index futures
5
Index-Futures
5
Prognoseverfahren
5
Estimation
4
Option pricing theory
4
Optionspreistheorie
4
Schätzung
4
Volatility
4
Volatilität
4
USA
3
United States
3
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Theorie
2
Theory
2
1926-1987
1
1968-1991
1
1986-1991
1
Aktienindex
1
Börsenkurs
1
CAPM
1
Derivat
1
Derivative
1
Portfolio selection
1
Portfolio-Management
1
Risikoprämie
1
Risk premium
1
Share price
1
Stock index
1
Time series analysis
1
Zeitreihenanalyse
1
more ...
less ...
Type of publication
All
Book / Working Paper
7
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
4
Working Paper
4
Graue Literatur
2
Non-commercial literature
2
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
8
Author
All
Kane, Alex
Engle, Robert F.
239
Engle, R. F.
30
Tirole, Jean
27
Bhagwati, J. N.
22
Fisher, F. M.
19
Poterba, James M.
19
McFadden, D.
18
Acharya, Viral V.
17
Acemoglu, D.
16
Diamond, P.
15
Farrell, Joseph
15
Smith, L.
15
Acemoglu, Daron
14
Fudenberg, Drew
14
Saloner, Garth
14
Srinivasan, T. N.
14
Rosenberg, Joshua V.
13
Rothenberg, J.
13
Bhagwati, J.
12
Fischer, S.
12
Temin, P.
12
Weitzman, M. L.
12
Diamond, Peter
11
Dornbusch, R.
10
Granger, C. W. J.
10
Hausman, J. A.
10
Russell, Jeffrey R.
10
Bollerslev, Tim
9
Gardner, R.
9
Maskin, E.
9
POTERBA, J.M.
9
Summers, Lawrence H.
9
Kelly, Bryan T.
8
Piore, M. J.
8
Stroebel, Johannes
8
Tirole, J.
8
Bardhan, P. K.
7
Blanchard, Olivier J.
7
Diamond, P. A.
7
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
4
Discussion paper / Department of Economics, University of California San Diego
3
Review of derivatives research
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000877913
Saved in:
2
A test of efficiency for the S&P 500 index option market using variance forecasts
Noh, Jaesun
;
Engle, Robert F.
;
Kane, Alex
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000877939
Saved in:
3
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000886028
Saved in:
4
A test of efficiency for the S & P 500 index option market using variance forecasts
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000886080
Saved in:
5
Valuation of variance forecasts with simulated option markets
Engle, Robert F.
;
Hong, Che-hsiung T.
;
Kane, Alex
-
1990
Persistent link: https://www.econbiz.de/10000790825
Saved in:
6
Measuring risk aversion from exess returns on a stock index
Chou, Ray Yeutien
;
Engle, Robert F.
;
Kane, Alex
-
1991
Persistent link: https://www.econbiz.de/10000811503
Saved in:
7
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
- In:
Review of derivatives research
1
(
1996
)
2
,
pp. 139-157
Persistent link: https://www.econbiz.de/10001218119
Saved in:
8
Forecasting volatility and option prices of the S&P 500 index
Noh, Jaesun
;
Engle, Robert F.
;
Kane, Alex
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000891511
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->