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~subject:"Capital income"
~type_genre:"Bibliografie enthalten"
~type_genre:"Konferenzbeitrag"
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1
Volatility information difference between CDS, options, and the cross section of options returns
Guo, Biao
;
Shi, Yukun
;
Xu, Yaofei
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2025-2036
Persistent link: https://www.econbiz.de/10012313548
Saved in:
2
Asset price dynamics, volatility, and prediction
Taylor, Stephen J.
;
Taylor, Stephen
-
2005
Persistent link: https://www.econbiz.de/10002746484
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3
Lévy-Vasicek models and the long-bond return process
Brody, Dorje C.
;
Hughston, Lane P.
;
Meier, David M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
Saved in:
4
Aktienoptionsstrategien und Steuerbilanz
Wolf, Roland
-
1996
Persistent link: https://www.econbiz.de/10000560791
Saved in:
5
The relationship between Asian equity and commodity futures markets
Thuraisamy, Kannan S.
;
Sharma, Susan Sunila
;
Ali Ahmed, …
- In:
Journal of Asian economics
28
(
2013
),
pp. 67-75
Persistent link: https://www.econbiz.de/10010400865
Saved in:
6
Empirische Validierung von Kapitalmarktmodellen : Untersuchungen zum
CAPM
und zur APT für den deutschen Aktienmarkt
Ulschmid, Christoph
-
1994
Persistent link: https://www.econbiz.de/10000891941
Saved in:
7
Zur Messung und Beurteilung der Performance deutscher Rentenfonds
Katholing, Matthias
-
1996
Persistent link: https://www.econbiz.de/10000956270
Saved in:
8
Growth uncertainty, generalized disappointment aversion and production-based asset pricing
Liu, Hening
;
Miao, Jianjun
- In:
Journal of monetary economics
69
(
2015
),
pp. 70-89
Persistent link: https://www.econbiz.de/10011326683
Saved in:
9
Risk and ambiguity in models of business cycles
Backus, David
;
Ferriere, Axelle
;
Zin, Stanley E.
- In:
Journal of monetary economics
69
(
2015
),
pp. 42-63
Persistent link: https://www.econbiz.de/10011326690
Saved in:
10
Discussion of delegated trade and the pricing of public and private information
Bloomfield, Matthew J.
;
Bloomfield, Robert
- In:
Journal of accounting & economics
60
(
2015
)
2/3
,
pp. 104-109
Persistent link: https://www.econbiz.de/10011437512
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