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Estimation
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Caporale, Guglielmo Maria
89
Gil-Alaña, Luis A.
75
Pesaran, M. Hashem
71
Heckman, James J.
49
Härdle, Wolfgang
49
Hautsch, Nikolaus
43
Marcellino, Massimiliano
41
Blundell, Richard W.
40
Koopman, Siem Jan
39
Timmermann, Allan
38
Acemoglu, Daron
36
Belzil, Christian
36
Herwartz, Helmut
35
Pierdzioch, Christian
34
Berg, Gerard J. van den
33
Egger, Peter
33
Serletis, Apostolos
32
Buch, Claudia M.
30
Gupta, Rangan
30
Kilian, Lutz
30
Bollerslev, Tim
29
Engel, Charles
29
Kumbhakar, Subal
29
Basu, Susanto
28
Diebold, Francis X.
28
Engle, Robert F.
28
Feenstra, Robert C.
28
Kaiser, Ulrich
28
Keane, Michael P.
28
Semmler, Willi
28
Attanasio, Orazio P.
27
Creedy, John
27
MacDonald, Ronald
27
Belke, Ansgar
26
Dustmann, Christian
26
Jenkins, Stephen
26
Jordà, Òscar
26
Lindé, Jesper
26
Lütkepohl, Helmut
26
Meghir, Costas
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer Fachmedien Wiesbaden
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Internationaler Währungsfonds / Research Department
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Birkbeck College / Department of Economics
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Institut für Weltwirtschaft
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Federal Reserve System / Board of Governors
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Verlag Dr. Kovač
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Trinity College Dublin / Department of Economics
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Universität Mannheim
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University of Reading / Department of Economics
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Centre for Analytical Finance <Århus>
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Centre for Economic Policy Research
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Eric Cuvillier <Firma>
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Federal Reserve System / Division of Research and Statistics
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Goethe-Universität Frankfurt am Main
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University of Exeter / Department of Economics
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Centre for Quantitative Economics & Computing
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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European University Institute / Department of Economics
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International Monetary Fund
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Leibniz-Institut für Wirtschaftsforschung Halle
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William Davidson Institute <Ann Arbor, Mich.>
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Australian National University / Faculty of Economics and Commerce
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Center for Economic Research <Tilburg>
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Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
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Edward Elgar Publishing
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Internationaler Währungsfonds / Monetary and Exchange Affairs Department
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Shaker Verlag
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University of Otago / Commerce Division
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Working paper / National Bureau of Economic Research, Inc.
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NBER working paper series
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Applied economics
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CESifo working papers
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Journal of international money and finance
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IZA Discussion Paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of applied econometrics
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Europäische Hochschulschriften / 5
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International review of economics & finance : IREF
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Journal of banking & finance
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Journal of economic dynamics & control
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Journal of macroeconomics
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The review of economics and statistics
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Journal of empirical finance
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Journal of monetary economics
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Applied financial economics
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IMF working papers
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European economic review : EER
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Finance research letters
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International journal of forecasting
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Journal of international economics
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Journal of urban economics
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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EconStor
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Die Reaktion des Schweizer Aktienmarktes auf die Einführung standardisierter Aktienoptionen
Windlin, Peter
-
1996
Persistent link: https://www.econbiz.de/10000953798
Saved in:
2
Evaluating the performance of portfolios with options
Sheedy, Elizabeth A.
;
Trevor, Robert G.
-
1996
Persistent link: https://www.econbiz.de/10000960644
Saved in:
3
Utility based option pricing with proportional transaction costs and diversification problems : an interior point optimization approach
Andersen, Erling D.
;
Damgaard, Anders
-
1997
Persistent link: https://www.econbiz.de/10000960751
Saved in:
4
Volatility and price information contained in selected agricultural futures options
Egelkraut, Thorsten Michael
-
2005
Persistent link: https://www.econbiz.de/10003380192
Saved in:
5
MCMC estimation of Lévy jump models using stock and option prices
Yu, Cindy L.
;
Li, Haitao
;
Wells, Martin T.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 383-422
Persistent link: https://www.econbiz.de/10009155205
Saved in:
6
Leverage and feedback effects on multifactor wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724148
Saved in:
7
Bank capital regulation in a barrier option framework
Episcopos, Athanasios
- In:
Journal of banking & finance
32
(
2008
)
8
,
pp. 1677-1686
Persistent link: https://www.econbiz.de/10003749410
Saved in:
8
Excess volatility : beyond discount rates
Giglio, Stefano
;
Kelly, Bryan T.
-
2016
Persistent link: https://www.econbiz.de/10011451780
Saved in:
9
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
10
Model risk and option hedging
Giannetti, Antoine
;
Clark, John M.
;
Anderson, Randy I.
- In:
The quarterly review of economics and finance : journal …
44
(
2004
)
5
,
pp. 659-677
Persistent link: https://www.econbiz.de/10002468179
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