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Estimation
Theorie
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USA
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Caporale, Guglielmo Maria
80
Gil-Alaña, Luis A.
73
Pesaran, M. Hashem
71
Härdle, Wolfgang
58
Heckman, James J.
48
Marcellino, Massimiliano
45
Hautsch, Nikolaus
43
Blundell, Richard W.
40
Engle, Robert F.
39
Herwartz, Helmut
39
Koopman, Siem Jan
39
McAleer, Michael
39
Timmermann, Allan
38
Belzil, Christian
36
Acemoglu, Daron
34
Gupta, Rangan
34
Berg, Gerard J. van den
33
Pierdzioch, Christian
33
Bollerslev, Tim
32
Serletis, Apostolos
32
Kilian, Lutz
30
Engel, Charles
29
Kumbhakar, Subal
29
Meghir, Costas
29
Schorfheide, Frank
29
Semmler, Willi
29
Basu, Susanto
28
Belke, Ansgar
28
Feenstra, Robert C.
28
Attanasio, Orazio P.
27
Buch, Claudia M.
27
Creedy, John
27
Egger, Peter
27
Kaiser, Ulrich
27
Koop, Gary
27
Lindé, Jesper
27
Lo, Andrew W.
27
Mittnik, Stefan
27
Diebold, Francis X.
26
Dustmann, Christian
26
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Forschungsinstitut zur Zukunft der Arbeit
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Springer Fachmedien Wiesbaden
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Internationaler Währungsfonds / Research Department
22
Birkbeck College / Department of Economics
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Federal Reserve System / Board of Governors
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Institut für Weltwirtschaft
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University of Oxford / Institute of Economics and Statistics
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Verlag Dr. Kovač
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Institut für Höhere Studien
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Umeå universitet
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Friedrich-Schiller-Universität Jena
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Universität Mannheim
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Centre for Economic Performance
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Centre for Economic Policy Research
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Trinity College Dublin / Department of Economics
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University of Reading / Department of Economics
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Centre for Analytical Finance <Århus>
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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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Christian-Albrechts-Universität zu Kiel
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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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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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Deutschland / Bundeswehr / Universität Hamburg
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Edward Elgar Publishing
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Innocenzo Gasparini Institute for Economic Research <Mailand>
5
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
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Shaker Verlag
5
University of Dundee / Department of Economic Studies
5
University of Otago / Commerce Division
5
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Working paper / National Bureau of Economic Research, Inc.
563
NBER working paper series
464
NBER Working Paper
432
Discussion paper / Centre for Economic Policy Research
365
Applied economics
324
Discussion paper series / IZA
287
CESifo working papers
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Economics letters
223
Economic modelling
202
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Journal of econometrics
190
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Applied economics letters
172
Journal of applied econometrics
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Journal of international money and finance
157
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
152
IZA Discussion Paper
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Journal of banking & finance
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Europäische Hochschulschriften / 5
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Discussion paper / Tinbergen Institute
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International review of economics & finance : IREF
130
Discussion papers / CEPR
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Journal of economic dynamics & control
127
Journal of macroeconomics
118
The review of economics and statistics
112
Journal of empirical finance
110
Applied financial economics
100
SpringerLink / Bücher
99
International journal of forecasting
97
Journal of monetary economics
96
Journal of financial economics
95
European economic review : EER
91
The journal of finance : the journal of the American Finance Association
90
Journal of international economics
89
Macroeconomic dynamics
88
Finance research letters
86
Journal of urban economics
86
Gabler Edition Wissenschaft
82
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
29,013
EconStor
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1
Discrete time hedging of OTC options in a GARCH environment : a simulation experiment
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959376
Saved in:
2
An analysis of the predictive ability of the Black-Scholes option pricing model in the Netherlands
Hand, Megan
-
1994
Persistent link: https://www.econbiz.de/10000959539
Saved in:
3
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
Saved in:
4
Bootstrap derivative asset pricing
Markellos, Raphaēl N.
-
1998
Persistent link: https://www.econbiz.de/10000996674
Saved in:
5
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
6
Option pricing under stochastic volatility and stochastic interest rate in the Spanish case
Sáez, Marc
- In:
Applied financial economics
7
(
1997
)
4
,
pp. 379-394
Persistent link: https://www.econbiz.de/10001226979
Saved in:
7
New insights into smile, mispricing, and value at risk : the hyperbolic model
Eberlein, Ernst
- In:
The journal of business : B
71
(
1998
)
3
,
pp. 371-405
Persistent link: https://www.econbiz.de/10001247514
Saved in:
8
The jump-diffusion process in Swiss stock returns and its influence on option valuation
Bruand, Martin
- In:
Finanzmarkt und Portfolio-Management
10
(
1996
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10001221522
Saved in:
9
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001448004
Saved in:
10
Empirische Beiträge zur Optionsbewertung am Beispiel von Black und Scholes u.a.
Schroeder, Gerhard
- In:
Finanzierungen
,
(pp. 29-53)
.
1998
Persistent link: https://www.econbiz.de/10001426656
Saved in:
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