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Estimation
Theorie
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28
Härdle, Wolfgang
28
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26
Herwartz, Helmut
23
Gil-Alaña, Luis A.
22
Asai, Manabu
21
Castelnuovo, Efrem
21
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20
Mumtaz, Haroon
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Santa-Clara, Pedro
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19
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19
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Kang, Sang Hoon
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International Center for Financial Asset Management and Engineering
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Springer Fachmedien Wiesbaden
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Centre for Analytical Finance <Århus>
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Finance research letters
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Applied economics
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106
International review of financial analysis
100
NBER working paper series
98
International review of economics & finance : IREF
96
Journal of econometrics
96
The journal of futures markets
89
Journal of empirical finance
88
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NBER Working Paper
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Energy economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Applied economics letters
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CESifo working papers
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The North American journal of economics and finance : a journal of financial economics studies
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Economics letters
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Applied financial economics
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Journal of international money and finance
55
Journal of international financial markets, institutions & money
50
The European journal of finance
49
Pacific-Basin finance journal
48
Journal of economic dynamics & control
47
Journal of risk and financial management : JRFM
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Research in international business and finance
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Discussion paper series / IZA
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Review of quantitative finance and accounting
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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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1
Jump, diffusion, and long-term volatility risks with incremental information in VIX assets
Chen, Sonnan
;
Gu, Yuchi
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 60-96
Persistent link: https://www.econbiz.de/10012486031
Saved in:
2
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
3
Jointly estimating jump beats
Polimenis, Vassilis
;
Papantonis, Ioannis
- In:
Journal of risk finance : the convergence of financial …
15
(
2014
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10010337468
Saved in:
4
The Minimum-CVaR strategy with semi-parametric estimation in carbon market
hedging
problems
Chai, Shanglei
;
Zhou, Peng
- In:
Energy economics
76
(
2018
),
pp. 64-75
Persistent link: https://www.econbiz.de/10011976584
Saved in:
5
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
6
Forward looking up-/down correlations
Schadner, Wolfgang
- In:
Quantitative finance and economics
5
(
2021
)
3
,
pp. 471-495
Persistent link: https://www.econbiz.de/10012592490
Saved in:
7
Nonparametric interest rate cap pricing : implications for the "unspanned stochastic volatility" puzzle
Wu, Tao L.
- In:
Asia-Pacific journal of financial studies
40
(
2011
)
4
,
pp. 577-598
Persistent link: https://www.econbiz.de/10009388552
Saved in:
8
Option-implied objective measures of market
risk
Leiss, Matthias
;
Nax, Heinrich H.
- In:
Journal of banking & finance
88
(
2018
),
pp. 225-240
Persistent link: https://www.econbiz.de/10011962908
Saved in:
9
Parameter estimation
risk
in asset pricing and
risk
management : a Bayesian approach
Tunaru, Radu
;
Zheng, Teng
- In:
International review of financial analysis
53
(
2017
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011877849
Saved in:
10
Market
risk
, mortality
risk
, and sustainable retirement asset allocation : a downside
risk
perspective
Harlow, W. V.
;
Brown, Keith C.
- In:
Journal of investment management : JOIM
14
(
2016
)
2
,
pp. 5-32
Persistent link: https://www.econbiz.de/10011690837
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