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Forecasting model
Optionspreistheorie
14,843
Option pricing theory
14,382
Theorie
7,313
Theory
7,145
Wahrscheinlichkeitsrechnung
6,104
Probability theory
5,824
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3,958
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3,895
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3,670
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3,598
Optionsgeschäft
2,902
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2,885
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2,416
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2,412
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1,383
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1,368
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1,342
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1,331
Hedging
1,263
Schätztheorie
1,129
Black-Scholes-Modell
1,118
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1,109
Risiko
1,109
CAPM
1,105
Risk
1,103
Black-Scholes model
1,065
Schätzung
1,058
Estimation
1,042
Zinsstruktur
975
Yield curve
965
USA
849
United States
831
Kreditrisiko
789
Credit risk
778
Prognoseverfahren
777
Monte-Carlo-Simulation
668
Monte Carlo simulation
663
Realoptionsansatz
648
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746
German
19
French
1
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Krämer, Walter
10
Craig, Ben R.
9
Guidolin, Massimo
9
Winkler, Robert L.
9
Glas, Alexander
8
Smets, Frank
8
Wouters, Rafael
8
Bernales, Alejandro
7
Clements, Michael P.
7
Lahiri, Kajal
7
Engle, Robert F.
6
Hess, Markus
6
Kane, Alex
6
Noh, Jaesun
6
Zeileis, Achim
6
Geweke, John
5
Grushka-Cockayne, Yael
5
Keller, Joachim G.
5
Lichtendahl, Kenneth C.
5
Martin, Gael M.
5
Muzzioli, Silvia
5
Tang, Xiaoxiao
5
Taylor, James W.
5
Becker, Christoph
4
Blümke, Oliver
4
Cao, Jie
4
Chang, Bo Young
4
Deelstra, Griselda
4
Dürsch, Peter
4
Eife, Thomas A.
4
Fair, Ray C.
4
Funke, Michael
4
Han, Bing
4
Hartmann, Matthias
4
Hwang, Ruey-Ching
4
Jacobs, Kris
4
Johnson, Pontus
4
Johnstone, David
4
Jose, Victor Richmond R.
4
Keller, Joachim
4
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National Bureau of Economic Research
3
Federal Reserve Bank of Cleveland
2
Centre for Analytical Finance <Århus>
1
Fachhochschule Jena / Fachbereich Betriebswirtschaft
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
Hochschule für Bankwirtschaft
1
Leonard N. Stern School of Business / Information Systems Department
1
USA / Agriculture and Rural Economy Division
1
Verlag Dr. Kovač
1
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International journal of forecasting
56
Quantitative finance
14
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
13
Journal of banking & finance
13
Journal of forecasting
12
Management science : journal of the Institute for Operations Research and the Management Sciences
11
The journal of futures markets
10
European journal of operational research : EJOR
8
Journal of empirical finance
8
Energy economics
7
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Economics letters
6
International journal of theoretical and applied finance
6
Working papers in economics and statistics
6
Journal of econometrics
5
Research paper series / Swiss Finance Institute
5
Risks : open access journal
5
Applied economics letters
4
Economic modelling
4
Finance research letters
4
International journal of finance & economics : IJFE
4
Journal of financial markets
4
Journal of international financial markets, institutions & money
4
Journal of the Operational Research Society
4
SFB 649 discussion paper
4
SpringerLink / Bücher
4
Swiss Finance Institute Research Paper
4
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
4
The European journal of finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
The journal of risk model validation
4
Working paper
4
CESifo working papers
3
Faculty & research / Insead : working paper series
3
International journal of production research
3
International review of economics & finance : IREF
3
International review of financial analysis
3
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
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ECONIS (ZBW)
768
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1
Estimating probability distributions of future asset prices : empirical transformations from option-implied risk-neutral to real-world density functions
Vincent-Humphreys, Rupert de
;
Noss, Joseph
-
2012
Persistent link: https://www.econbiz.de/10009559811
Saved in:
2
Momentum profit fluctuations in seasonal conditions due to default probability
Lee, Nicholas Rueilin
;
Liu, Jung Fang
;
Lin, Yih-Bey
; …
- In:
The empirical economics letters : a monthly …
13
(
2014
)
6
,
pp. 715-722
Persistent link: https://www.econbiz.de/10010520042
Saved in:
3
On a new parametrization class of solvable diffusion models and transition probability kernels
Tudor, Sebastian F.
;
Chatterjee, Rupak
;
Tydniouk, Igor
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1773-1790
Persistent link: https://www.econbiz.de/10012653711
Saved in:
4
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
5
Nonparametric predictive inference for European option pricing based on the binomial tree model
He, Ting
;
Coolen, Frank P. A.
;
Coolen-Maturi, Tahani
- In:
Journal of the Operational Research Society
70
(
2019
)
10
,
pp. 1692-1708
Persistent link: https://www.econbiz.de/10012214368
Saved in:
6
The discontinuation of the EUR/CHF minimum exchange rate : information from option-implied break probabilities
Funke, Michael
;
Loermann, Julius
;
Moessner, Richhild
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 63-79
Persistent link: https://www.econbiz.de/10012594159
Saved in:
7
Epistemology in economics : three notes
Blankmeyer, Eric
-
1994
Persistent link: https://www.econbiz.de/10000891600
Saved in:
8
A probability model of the coincident economic indicators
Stock, James H.
;
Watson, Mark W.
-
1988
Persistent link: https://www.econbiz.de/10000757939
Saved in:
9
Insolvenzprognosemodelle : ein Beitrag zur theoretischen Fundierung der Jahresabschlußanalyse
Schellberg, Bernhard
-
1994
Persistent link: https://www.econbiz.de/10000878184
Saved in:
10
A conditional approach to projecting farm structure
Smith, Matthew G.
-
1988
-
Reprod
Persistent link: https://www.econbiz.de/10000881578
Saved in:
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