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Markov chain
CAPM
19,084
Theorie
17,080
Theory
16,883
Optionspreistheorie
14,846
Option pricing theory
14,385
Markov-Kette
7,628
Volatilität
6,702
Volatility
6,628
Kapitaleinkommen
5,970
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5,956
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5,452
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5,399
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3,551
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3,535
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3,064
United States
3,012
Optionsgeschäft
2,953
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2,934
Derivat
2,917
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2,914
Risk
2,884
Risiko
2,874
Welt
2,460
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2,402
Aktienmarkt
2,134
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2,093
Prognoseverfahren
1,889
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1,873
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Elliott, Robert J.
49
Casarin, Roberto
42
Billio, Monica
39
Waggoner, Daniel F.
37
Siu, Tak Kuen
34
Dijk, Herman K. van
29
Guidolin, Massimo
28
Gupta, Rangan
28
Stachurski, John
27
Tsionas, Efthymios G.
27
Zha, Tao
27
Sola, Martin
26
Bauwens, Luc
25
Lütkepohl, Helmut
24
Piger, Jeremy Max
24
Reffett, Kevin L.
24
Kaufmann, Sylvia
23
Balbus, Lukasz
22
Kim, Chang-jin
22
Chauvet, Marcelle
21
Chib, Siddhartha
21
Cui, Zhenyu
21
Dufays, Arnaud
21
Kohn, Robert
21
Krolzig, Hans-Martin
21
Rady, Sven
21
D'Amico, Guglielmo
20
Doraszelski, Ulrich
20
Frühwirth-Schnatter, Sylvia
20
Paap, Richard
20
Ravazzolo, Francesco
20
Leiva-Leon, Danilo
19
Dijk, Dick van
18
Farmer, Roger E. A.
18
Josephson, Jens
18
Kamihigashi, Takashi
18
Lux, Thomas
18
Chiarella, Carl
17
Funke, Michael
17
Guo, Xianping
17
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
10
Federal Reserve Bank of St. Louis
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HAL
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
7
Centre for Analytical Finance <Århus>
6
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
4
Econometrisch Instituut <Rotterdam>
4
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
4
European University Institute / Department of Law
4
Springer Fachmedien Wiesbaden
4
Christian-Albrechts-Universität zu Kiel
3
Department of Economics, University of California-San Diego (UCSD)
3
European Association of Agricultural Economists - EAAE
3
European University Institute / Department of Economics
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Society for Computational Economics - SCE
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University of British Columbia / Finance Division
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University of Melbourne / Department of Economics
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University of Reading / Department of Economics
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University of Strathclyde / Department of Economics
3
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
Centre for Actuarial Studies
2
Centre for Growth and Business Cycle Research <Manchester>
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Departamento de Fundamentos del Análisis Económico I, Facultad de Ciencias Económicas y Empresariales
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Department of Economics, Oxford University
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Instituto Valenciano de Investigaciones Económicas
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2
London School of Economics and Political Science
2
National Institute of Economic and Social Research
2
Nationalekonomiska Institutionen <Lund>
2
School of Economics and Finance, Queen Mary
2
School of Economics and Management, University of Aarhus
2
Social Systems Research Institute
2
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European journal of operational research : EJOR
219
Journal of econometrics
120
Operations research letters
85
Economic modelling
80
Mathematics of operations research
75
Discussion paper / Tinbergen Institute
74
Mathematical methods of operations research
73
International journal of production research
72
Journal of economic dynamics & control
71
Economics letters
69
International journal of theoretical and applied finance
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Operations research
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Working paper
57
Energy economics
56
Insurance / Mathematics & economics
56
Applied economics
52
International journal of production economics
51
Computational economics
46
Computers & operations research : and their applications to problems of world concern ; an international journal
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Journal of economic theory
45
Journal of forecasting
43
Discussion paper / Centre for Economic Policy Research
41
International journal of forecasting
41
Applied economics letters
39
Série des documents de travail / Centre de Recherche en Économie et Statistique
39
Quantitative finance
38
Finance research letters
37
Risks : open access journal
36
Dynamic games and applications : DGA
35
Journal of empirical finance
35
Working paper / National Bureau of Economic Research, Inc.
35
Macroeconomic dynamics
34
International review of financial analysis
33
Finance and stochastics
32
Management science : journal of the Institute for Operations Research and the Management Sciences
32
Journal of banking & finance
30
Working paper / Department of Econometrics and Business Statistics, Monash University
30
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ECONIS (ZBW)
7,606
RePEc
266
EconStor
43
Other ZBW resources
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1
Pricing commodity index options
Manzano-Herrero, Alberto Pedro
;
Nastasi, Emanuele
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 297-308
Persistent link: https://www.econbiz.de/10014232638
Saved in:
2
Convenience yield in commodity price modeling : a regime switching approach
Almansour, Abdullah
- In:
Energy economics
53
(
2016
),
pp. 238-247
Persistent link: https://www.econbiz.de/10011660523
Saved in:
3
How regular are directional movements in commodity and asset prices? : a Wald test
Oglend, Atle
;
Kleppe, Tore Selland
- In:
Journal of empirical finance
38
(
2016
),
pp. 290-306
Persistent link: https://www.econbiz.de/10011664705
Saved in:
4
Randomised mixture models for pricing kernels
Macrina, Andrea
;
Parbhoo, Priyanka A.
- In:
Asia-Pacific financial markets
21
(
2014
)
4
,
pp. 281-315
Persistent link: https://www.econbiz.de/10010511573
Saved in:
5
Bayesian estimation of asymmetric jump-diffusion processes
Frame, Samuel J.
;
Ramezani, Cyrus A.
- In:
Annals of financial economics
9
(
2014
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010512597
Saved in:
6
Attainable contingent claims in a Markovian regime-switching market
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009706331
Saved in:
7
Market-consistent modeling for cap-and-trade schemes and application to option pricing
Barrieu, Pauline
;
Fehr, Max
- In:
Operations research
62
(
2014
)
2
,
pp. 234-249
Persistent link: https://www.econbiz.de/10010361477
Saved in:
8
Option pricing using a regime switching stochastic discount factor
Elliott, Robert J.
;
Hamada, Ahmed S.
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010364754
Saved in:
9
The intrinsic bounds on the risk premium of Markovian pricing kernels
Han, Jihun
;
Park, Hyungbin
- In:
Finance research letters
13
(
2015
),
pp. 36-44
Persistent link: https://www.econbiz.de/10011552334
Saved in:
10
Heat kernel models for asset pricing
Macrina, Andrea
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-34
Persistent link: https://www.econbiz.de/10010498834
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