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~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
249
Theory
247
Time series analysis
138
Zeitreihenanalyse
138
Estimation
128
Schätzung
128
Volatility
125
Volatilität
120
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80
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77
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50
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49
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49
Portfolio-Management
47
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46
Aktienmarkt
37
Stock market
37
Welt
36
World
36
Option pricing theory
33
Correlation
32
Korrelation
31
Ökonometrie
31
Risikomanagement
30
Systemic risk
30
Saisonale Schwankungen
29
Seasonal variations
29
Systemrisiko
29
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28
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22
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11
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English
33
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Engle, Robert F.
26
Rosenberg, Joshua V.
15
Ghysels, Eric
7
Kane, Alex
6
Noh, Jaesun
6
Barone-Adesi, Giovanni
2
Chernov, Mikhail
2
Figlewski, Stephen
2
Mancini, Loriano
2
Renault, Eric
2
Wang, Fangfang
2
Eriksson, Anders
1
Gallant, A. Ronald
1
Garcia, René
1
Harvey, Andrew C.
1
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1
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1
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National Bureau of Economic Research
4
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Discussion paper / Department of Economics, University of California San Diego
5
NBER working paper series
4
Working paper / National Bureau of Economic Research, Inc.
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
CORE discussion paper : DP
2
Journal of financial economics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
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1
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1
Review of Financial Studies, 2008
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
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1
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1
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ECONIS (ZBW)
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The normal inverse gaussian distribution and the pricing of derivatives
Eriksson, Anders
;
Ghysels, Eric
;
Wang, Fangfang
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
3
,
pp. 23-37
Persistent link: https://www.econbiz.de/10003852619
Saved in:
2
The econometrics of option pricing
Garcia, René
;
Ghysels, Eric
;
Renault, Eric
-
2010
Persistent link: https://www.econbiz.de/10003900680
Saved in:
3
Moment-implied densities : properties and applications
Ghysels, Eric
;
Wang, Fangfang
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 88-111
Persistent link: https://www.econbiz.de/10010380476
Saved in:
4
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
Chernov, Mikhail
;
Ghysels, Eric
- In:
Journal of financial economics
56
(
2000
)
3
,
pp. 407-458
Persistent link: https://www.econbiz.de/10001483311
Saved in:
5
Stochastic volatility
Ghysels, Eric
-
1995
Persistent link: https://www.econbiz.de/10000929391
Saved in:
6
Nonparametric methods and option pricing
Ghysels, Eric
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10000976278
Saved in:
7
Alternative models for stock price dynamics
Chernov, Mikhail
;
Gallant, A. Ronald
;
Ghysels, Eric
; …
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 225-257
Persistent link: https://www.econbiz.de/10001772148
Saved in:
8
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000886028
Saved in:
9
Forecasting volatility and option prices of the S&P 500 index
Noh, Jaesun
;
Engle, Robert F.
;
Kane, Alex
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000891511
Saved in:
10
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000877913
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