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Caporale, Guglielmo Maria
83
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75
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72
Hautsch, Nikolaus
60
Härdle, Wolfgang
58
Heckman, James J.
50
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42
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41
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41
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40
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39
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39
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38
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35
Kaiser, Ulrich
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Berg, Gerard J. van den
33
Bollerslev, Tim
32
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Basu, Susanto
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Belke, Ansgar
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Engel, Charles
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Kumbhakar, Subal
29
McAleer, Michael
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Mittnik, Stefan
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Semmler, Willi
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Feenstra, Robert C.
28
Liesenfeld, Roman
28
Attanasio, Orazio P.
27
Creedy, John
27
Jordà, Òscar
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Lo, Andrew W.
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Meghir, Costas
27
Teulings, Coen N.
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National Bureau of Economic Research
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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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Edward Elgar Publishing
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International Monetary Fund
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Kiel Institute for the World Economy
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Shaker Verlag
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of banking & finance
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Europäische Hochschulschriften / 5
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International review of economics & finance : IREF
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Journal of economic dynamics & control
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Journal of macroeconomics
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The review of economics and statistics
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Finance research letters
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SpringerLink / Bücher
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International journal of forecasting
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Macroeconomic dynamics
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European economic review : EER
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IMF working papers
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Prognosemodelle und Handelsansätze für Implizite Volatilitäten
Sachtler, Michael
-
2004
Persistent link: https://www.econbiz.de/10002392690
Saved in:
2
Improving the pricing of options : a neural network approach
Anders, Ulrich
;
Korn, Olaf
;
Schmitt, Christian
- In:
Journal of forecasting
17
(
1998
)
5/6
,
pp. 369-388
Persistent link: https://www.econbiz.de/10001363176
Saved in:
3
Improving the pricing of options : a neural network approach
Anders, Ulrich
;
Korn, Olaf
;
Schmitt, Christian
-
1996
Persistent link: https://www.econbiz.de/10013428061
Saved in:
4
Pricing options with futures-style margining : a genetic adaptive neural network approach
White, A. J.
-
2000
Persistent link: https://www.econbiz.de/10013535322
Saved in:
5
Utility based option pricing with proportional transaction costs and diversification problems : an interior point optimization approach
Andersen, Erling D.
;
Damgaard, Anders
-
1997
Persistent link: https://www.econbiz.de/10000960751
Saved in:
6
Volatility and price information contained in selected agricultural futures options
Egelkraut, Thorsten Michael
-
2005
Persistent link: https://www.econbiz.de/10003380192
Saved in:
7
Model risk and option hedging
Giannetti, Antoine
;
Clark, John M.
;
Anderson, Randy I.
- In:
The quarterly review of economics and finance : journal …
44
(
2004
)
5
,
pp. 659-677
Persistent link: https://www.econbiz.de/10002468179
Saved in:
8
Implied volatility functions : a reprise
Rosenberg, Joshua V.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 51-64
Persistent link: https://www.econbiz.de/10001497758
Saved in:
9
Expected option returns
Coval, Joshua
;
Shumway, Tyler
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 983-1009
Persistent link: https://www.econbiz.de/10001593017
Saved in:
10
Utility based option evaluation with proportional transaction costs
Damgaard, Anders
- In:
Journal of economic dynamics & control
27
(
2003
)
4
,
pp. 667-700
Persistent link: https://www.econbiz.de/10001712762
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