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Schätzung
Optionspreistheorie
15,658
Option pricing theory
15,198
Nichtparametrisches Verfahren
9,341
Nonparametric statistics
8,967
Theorie
7,703
Theory
7,365
Optionsgeschäft
6,640
Option trading
6,434
Volatilität
5,236
Volatility
5,155
Schätztheorie
4,313
Estimation theory
4,224
Stochastischer Prozess
4,223
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4,161
Derivat
3,388
Derivative
3,381
Estimation
3,121
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1,736
Portfolio selection
1,723
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1,698
Regression analysis
1,693
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1,606
CAPM
1,507
Zeitreihenanalyse
1,463
Black-Scholes-Modell
1,457
Börsenkurs
1,421
Time series analysis
1,402
Black-Scholes model
1,401
Share price
1,393
USA
1,387
United States
1,343
Zinsstruktur
1,225
Yield curve
1,211
Risiko
1,167
Risk
1,165
Statistische Verteilung
1,160
Statistical distribution
1,132
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1,048
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1,031
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1,298
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756
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38
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English
3,114
German
91
French
4
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1
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Linton, Oliver
59
Gao, Jiti
47
Härdle, Wolfgang
41
Todorov, Viktor
24
Cai, Zongwu
22
Gupta, Rangan
21
Kumbhakar, Subal
21
Engle, Robert F.
20
Henderson, Daniel J.
20
Cherchye, Laurens
19
Lewbel, Arthur
18
Newey, Whitney K.
18
Wilke, Ralf A.
18
Rock, Bram de
17
Rosenberg, Joshua V.
17
Su, Liangjun
17
Hoderlein, Stefan
16
Sun, Yiguo
14
Fang, Ying
13
Freyberger, Joachim
13
Gong, Xiaodong
13
Hautsch, Nikolaus
13
Hsu, Yu-Chin
13
Kapetanios, George
13
Korn, Olaf
13
Schienle, Melanie
13
Simar, Léopold
13
Ullah, Aman
13
Allen, David E.
12
Balcilar, Mehmet
12
Demuynck, Thomas
12
Jacobs, Kris
12
Park, Joon Y.
12
Phillips, Peter C. B.
12
Wang, Weining
12
Angrist, Joshua D.
11
Bollerslev, Tim
11
Giglio, Stefano
11
Herwartz, Helmut
11
Kelly, Bryan T.
11
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National Bureau of Economic Research
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Center for Economic Research <Tilburg>
3
Boston College / Department of Economics
2
Centre for Analytical Finance <Århus>
2
Centre for Microdata Methods and Practice <London>
2
Federal Reserve Bank of Cleveland
2
Verlag Dr. Kovač
2
Zentrum für Europäische Wirtschaftsforschung
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Business Information Centre <Toronto>
1
Centre for Economic Policy Research
1
Chambre de commerce et d'industrie de Paris
1
ESCP-EAP European School of Management
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Eric Cuvillier <Firma>
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
European Commission / Statistical Office of the European Union
1
Federal Reserve Bank of St. Louis
1
Forschungsstelle für Internationales Management
1
Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
1
Goethe-Universität Frankfurt am Main
1
International Center for Financial Asset Management and Engineering
1
Iowa State University / Center for Agricultural and Rural Development
1
Karlsruher Institut für Technologie
1
School of Economics, Mathematics and Statistics <London>
1
Shaker Verlag
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Universidad Carlos III de Madrid / Departamento de Estadística y Econometría
1
University of British Columbia / Department of Economics
1
University of Connecticut / Department of Economics
1
Universität Mannheim
1
Université de Lausanne / École des Hautes Études Commerciales
1
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Journal of econometrics
146
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
CEMMAP working papers / Centre for Microdata Methods and Practice
52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Economics letters
42
The journal of futures markets
42
Econometric reviews
35
Working paper / Department of Econometrics and Business Statistics, Monash University
32
Discussion paper series / IZA
30
European journal of operational research : EJOR
29
SFB 649 discussion paper
29
Journal of applied econometrics
28
Journal of banking & finance
25
Journal of empirical finance
25
Applied economics
24
Applied economics letters
23
Energy economics
22
Discussion paper / Tinbergen Institute
21
Journal of the American Statistical Association : JASA
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
21
Economic modelling
20
International review of economics & finance : IREF
20
NBER working paper series
20
Quantitative economics : QE ; journal of the Econometric Society
19
Working paper
19
Econometric theory
18
Finance research letters
18
IZA Discussion Paper
18
NBER Working Paper
18
The European journal of finance
18
Discussion papers of interdisciplinary research project 373
17
Discussion paper / Center for Economic Research, Tilburg University
16
IZA Discussion Papers
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Research paper series / Swiss Finance Institute
14
The econometrics journal
14
The journal of finance : the journal of the American Finance Association
14
Working paper / National Bureau of Economic Research, Inc.
14
Working papers series in theoretical and applied economics
14
SFB 649 Discussion Paper
13
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ECONIS (ZBW)
3,116
EconStor
89
USB Cologne (business full texts)
1
USB Cologne (EcoSocSci)
1
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1
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
Saved in:
2
Option market trading activity and the estimation of the pricing kernel : a Bayesian approach
Barone-Adesi, Giovanni
;
Fusari, Nicola
;
Mira, Antonietta
; …
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 430-449
Persistent link: https://www.econbiz.de/10012439749
Saved in:
3
A time-varying jump tail risk measure using high-frequency options data
Ubukata, Masato
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2633-2653
Persistent link: https://www.econbiz.de/10013440507
Saved in:
4
Nonparametric estimates of option prices via Hermite basis functions
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Annals of finance
19
(
2023
)
4
,
pp. 477-522
Persistent link: https://www.econbiz.de/10014448291
Saved in:
5
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
Saved in:
6
Volatility of volatility and leverage effect from options
Chong, Carsten H.
;
Todorov, Viktor
- In:
Journal of econometrics
240
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10015074616
Saved in:
7
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
8
Implied volatility surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
9
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2008
Persistent link: https://www.econbiz.de/10003903349
Saved in:
10
Testing alternative measure changes in nonparametric pricing and hedging of European options
Alcock, Jamie
;
Smith, Godfrey
- In:
The journal of futures markets
34
(
2014
)
4
,
pp. 320-345
Persistent link: https://www.econbiz.de/10010355426
Saved in:
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