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Schätzung
Optionspreistheorie
15,524
Option pricing theory
15,064
Nichtparametrisches Verfahren
9,242
Nonparametric statistics
8,869
Theorie
7,667
Theory
7,329
Optionsgeschäft
6,580
Option trading
6,373
Volatilität
5,195
Volatility
5,114
Schätztheorie
4,252
Stochastischer Prozess
4,176
Estimation theory
4,163
Stochastic process
4,114
Derivat
3,351
Derivative
3,344
Estimation
3,096
Portfolio-Management
1,718
Portfolio selection
1,705
Regressionsanalyse
1,684
Regression analysis
1,679
Hedging
1,594
CAPM
1,489
Zeitreihenanalyse
1,448
Black-Scholes-Modell
1,447
Börsenkurs
1,404
Black-Scholes model
1,391
Time series analysis
1,387
USA
1,383
Share price
1,376
United States
1,339
Zinsstruktur
1,219
Yield curve
1,205
Statistische Verteilung
1,150
Risiko
1,146
Risk
1,144
Statistical distribution
1,122
Prognoseverfahren
1,034
Forecasting model
1,017
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Free
1,290
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740
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37
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Article
1,610
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1,572
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1,524
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861
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833
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833
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775
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153
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124
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84
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28
Sammlung
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18
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18
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16
Bibliography included
16
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3
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3
Sammelwerk
3
Forschungsbericht
2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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English
3,089
German
91
French
4
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1
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Linton, Oliver
58
Gao, Jiti
47
Härdle, Wolfgang
40
Todorov, Viktor
24
Cai, Zongwu
22
Kumbhakar, Subal
21
Engle, Robert F.
20
Gupta, Rangan
20
Henderson, Daniel J.
20
Cherchye, Laurens
18
Lewbel, Arthur
18
Newey, Whitney K.
18
Wilke, Ralf A.
18
Rosenberg, Joshua V.
17
Hoderlein, Stefan
16
Rock, Bram de
16
Su, Liangjun
16
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
Sun, Yiguo
13
Allen, David E.
12
Balcilar, Mehmet
12
Demuynck, Thomas
12
Jacobs, Kris
12
Park, Joon Y.
12
Phillips, Peter C. B.
12
Ullah, Aman
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
22
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Forschungsinstitut zur Zukunft der Arbeit
4
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
École des Hautes Études Commerciales <Lausanne>
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
22
Energy economics
22
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
Discussion paper / Tinbergen Institute
19
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)
3,091
EconStor
89
USB Cologne (business full texts)
1
USB Cologne (EcoSocSci)
1
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1
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:
2
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:
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
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:
6
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:
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
Options and higher-order risk premiums
Xiao, Xiao
-
2017
Persistent link: https://www.econbiz.de/10011606865
Saved in:
10
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2007
Persistent link: https://www.econbiz.de/10003597924
Saved in:
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