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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
79
Theory
79
Capital income
38
Kapitaleinkommen
38
CAPM
35
Risikoprämie
32
Risk premium
31
Option pricing theory
30
Optionspreistheorie
30
Yield curve
27
Zinsstruktur
26
Estimation
23
Schätzung
23
Volatility
23
Volatilität
23
Börsenkurs
21
Forecasting model
21
Prognoseverfahren
21
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Portfolio-Management
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Risk
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USA
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United States
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Estimation theory
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13
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Schätztheorie
13
Risikomaß
12
Risk measure
12
Stochastic process
12
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11
Hedgefonds
11
Risk aversion
11
Capital market returns
10
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9
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8
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8
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2
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2
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English
12
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Garcia, René
9
Renault, Eric
6
Almeida, Caio
4
Luger, Richard
2
Campani, Carlos Heitor
1
Chabi-Yo, Fousseni
1
Cordeiro, Fernando
1
Detemple, Jérôme B.
1
Fan, Jianqing
1
Freire, Gustavo
1
Ghysels, Eric
1
Lewis, Marc-André
1
Pastorello, Sergio
1
Qin, Zhang
1
Rindisbacher, Marcel
1
Tang, Francesca
1
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Finance and stochastics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Revista Brasileira de Finanças : RBFin
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
The North American journal of economics and finance : a journal of financial economics studies
1
Tools and techniques
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ECONIS (ZBW)
12
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1
Economic implications of nonlinear pricing kernels
Almeida, Caio
;
Garcia, René
- In:
Management science : journal of the Institute for …
63
(
2017
)
10
,
pp. 3361-3380
Persistent link: https://www.econbiz.de/10011760496
Saved in:
2
Long-term yields implied by stochastic discount factor decompositions
Cordeiro, Fernando
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
39
(
2019
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10012210606
Saved in:
3
A Bayesian nonparametric approach to option pricing
Qin, Zhang
;
Almeida, Caio
- In:
Revista Brasileira de Finanças : RBFin
18
(
2020
)
4
,
pp. 115-137
Persistent link: https://www.econbiz.de/10012437054
Saved in:
4
Can a machine correct option pricing models?
Almeida, Caio
;
Fan, Jianqing
;
Freire, Gustavo
;
Tang, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 995-1009
Persistent link: https://www.econbiz.de/10014448492
Saved in:
5
The econometrics of option pricing
Garcia, René
;
Ghysels, Eric
;
Renault, Eric
-
2010
Persistent link: https://www.econbiz.de/10003900680
Saved in:
6
Estimation of objective and risk-neutral distributions based on moments of integrated volatility
Garcia, René
;
Lewis, Marc-André
;
Pastorello, Sergio
; …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 22-32
Persistent link: https://www.econbiz.de/10009242563
Saved in:
7
Representation formulas for Malliavin derivatives of diffusion processes
Detemple, Jérôme B.
;
Garcia, René
;
Rindisbacher, Marcel
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 349-367
Persistent link: https://www.econbiz.de/10002946698
Saved in:
8
The stochastic discount factor : extending the volatility bound and a new approach to portfolio selection with higher-order moments
Chabi-Yo, Fousseni
;
Garcia, René
;
Renault, Eric
-
2005
Persistent link: https://www.econbiz.de/10002655756
Saved in:
9
Asymmetric smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2001
Persistent link: https://www.econbiz.de/10001614502
Saved in:
10
Asymmetic smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549285
Saved in:
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