Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"USA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
How frequently does the stock...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
USA
Theorie
45
Theory
45
Credit risk
18
Kreditrisiko
17
Option pricing theory
16
Optionspreistheorie
16
Estimation
15
Schätzung
15
United States
15
Volatilität
14
ARCH model
13
ARCH-Modell
13
Volatility
13
Bayes-Statistik
12
Bayesian inference
12
Deposit insurance
12
Schätztheorie
11
CAPM
10
Estimation theory
10
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Einlagensicherung
9
Insolvency
9
Insolvenz
9
Markov chain
9
Yield curve
9
Zinsstruktur
9
Forecasting model
8
Markov-Kette
8
Prognoseverfahren
8
Börsenkurs
7
Risikoprämie
7
Risk premium
7
Credit derivative
6
Kreditderivat
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Share price
6
Welt
6
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
12
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
15
Author
All
Duan, Jin-Chuan
13
Fulop, Andras
4
Sealey, C. W.
3
Moreau, Arthur F.
2
Wei, Jason
2
Li, Junye
1
Ritchken, Peter H.
1
Simonato, Jean-Guy
1
Sun, Zhiqiang
1
Van Laere, Elisabeth
1
Wang, W.-T.
1
Yu, Jun
1
Yu, Min-Teh
1
more ...
less ...
Published in...
All
Journal of banking & finance
4
Documents de recherche / ESSEC Centre de Recherche
2
The review of financial studies
2
Advances in investment analysis and portfolio management : a research annual
1
Applied quantitative finance
1
Federal Reserve Bank of Cleveland working paper series
1
Journal of econometrics
1
Journal of empirical finance
1
Research in finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating the structural credit risk model when equity prices are contaminated by trading noises
Duan, Jin-Chuan
;
Fulop, Andras
-
2006
Persistent link: https://www.econbiz.de/10003440095
Saved in:
2
Estimating the structural credit risk model when equity prices are contaminated by trading noises
Duan, Jin-Chuan
;
Fulop, Andras
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 288-296
Persistent link: https://www.econbiz.de/10003858905
Saved in:
3
Feedback effects of rating downgrades
Fulop, Andras
-
2006
Persistent link: https://www.econbiz.de/10003440101
Saved in:
4
Self-exciting jumps, learning, and asset pricing implications
Fulop, Andras
;
Li, Junye
;
Yu, Jun
- In:
The review of financial studies
28
(
2015
)
3
,
pp. 876-912
Persistent link: https://www.econbiz.de/10011337555
Saved in:
5
A one-step test of the arbitrage pricing theory
Duan, Jin-Chuan
- In:
Advances in investment analysis and portfolio …
2
(
1994
),
pp. 71-96
Persistent link: https://www.econbiz.de/10001185489
Saved in:
6
Systematic risk and the price structure of individual equity options
Duan, Jin-Chuan
;
Wei, Jason
- In:
The review of financial studies
22
(
2009
)
5
,
pp. 1981-2006
Persistent link: https://www.econbiz.de/10003886037
Saved in:
7
Jump starting GARCH : pricing and hedging options with jumps in returns and volatilities
Duan, Jin-Chuan
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003419274
Saved in:
8
A public good approach to credit ratings : from concept to reality
Duan, Jin-Chuan
;
Van Laere, Elisabeth
- In:
Journal of banking & finance
36
(
2012
)
12
,
pp. 3239-3247
Persistent link: https://www.econbiz.de/10009660503
Saved in:
9
Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk
Duan, Jin-Chuan
;
Yu, Min-Teh
- In:
Journal of banking & finance
29
(
2005
)
10
,
pp. 2435-2454
Persistent link: https://www.econbiz.de/10003071010
Saved in:
10
Maximum likelihood estimation of deposit insurance value with interest rate risk
Duan, Jin-Chuan
;
Simonato, Jean-Guy
- In:
Journal of empirical finance
9
(
2002
)
1
,
pp. 109-132
Persistent link: https://www.econbiz.de/10001655796
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
