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United States
Theorie
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Theory
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Zeitreihenanalyse
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Time series analysis
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CAPM
18,888
Stochastischer Prozess
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USA
5,782
Risikoprämie
3,697
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3,646
Multivariate Analyse
3,602
Multivariate analysis
3,261
Derivat
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Optionsgeschäft
2,971
Aktienmarkt
2,958
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2,950
ARCH-Modell
2,947
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Gil-Alaña, Luis A.
85
Caporale, Guglielmo Maria
65
Gupta, Rangan
37
Stock, James H.
36
Koopman, Siem Jan
31
McAleer, Michael
31
Watson, Mark W.
31
Campbell, John Y.
24
Engle, Robert F.
24
Franses, Philip Hans
21
Pástor, Ľuboš
21
Stambaugh, Robert F.
21
Ferson, Wayne E.
20
Miller, Stephen M.
19
Pesaran, M. Hashem
19
Piger, Jeremy Max
19
Timmermann, Allan
19
Guo, Hui
18
Hautsch, Nikolaus
16
Lanne, Markku
16
Diebold, Francis X.
15
Ghysels, Eric
15
Kapetanios, George
15
Longstaff, Francis A.
15
Bollerslev, Tim
14
Cuñado Eizaguirre, Juncal
14
Dijk, Herman K. van
14
Swanson, Norman R.
14
Brandt, Michael W.
13
Lucas, André
13
Marcellino, Massimiliano
13
Potter, Simon M.
13
Ravazzolo, Francesco
13
Gil-Alana, Luis A.
12
Härdle, Wolfgang
12
Kim, Chang-jin
12
Lo, Andrew W.
12
Polk, Christopher
12
Schorfheide, Frank
12
Crespo Cuaresma, Jesús
11
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National Bureau of Economic Research
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University of Chicago / Center for Research in Security Prices
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Rodney L. White Center for Financial Research
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Ekonomiska forskningsinstitutet <Stockholm>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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American Finance Association
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Centre for Growth and Business Cycle Research <Manchester>
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Econometrisch Instituut <Rotterdam>
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European University Institute / Department of Economics
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Federal Reserve Bank of Cleveland
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Institute of Finance and Accounting <London>
3
Organisation for Economic Co-operation and Development
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Queen Mary College / Department of Economics
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The Wharton Financial Institutions Center
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Université de Montréal / Département de sciences économiques
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Boston College / Department of Economics
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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European University Institute / Department of Law
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Federal Reserve Bank of Chicago
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Federal Reserve Bank of New York
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Federal Reserve Bank of Richmond
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Federal Reserve Bank of San Francisco
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Norges Bank / Utredningsavdelingen
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School of Finance and Business Economics <Perth, Western Australia>
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Springer Fachmedien Wiesbaden
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Transportation, Water, and Telecommunications Department, The World Bank
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Trinity College
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United States International Trade Commission / Office of Industries
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University of Canterbury / Dept. of Economics and Finance
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University of Exeter / Department of Economics
2
University of Toronto / Department of Economics
2
Virginia Polytechnic Institute and State University / Department of Economics
2
Weltbank
2
American Marketing Association
1
Association for Investment Management and Research
1
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Working paper / National Bureau of Economic Research, Inc.
175
The review of financial studies
157
The journal of finance : the journal of the American Finance Association
154
The journal of futures markets
109
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
107
Journal of financial economics
67
Working paper
61
Discussion paper / Centre for Economic Policy Research
59
Journal of financial and quantitative analysis : JFQA
58
The review of economics and statistics
53
Applied economics
51
Journal of banking & finance
50
International journal of forecasting
45
Economics letters
43
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Journal of money, credit and banking : JMCB
43
Journal of macroeconomics
41
Journal of applied econometrics
38
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
37
Journal of empirical finance
36
Applied financial economics
35
Discussion paper / Tinbergen Institute
35
Journal of monetary economics
34
American journal of agricultural economics
32
The journal of derivatives : the official publication of the International Association of Financial Engineers
31
Finance and economics discussion series
30
Journal of econometrics
30
Macroeconomic dynamics
30
Real estate economics : journal of the American Real Estate and Urban Economics Association
30
Journal of international money and finance
29
Journal of political economy
29
The journal of real estate finance and economics
29
The journal of fixed income
28
CESifo working papers
27
Economic modelling
27
Review of quantitative finance and accounting
27
International review of financial analysis
25
Advances in futures and options research : a research annual
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Econometric reviews
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ECONIS (ZBW)
5,607
RePEc
4
EconStor
1
ArchiDok
1
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1
Pricing options under generalised GARCH and stochastic volatility processes
Ritchken, Peter H.
;
Trevor, Robert G.
-
1997
Persistent link: https://www.econbiz.de/10000978436
Saved in:
2
Pricing options under generalized GARCH and stochastic volatility processes
Ritchken, Peter
;
Trevor, Rob
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 377-402
Persistent link: https://www.econbiz.de/10001355222
Saved in:
3
Multivariate stochastic volatility-double jump model : an application for oil assets
Laurini, Márcio Poletti
;
Mauad, Roberto Baltieri
; …
-
2016
Persistent link: https://www.econbiz.de/10011444747
Saved in:
4
Asset allocation with a high dimensional latent factor stochastic volatility model
Han, Yufeng
- In:
The review of financial studies
19
(
2006
)
1
,
pp. 237-271
Persistent link: https://www.econbiz.de/10003325179
Saved in:
5
Factor multivariate stochastic volatility via Wishart processes
Philipov, Alexander
;
Glickman, Mark E.
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 311-334
Persistent link: https://www.econbiz.de/10003355767
Saved in:
6
Pricing CDOs with a smile : the local correlation model
Turc, Julien
;
Very, Philippe
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 235-250)
.
2009
Persistent link: https://www.econbiz.de/10003787606
Saved in:
7
Statistics and finance : an introduction
Ruppert, David
-
2004
regression using splines, are introduced as needed. The classical methods of finance such as portfolio theory,
CAPM
, and the …
Persistent link: https://www.econbiz.de/10001805902
Saved in:
8
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
Saved in:
9
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
-
2015
-
This version: June 6, 2015
Persistent link: https://www.econbiz.de/10011809314
Saved in:
10
An efficient alternative to the exact evaluation of the quickest path flow network reliability problem
El Khadiri, Mohamed
;
Yeh, W.-C.
- In:
Computers & operations research : and their …
76
(
2016
),
pp. 22-32
Persistent link: https://www.econbiz.de/10011582078
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