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Bollerslev, Tim
75
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54
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45
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41
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39
Lux, Thomas
39
Aizenman, Joshua
33
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32
Gupta, Rangan
32
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31
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30
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27
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25
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25
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24
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22
Meddahi, Nour
22
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21
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21
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21
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19
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19
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19
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Kansantaloustieteen Laitos <Tampere>
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NBER working paper series
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Journal of econometrics
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Journal of banking & finance
109
Finance research letters
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Economics letters
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International journal of theoretical and applied finance
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International review of financial analysis
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Energy economics
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58
The review of financial studies
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Econometric reviews
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
9,757
EconStor
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ArchiDok
1
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1
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1
The demand for liquid assets : evidence from the Minflex Laurent demand system with conditionally heteroskedastic errors
Chang, Dongfeng
;
Serletis, Apostolos
- In:
Macroeconomic dynamics
23
(
2019
)
7
,
pp. 2941-2958
Persistent link: https://www.econbiz.de/10012127403
Saved in:
2
Die
Bewertung
von Zinsoptionen
Walter, Ulrich
-
1996
Persistent link: https://www.econbiz.de/10000560789
Saved in:
3
Arbitragefreie
Bewertung
von Zinsderivaten
Heitmann, Frank
-
1997
Persistent link: https://www.econbiz.de/10000959293
Saved in:
4
Modellrisiko bei der
Bewertung
von Optionen in einem Vergleich von Modellen mit stochastischer Volatilität
Ender, Manuela
-
2008
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003652604
Saved in:
5
Simulation von Schluss-, Minimal- und Maximalwerten spezieller Preisprozesse mit Anwendungen in der Optionsbewertung
Becker, Martin
-
2008
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003684371
Saved in:
6
High-accuracy integral equation approach for pricing American options with stochastic volatility
Ma, Jingtang
;
Zhou, Zhiru
- In:
International journal of economics and finance
3
(
2011
)
4
,
pp. 193-201
Persistent link: https://www.econbiz.de/10009311485
Saved in:
7
An
evaluation
framework for alternative VaR-models
Bams, Dennis
;
Lehnert, Thorsten
;
Wolff, Christiaan …
- In:
Journal of international money and finance
24
(
2005
)
6
,
pp. 944-958
Persistent link: https://www.econbiz.de/10003114006
Saved in:
8
Appraisals, transaction incentives, and smoothing
Chinloy, Peter
- In:
The journal of real estate finance and economics
14
(
1997
)
1
,
pp. 89-111
Persistent link: https://www.econbiz.de/10001335500
Saved in:
9
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Saved in:
10
Essays on foreign exchange option markets
Büsser, Ralf
-
2012
-Scholes Modell orientieren. Devisenmarkt ; Option ; Risikoprämie ; Stochastisches Modell ;
Bewertung
Foreign exchange ; option …
Persistent link: https://www.econbiz.de/10009656320
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