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Theorie
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35
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Elliott, Robert J. R.
76
Elliott, Robert J.
75
Cole, Matthew A.
27
Siu, Tak Kuen
26
Elliott, Robert Frank
19
Bradrania, Reza
12
Strobl, Eric
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Azhar, Abdul K. M.
9
Chan, Leunglung
6
Okubo, Toshihiro
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Sun, Puyang
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Badescu, Alexandru
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Brülhart, Marius
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Scott, Anthony
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Nguyen-Tien, Viet
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Zhang, Jing
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2
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2
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2
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International journal of theoretical and applied finance
13
Energy economics
10
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
8
Annals of finance
7
Journal of economic dynamics & control
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
6
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3
Insurance / Mathematics & economics
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The European journal of finance
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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Cambridge journal of economics
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China economic review : an international journal
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Journal of behavioral and experimental finance
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Pacific-Basin finance journal
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2
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2
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
2
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1
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1
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ECONIS (ZBW)
185
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1
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185
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1
Estimating a regime switching pairs trading model
Elliott, Robert J.
;
Bradrania, Reza
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 877-883
Persistent link: https://www.econbiz.de/10011907956
Saved in:
2
Deliberate premarket underpricing : new evidence on IPO pricing using machine learning
Pirayesh Neghab, Davood
;
Bradrania, Reza
;
Elliott, Robert J.
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 902-927
Persistent link: https://www.econbiz.de/10014475077
Saved in:
3
Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc
;
Elliott, Robert J.
;
Madan, Dilip B.
; …
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001333352
Saved in:
4
Pricing the treasury bond futures contract as the minimum value of deliverable bond prices
Barone-Adesi, Giovanni
;
Elliott, Robert J.
- In:
Review of futures markets
8
(
1989
)
3
,
pp. 438-444
Persistent link: https://www.econbiz.de/10001099129
Saved in:
5
An application of hidden Markov models to asset allocation problems
Elliott, Robert J.
- In:
Finance and stochastics
1
(
1997
)
3
,
pp. 229-238
Persistent link: https://www.econbiz.de/10001224221
Saved in:
6
Drift and volatility estimation in discrete time
Elliott, Robert J.
- In:
Journal of economic dynamics & control
22
(
1998
)
2
,
pp. 209-218
Persistent link: https://www.econbiz.de/10001232395
Saved in:
7
Discontinuous asset prices and non-attainable contingent claims
Colwell, David B.
- In:
Mathematical finance : an international journal of …
3
(
1993
)
3
,
pp. 295-308
Persistent link: https://www.econbiz.de/10001184866
Saved in:
8
Analytical solutions for the pricing of American bond and yield options
Chesney, Marc
;
Elliott, Robert J.
;
Gibson, Rajna
- In:
Mathematical finance : an international journal of …
3
(
1993
)
3
,
pp. 277-294
Persistent link: https://www.econbiz.de/10001184869
Saved in:
9
Atainable claims in a Markov market
Bensoussan, Alain
- In:
Mathematical finance : an international journal of …
5
(
1995
)
2
,
pp. 121-131
Persistent link: https://www.econbiz.de/10001185056
Saved in:
10
Numerical evaluation of the critical price and American options
Allegretto, Walter
;
Barone-Adesi, Giovanni
;
Elliott, …
- In:
The European journal of finance
1
(
1995
)
1
,
pp. 69-78
Persistent link: https://www.econbiz.de/10001192799
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