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Tails, fears and risk premia
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61
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58
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58
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53
Internet and network economics : 5th international workshop, WINE 2009, Rome, Italy, December 14-18, 2009 ; proceedings
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Models and measurement of welfare and inequality
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The Jossey-Bass handbook of nonprofit leadership and management
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Leadership in nonprofit organizations ; Vol. 1
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Valuation, financial modeling, and quantitative tools
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Qualitative Marktforschung : Konzepte - Methoden - Analysen
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Ökonomische Dynamik in Zentraleuropa : Innovation, Strukturwandel, Umwelt und Finanzarchitektur ; Annual Meeting of the Austrian Economic Association (NOeG) - 2006 ; NOeG 2006 May, 5th - 6th, 2006
40
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39
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39
A handbook of economic anthropology
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Knowledge enterprise: intelligent strategies in product design, manufacturing, and management : proceedings of PROLAMAT 2006, IFIP TC5 international conference, June 15-17 2006, Shanghai, China
38
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37
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36
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The Oxford handbook of international business
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Proceedings / 96th Annual Conference on Taxation : Chicago, Ill., Nov. 13 - 15, 2003 ; and minutes of the Annual Meeting of the National Tax Association, Thursday, November 13, 2003
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The Oxford handbook of the economics of peace and conflict
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33
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Leadership in nonprofit organizations ; Vol. 2
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The fear of rare economic disasters reflected in option prices
Dumitrescu, Ioana
;
Ivanova, Vesela
- In:
Essays on general equilibrium models with alternative …
,
(pp. 85-124)
.
2016
Persistent link: https://www.econbiz.de/10011647015
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2
Forecasting realized variance based on macroeconomic uncertainty
Vicedom, Sebastian
- In:
Essays in finance : commodity derivatives, volatility …
,
(pp. 51-114)
.
2016
Persistent link: https://www.econbiz.de/10011646902
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3
Forecasting implied volatilities for options on index futures : time-series and cross-sectional analysis versus constant elasticity of variance (CEV) model
Tai, Tzu
;
Lee, Cheng F.
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 355-387)
.
2017
Persistent link: https://www.econbiz.de/10011603288
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4
Marktgerechte Bewertung von Power-Optionen
Steiner, Manfred
;
Brunner, Bernhard
- In:
Kapitalmarkt, Unternehmensfinanzierung und rationale …
,
(pp. 493-518)
.
2006
Persistent link: https://www.econbiz.de/10003236946
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5
Hedging with future : multivariante dynamic conditional correlation GARCH
Kolokolov, Aleksey
- In:
Market risk and financial markets modeling
,
(pp. 63-72)
.
2012
Persistent link: https://www.econbiz.de/10009514454
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6
Approximation der risikoneutralen Verteilung : Methodenvergleich und Implementierung
Schiefner, Lars
- In:
Operations research proceedings 1999 : selected papers …
,
(pp. 329-335)
.
2000
Persistent link: https://www.econbiz.de/10001481292
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7
Numerics of implied binomial trees
Härdle, Wolfgang
;
Mysicková, Alena
- In:
Applied quantitative finance
,
(pp. 209-231)
.
2009
Persistent link: https://www.econbiz.de/10003746028
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8
Tailabhängigkeit und Asymmetrie in multivariaten Finanzmarktdaten
Klein, Ingo
;
Fischer, Matthias
- In:
Finanzintermediation : theoretische, …
,
(pp. 69-101)
.
2004
Persistent link: https://www.econbiz.de/10002078246
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9
Up- and downside variance risk premia in global equity markets
Held, Matthias
- In:
Essays in finance
,
(pp. 25-43)
.
2015
Persistent link: https://www.econbiz.de/10011750065
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10
High-frequency analysis of the carbon market: jumps, causes, and implications
Vicedom, Sebastian
- In:
Essays in finance : commodity derivatives, volatility …
,
(pp. 116-153)
.
2016
Persistent link: https://www.econbiz.de/10011646906
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