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Caporale, Guglielmo Maria
187
Gupta, Rangan
183
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171
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169
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167
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162
Madan, Dilip B.
148
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138
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125
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123
Chiarella, Carl
117
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115
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109
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106
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104
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104
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103
Faff, Robert W.
100
McMillan, David G.
100
Guidolin, Massimo
99
Stambaugh, Robert F.
99
Engle, Robert F.
95
Phillips, Peter C. B.
94
Platen, Eckhard
94
Ferson, Wayne E.
91
Jarrow, Robert A.
91
Ang, Andrew
90
Gil-Alaña, Luis A.
88
Koopman, Siem Jan
87
Cakici, Nusret
85
Cui, Zhenyu
85
Jagannathan, Ravi
85
Pierdzioch, Christian
79
Prokopczuk, Marcel
78
Dumas, Bernard
76
Lo, Andrew W.
76
Jacobs, Kris
75
Titman, Sheridan
75
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74
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74
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
48
Centre for Analytical Finance <Århus>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
31
Ekonomiska forskningsinstitutet <Stockholm>
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Rodney L. White Center for Financial Research
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Chambre de commerce et d'industrie de Paris
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Springer Fachmedien Wiesbaden
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Center for Economic Research <Tilburg>
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Federal Reserve Bank of St. Louis
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Erasmus Research Institute of Management
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Svenska Handelshögskolan <Helsinki>
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Judge Institute of Management Studies
10
Birkbeck College / Department of Economics
9
Institut for Finansiering <Frederiksberg>
9
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9
University of Exeter / Department of Economics
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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8
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8
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8
Nationalekonomiska Institutionen <Lund>
8
University of Canterbury / Dept. of Economics and Finance
8
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Journal of banking & finance
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
877
Finance research letters
825
European journal of operational research : EJOR
777
NBER Working Paper
712
Journal of financial economics
701
International journal of theoretical and applied finance
659
International review of financial analysis
631
The journal of finance : the journal of the American Finance Association
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Journal of empirical finance
514
The review of financial studies
513
International review of economics & finance : IREF
456
Applied financial economics
452
Journal of economic dynamics & control
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Pacific-Basin finance journal
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Applied economics
427
Journal of econometrics
426
The journal of futures markets
417
Insurance / Mathematics & economics
407
Finance and stochastics
390
Journal of financial and quantitative analysis : JFQA
389
The European journal of finance
386
The North American journal of economics and finance : a journal of financial economics studies
384
Mathematical finance : an international journal of mathematics, statistics and financial theory
380
Economics letters
370
Applied economics letters
369
Management science : journal of the Institute for Operations Research and the Management Sciences
363
Economic modelling
361
Review of quantitative finance and accounting
354
Quantitative finance
338
Journal of international financial markets, institutions & money
316
Research paper series / Swiss Finance Institute
310
Discussion paper / Centre for Economic Policy Research
304
Applied mathematical finance
300
Energy economics
289
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
289
The journal of computational finance
277
Working paper
277
Research in international business and finance
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ECONIS (ZBW)
78,159
EconStor
689
RePEc
650
USB Cologne (EcoSocSci)
376
USB Cologne (business full texts)
69
OLC EcoSci
23
BASE
20
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Showing
1
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10
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date (oldest first)
1
Bayesian estimation of asymmetric jump-diffusion processes
Frame, Samuel J.
;
Ramezani, Cyrus A.
- In:
Annals of financial economics
9
(
2014
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010512597
Saved in:
2
Jointly estimating jump beats
Polimenis, Vassilis
;
Papantonis, Ioannis
- In:
Journal of risk finance : the convergence of financial …
15
(
2014
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10010337468
Saved in:
3
A comparative study of equilibrium equity premium under discrete distributions of jump amplitudes
Mukupa, George M.
;
Offen, Elias R.
;
Kunda, Douglas
; …
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 232-246
Persistent link: https://www.econbiz.de/10011543918
Saved in:
4
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
5
The sensitivity of beta to the time horizon when log prices follow an Ornstein-Uhlenbeck process
Hong, KiHoon Jimmy
;
Satchell, Stephen
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 264-290
Persistent link: https://www.econbiz.de/10010462111
Saved in:
6
A Multifactor Self-Exciting Jump Diffusion Approach for Modelling the Clustering of Jumps in Equity Returns
Hainaut, Donatien
-
2017
This paper introduces a new jump diffusion process where the occurrence and the size of past jumps have an impact on both the instantaneous and the long term propensities of observing a jump instantaneously. Here, the intensity of jump arrival is a multifactor self-excited process whereas the...
Persistent link: https://www.econbiz.de/10012969146
Saved in:
7
Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
Saved in:
8
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
Saved in:
9
Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
González-Urteaga, Ana
;
Nieto, Belén
;
Rubio, Gonzalo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 713-727
Persistent link: https://www.econbiz.de/10012500183
Saved in:
10
Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
González-Urteaga, Ana
;
Nieto Domenech, Belen
;
Rubio, …
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 713-727
Persistent link: https://www.econbiz.de/10012500184
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