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Empirical option pricing model...
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Theorie
21
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Option pricing theory
17
Optionspreistheorie
17
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17
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17
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14
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14
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Bates, David S.
86
Bates, David
17
Craine, Roger
6
Craine, Roger N.
2
Francis, David A.
2
Gani, Ray
2
Giovannoni, Gavin
2
Hiltz, Frederick L.
2
Hughes, Steve
2
Johnson, Michael
2
Jönsson, Bengt
2
Kemball, Belinda
2
Kerrigan, John
2
Kobelt, Gisela
2
Lindgren, Peter
2
Meltzer, David
2
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2
Ash, Arlene
1
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1
BATES, DAVID S.
1
Baker, Laurence Claude
1
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1
Ellis, Randall P.
1
Favero, Carlo A.
1
Gulyas, Agnes
1
Harvey, Andrew C.
1
Heath, Theresa
1
Iezzoni, Lisa
1
Lieberman, Sarah
1
McKay, Elizabeth
1
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1
O'Leary, Simon
1
Ogilvie, Matthew
1
Pelz, Christopher
1
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1
Shalet, Danielle
1
Weil, Alan
1
Williams, Sitira
1
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1
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National Bureau of Economic Research
10
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8
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3
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1
Industry Studies Program (ISP), Department of Economics
1
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1
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1
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8
The review of financial studies
4
Carnegie Rochester conference series on public policy : a bi-annual conference proceedings
3
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3
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3
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2
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2
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2
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2
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2
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1
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1
Rodney L. White Center for Financial Research
1
Statistical methods in finance
1
The Changing Hospital Industry: Comparing For-Profit and Not-for-Profit Institutions
1
The Economic History Review
1
The Journal of Finance
1
The changing hospital industry : comparing not-for-profit and for-profit institutions
1
The international journal of management education
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
58
RePEc
25
OLC EcoSci
18
Other ZBW resources
2
EconStor
1
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1
Dollar jump fears : 1984 - 1992 ; distributional abnormalities implicit in currency futures options
Bates, David S.
- In:
Journal of international money and finance
15
(
1996
)
1
,
pp. 65-93
Persistent link: https://www.econbiz.de/10001197734
Saved in:
2
Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S.
-
1993
Persistent link: https://www.econbiz.de/10000884445
Saved in:
3
Post-'87 crash fears in S&P 500 futures options
Bates, David S.
-
1997
Persistent link: https://www.econbiz.de/10000619727
Saved in:
4
Maximum likelihood estimation of latent affine processes
Bates, David S.
- In:
The review of financial studies
19
(
2006
)
3
,
pp. 909-965
Persistent link: https://www.econbiz.de/10003358398
Saved in:
5
US stock market crash risk, 1926 - 2006
Bates, David S.
-
2009
Persistent link: https://www.econbiz.de/10003837108
Saved in:
6
The market for crash risk
Bates, David S.
- In:
Journal of economic dynamics & control
32
(
2008
)
7
,
pp. 2291-2321
Persistent link: https://www.econbiz.de/10003732926
Saved in:
7
How crashes develop : intradaily volatility and crash evolution
Bates, David S.
-
2016
Persistent link: https://www.econbiz.de/10011451109
Saved in:
8
Hedging the smirk
Bates, David S.
- In:
Finance research letters
2
(
2005
)
4
,
pp. 195-200
Persistent link: https://www.econbiz.de/10003219458
Saved in:
9
The market for crash risk
Bates, David S.
-
2001
Persistent link: https://www.econbiz.de/10001621523
Saved in:
10
Maximum likelihood estimation of latent affine processes
Bates, David S.
-
2003
Persistent link: https://www.econbiz.de/10001758410
Saved in:
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