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subject:"Schätztheorie"
type_genre:"Multi-volume publication"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Derivative"
~type_genre:"Article in journal"
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Schätztheorie
Derivative
Theorie
372
Theory
372
USA
82
United States
82
CAPM
65
Capital income
48
Kapitaleinkommen
48
Börsenkurs
47
Share price
47
Portfolio selection
46
Portfolio-Management
46
Derivat
33
Estimation
30
Schätzung
30
Yield curve
30
Zinsstruktur
30
Option pricing theory
27
Optionspreistheorie
27
Capital structure
24
Kapitalstruktur
24
Risiko
22
Risk
22
Estimation theory
19
Volatility
19
Volatilität
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Hedging
16
Risikoprämie
16
Risk premium
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Anlageverhalten
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Behavioural finance
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Aktienmarkt
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Asymmetric information
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Asymmetrische Information
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14
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Article
52
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Multi-volume publication
Article in journal
Aufsatz in Zeitschrift
52
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English
52
Author
All
Hull, John
3
White, Alan
3
Boyle, Phelim P.
2
Hilliard, Jimmy E.
2
Prisman, Eliezer Zeev
2
Amin, Kaushik I.
1
Ankirchner, Stefan
1
Barnhart, Scott W.
1
Bartram, Söhnke M.
1
Bick, Avi
1
Breen, Richard
1
Brown, Gregory W.
1
Chan, Louis K. C.
1
Chen, Ren-Raw
1
Childs, Paul D.
1
Chung, Kee H.
1
Clarkson, Peter M.
1
Coles, Jeffrey L.
1
Connolly, Robert A.
1
Conrad, Jennifer S.
1
Diltz, J. David
1
Dimitroff, Georgi
1
Driessen, Joost
1
Elder, John
1
Finucane, Thomas J.
1
Flesaker, Bjorn
1
Froot, Kenneth
1
Gilster, John E.
1
Grinblatt, Mark
1
Guedes, José C.
1
Harris, Lawrence E.
1
Heyne, Gregor
1
Hitzemann, Steffen
1
Hjalmarsson, Erik
1
Huang, Shiyang
1
Jarrow, Robert A.
1
Jiang, George J.
1
Joerding, Wayne H.
1
Johnson, Herbert
1
Jokivuolle, Esa
1
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Journal of financial and quantitative analysis : JFQA
Economics letters
405
Journal of econometrics
373
Econometric theory
287
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
243
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
197
Journal of quantitative economics : official journal of the Indian Econometric Society
139
Journal of applied econometrics
137
The journal of futures markets
137
Econometric reviews
131
The review of economics and statistics
123
Oxford bulletin of economics and statistics
101
Statistical papers
79
Journal of banking & finance
73
International journal of theoretical and applied finance
72
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
65
International economic review
61
The review of economic studies
61
Annales d'économie et de statistique
59
American journal of agricultural economics
58
Metrika : international journal for theoretical and applied statistics
57
Applied economics
56
The journal of finance : the journal of the American Finance Association
55
Journal of economic dynamics & control
54
Journal of forecasting
48
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
The review of financial studies
47
Journal of the Royal Statistical Society
41
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Advances in futures and options research : a research annual
38
The Indian economic journal
36
International economic journal
35
Mathematical finance : an international journal of mathematics, statistics and financial theory
35
Finance and stochastics
32
Journal of productivity analysis
32
The econometrics journal
31
Journal of financial economics
30
Journal of international money and finance
27
Jahrbücher für Nationalökonomie und Statistik
25
Journal of empirical finance
25
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ECONIS (ZBW)
52
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1
Derivatives and market (il)liquidity
Huang, Shiyang
;
Yueshen, Bart Zhou
;
Zhang, Cheng
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
1
,
pp. 157-194
Persistent link: https://www.econbiz.de/10014486310
Saved in:
2
Equilibrium price dynamics of emission permits
Hitzemann, Steffen
;
Uhrig-Homburg, Marliese
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
4
,
pp. 1653-1678
Persistent link: https://www.econbiz.de/10011930520
Saved in:
3
Futures cross-hedging with a stationary basis
Ankirchner, Stefan
;
Dimitroff, Georgi
;
Heyne, Gregor
; …
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
6
,
pp. 1361-1395
Persistent link: https://www.econbiz.de/10009728904
Saved in:
4
The effects of derivatives on firm risk and value
Bartram, Söhnke M.
;
Brown, Gregory W.
;
Conrad, Jennifer S.
- In:
Journal of financial and quantitative analysis : JFQA
46
(
2011
)
4
,
pp. 967-999
Persistent link: https://www.econbiz.de/10010217642
Saved in:
5
Predicting glocal stock returns
Hjalmarsson, Erik
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
1
,
pp. 49-80
Persistent link: https://www.econbiz.de/10003984411
Saved in:
6
The economic role of jumps and recovery rates in the market for corporate default risk
Schneider, Paul
;
Sögner, Leopold
;
Veza, Tanja
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
6
,
pp. 1517-1547
Persistent link: https://www.econbiz.de/10008909155
Saved in:
7
Corporate governance and liquidity
Chung, Kee H.
;
Elder, John
;
Kim, Jang-chul
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
2
,
pp. 265-291
Persistent link: https://www.econbiz.de/10003990673
Saved in:
8
Optimal portfolio choice with parameter uncertainty
Kan, Raymond
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
3
,
pp. 621-656
Persistent link: https://www.econbiz.de/10003527792
Saved in:
9
Pricing European and American derivatives under a jump-diffusion process : a bivariate tree aproach
Hilliard, Jimmy E.
;
Schwartz, Adam
- In:
Journal of financial and quantitative analysis : JFQA
40
(
2005
)
3
,
pp. 671-692
Persistent link: https://www.econbiz.de/10003160394
Saved in:
10
The performance of multi-factor term structure models for pricing and hedging caps and swaptions
Driessen, Joost
;
Klaassen, Pieter
;
Melenberg, Bertrand
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
3
,
pp. 635-672
Persistent link: https://www.econbiz.de/10001794047
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