//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Ané, Thierry"
~subject:"Option pricing theory"
~subject:"Statistical distribution"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Frequency distribution"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Statistical distribution
Statistische Verteilung
7
Aktienindex
4
Capital income
4
Kapitaleinkommen
4
Stock index
4
Theorie
4
Theory
4
Index-linked bond
2
Indexanleihe
2
1991
1
Asia-Pacific region
1
Asiatisch-pazifischer Raum
1
Derivat
1
Derivative
1
Deutschland
1
Estimation
1
France
1
Frankreich
1
Germany
1
Großbritannien
1
Index futures
1
Index-Futures
1
Industrialized countries
1
Industrieländer
1
Multivariate Verteilung
1
Multivariate distribution
1
Optionspreistheorie
1
Risiko
1
Risikomaß
1
Risk
1
Risk measure
1
Schätzung
1
USA
1
United Kingdom
1
United States
1
Volatility
1
Volatilität
1
more ...
less ...
Type of publication
All
Article
6
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
7
Author
All
Ané, Thierry
Dijk, Herman K. van
48
Ravazzolo, Francesco
44
Fabozzi, Frank J.
42
Härdle, Wolfgang
39
Račev, Svetlozar T.
38
Lucas, André
32
Opschoor, Anne
31
McAleer, Michael
30
Mitchell, James
30
Paolella, Marc S.
30
Casarin, Roberto
29
Einmahl, John H. J.
29
Nadarajah, Saralees
27
Phillips, Peter C. B.
27
Landsman, Zinoviy
25
Griffiths, William E.
23
Hoogerheide, Lennart F.
23
Linton, Oliver
23
Hoogerheide, Lennart
22
Perote, Javier
20
Diebold, Francis X.
19
Fischer, Matthias
19
Kotz, Samuel
19
Swanson, Norman R.
19
Ardia, David
18
Bollerslev, Tim
18
Corradi, Valentina
18
Dijk, Dick van
18
Furman, Edward
18
Grassi, Stefano
18
Kim, Young Shin
18
Madan, Dilip B.
18
Segers, Johan
18
Wu, Ximing
18
Bottazzi, Giulio
17
van Dijk, H. K.
17
Harvey, Andrew C.
16
Koopman, Siem Jan
16
Sornette, Didier
16
Stoyanov, Stoyan V.
16
more ...
less ...
Published in...
All
The journal of futures markets
2
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of economics and finance
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
The journal of business : B
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The distribution of realized variances : marginal behaviors, asymmetric dependence and contagion effects
Ané, Thierry
;
Métais, Carole
- In:
International review of financial analysis
18
(
2009
)
3
,
pp. 134-150
Persistent link: https://www.econbiz.de/10003880027
Saved in:
2
Two-component extreme value distribution for Asia-Pacific stock index returns
Ané, Thierry
- In:
International journal of theoretical and applied finance
9
(
2006
)
5
,
pp. 643-671
Persistent link: https://www.econbiz.de/10003378957
Saved in:
3
Return interval, dependence structure, and multivariate normality
Ané, Thierry
;
Labidi, Chiraz
- In:
Journal of economics and finance
28
(
2004
)
3
,
pp. 285-299
Persistent link: https://www.econbiz.de/10002627400
Saved in:
4
Dependence structure and risk measure
Ané, Thierry
;
Kharoubi, Cécile
- In:
The journal of business : B
76
(
2003
)
3
,
pp. 411-438
Persistent link: https://www.econbiz.de/10001826337
Saved in:
5
Revisiting the finite mixture of Gaussian distributions with application to futures markets
Ané, Thierry
;
Labidi, Chiraz
- In:
The journal of futures markets
21
(
2001
)
4
,
pp. 347-376
Persistent link: https://www.econbiz.de/10001567706
Saved in:
6
Return interval, dependence strucuture and multivariate normality
Ané, Thierry
;
Labidi, Chiraz
-
2001
Persistent link: https://www.econbiz.de/10001732814
Saved in:
7
Pricing and hedging S&P 500 index options with Hermite polynomial approximation : empirical tests of Madan and Milne's model
Ané, Thierry
- In:
The journal of futures markets
19
(
1999
)
7
,
pp. 735-758
Persistent link: https://www.econbiz.de/10001443345
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->