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subject:"Option pricing theory"
~person:"Ardison, Kym"
~subject:"Estimation"
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Search: subject_exact:"Häufigkeitsverteilung"
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Option pricing theory
Estimation
Capital income
5
Capital market returns
5
Kapitaleinkommen
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Kapitalmarktrendite
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Risiko
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Risikomaß
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Share price
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risk-neutral probability
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tail risk
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Probability theory
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prediction of market returns
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Ardison, Kym
Lucas, André
15
Härdle, Wolfgang
13
Bollerslev, Tim
11
Jacobs, Kris
11
Madan, Dilip B.
10
Paolella, Marc S.
10
Perote, Javier
10
Račev, Svetlozar T.
10
Craig, Ben R.
9
Fabozzi, Frank J.
9
Schwaab, Bernd
8
Todorov, Viktor
8
Zhang, Xin
8
Barro, Robert J.
7
Christoffersen, Peter F.
7
Kim, Young Shin
7
Krippner, Leo
7
Linton, Oliver
7
Rockinger, Michael
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Schienle, Melanie
7
Shin, Minchul
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Theodossiou, Panayiotis
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Vilsmeier, Johannes
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Wang, King
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Bali, Turan G.
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Caporin, Massimiliano
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Diebold, Francis X.
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Einmahl, John H. J.
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Hautsch, Nikolaus
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Härdle, Wolfgang K.
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Kilian, Lutz
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Nadarajah, Saralees
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Opschoor, Anne
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Pierdzioch, Christian
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Stoja, Evarist
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Zha, Tao
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Allen, David E.
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Almeida, Caio
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Asai, Manabu
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Research paper series / Swiss Finance Institute
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Swiss Finance Institute Research Paper
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Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
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Nonparametric tail risk, stock returns and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, …
-
2016
Persistent link: https://www.econbiz.de/10011458735
Saved in:
2
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
3
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
4
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
5
Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2016
Persistent link: https://www.econbiz.de/10011518800
Saved in:
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