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subject:"USA"
~isPartOf:"Annual review of economics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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USA
Statistical distribution
34
Statistische Verteilung
34
Option pricing theory
13
Optionspreistheorie
13
United States
12
Theorie
11
Theory
11
Volatility
7
Volatilität
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Option trading
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Optionsgeschäft
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Estimation
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Risikomaß
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Derivat
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Derivative
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Nichtparametrisches Verfahren
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Agca, Senay
1
Agrawal, Deepak
1
Daníelsson, Jón
1
Eriksson, Anders
1
Ghysels, Eric
1
Hanushek, Eric Alan
1
Hurd, Michael D.
1
Islam, Saiyid
1
Longin, François M.
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Mixon, Scott
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Mortensen, Allan
1
Rivkin, Steven G.
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Taylor, Stephen
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1
Wang, Fangfang
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Wang, Yaw-huei
1
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1
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Annual review of economics
The journal of derivatives : the official publication of the International Association of Financial Engineers
Working paper / National Bureau of Economic Research, Inc.
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Working paper
9
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
8
The journal of futures markets
8
The review of economics and statistics
7
Applied financial economics
6
Discussion paper series / IZA
6
American journal of agricultural economics
5
Journal of applied econometrics
5
Journal of financial and quantitative analysis : JFQA
5
Journal of political economy
5
The journal of real estate finance and economics
5
The review of financial studies
5
Applied economics letters
4
Discussion paper / Centre for Economic Policy Research
4
Discussion paper / Tinbergen Institute
4
Economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Staff reports / Federal Reserve Bank of New York
4
Discussion papers / National Institute of Economic and Social Research
3
Federal Reserve Bank of Cleveland working paper series
3
International economic review
3
Journal of econometrics
3
Journal of forecasting
3
Journal of forensic economics
3
Journal of income distribution : an international quarterly
3
Journal of legal economics
3
Journal of productivity analysis
3
Journal of regional science
3
Journal of risk management in financial institutions
3
The North American journal of economics and finance : a journal of financial economics studies
3
The journal of asset management
3
The journal of portfolio management : a publication of Institutional Investor
3
American economic review
2
Annals of finance
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CAMA working paper series
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CAMP working paper series
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ECONIS (ZBW)
12
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1
The distribution of teacher quality and implications for policy
Hanushek, Eric Alan
;
Rivkin, Steven G.
- In:
Annual review of economics
4
(
2012
),
pp. 131-157
Persistent link: https://www.econbiz.de/10009692749
Saved in:
2
Endogenous extreme events and the dual role of prices
Daníelsson, Jón
;
Shin, Hyun Song
;
Zigrand, Jean-Pierre
- In:
Annual review of economics
4
(
2012
),
pp. 83-109
Persistent link: https://www.econbiz.de/10009692756
Saved in:
3
Extracting risk-neutral density and its moments from American option prices
Tian, Yisong Sam
- In:
The journal of derivatives : the official publication …
18
(
2011
)
3
,
pp. 17-34
Persistent link: https://www.econbiz.de/10008986624
Saved in:
4
What does implied volatility skew measure?
Mixon, Scott
- In:
The journal of derivatives : the official publication …
18
(
2011
)
3
,
pp. 9-25
Persistent link: https://www.econbiz.de/10009229670
Saved in:
5
Cross-sectional analysis of risk-neutral skewness
Taylor, Stephen
;
Yadav, Pradeep
;
Zhang, Yuanyuan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 38-52
Persistent link: https://www.econbiz.de/10003862759
Saved in:
6
The impact of jump dynamics on the predictive power of option-implied densities
Wang, Yaw-huei
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
3
,
pp. 9-22
Persistent link: https://www.econbiz.de/10003852617
Saved in:
7
The normal inverse gaussian distribution and the pricing of derivatives
Eriksson, Anders
;
Ghysels, Eric
;
Wang, Fangfang
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
3
,
pp. 23-37
Persistent link: https://www.econbiz.de/10003852619
Saved in:
8
Subjective probabilities in household surveys
Hurd, Michael D.
- In:
Annual review of economics
1
(
2009
),
pp. 543-562
Persistent link: https://www.econbiz.de/10003905401
Saved in:
9
Implied correlations : smiles or smirks?
Agca, Senay
;
Agrawal, Deepak
;
Islam, Saiyid
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
2
,
pp. 7-35
Persistent link: https://www.econbiz.de/10003795256
Saved in:
10
Semi-analytical valuation of basket credit derivatives in intensity-based models
Mortensen, Allan
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 8-26
Persistent link: https://www.econbiz.de/10003346497
Saved in:
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