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~isPartOf:"Journal of econometrics"
~isPartOf:"Pacific-Basin finance journal"
~subject:"CAPM"
~subject:"Estimation"
~subject:"Nichtparametrisches Verfahren"
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Search: subject:"Termingeschäft"
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CAPM
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Nichtparametrisches Verfahren
Derivat
55
Derivative
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Option pricing theory
18
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18
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18
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14
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14
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Barone-Adesi, Giovanni
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1
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Journal of econometrics
Pacific-Basin finance journal
The journal of futures markets
49
Journal of banking & finance
23
Journal of financial and quantitative analysis : JFQA
20
Advances in futures and options research : a research annual
19
Applied financial economics
17
The journal of finance : the journal of the American Finance Association
17
International journal of theoretical and applied finance
15
International review of financial analysis
15
The European journal of finance
14
Journal of financial economics
13
The review of financial studies
13
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Discussion paper / B
10
Applied economics letters
9
Energy economics
9
Review of derivatives research
9
Finance research letters
8
International review of economics & finance : IREF
8
Journal of mathematical finance
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
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8
Journal of economic dynamics & control
7
NBER working paper series
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The North American journal of economics and finance : a journal of financial economics studies
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Discussion paper
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5
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5
European journal of operational research : EJOR
5
Finance and economics discussion series
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International journal of bonds and derivatives
5
Journal of empirical finance
5
Journal of risk and financial management : JRFM
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of quantitative finance and accounting
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Risks : open access journal
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ECONIS (ZBW)
13
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1
An imprecise pricing model for Asian options based on nonparametric predictive inference
He, Ting
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463687
Saved in:
2
Futures trading activity and the jump risk of spot market : evidence from the bitcoin market
Zhang, Chuanhai
;
Ma, Huan
;
Liao, Xiaosai
- In:
Pacific-Basin finance journal
78
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463770
Saved in:
3
Option market trading activity and the estimation of the pricing kernel : a Bayesian approach
Barone-Adesi, Giovanni
;
Fusari, Nicola
;
Mira, Antonietta
; …
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 430-449
Persistent link: https://www.econbiz.de/10012439749
Saved in:
4
CFDs, forwards, futures and the cost-of-carry
Foster, F. Douglas
;
Lee, Adrian D.
;
Liu, Wai-man
- In:
Pacific-Basin finance journal
54
(
2019
),
pp. 183-198
Persistent link: https://www.econbiz.de/10012133649
Saved in:
5
Islamic spot and index futures markets : where is the price discovery?
Karabiyik, Hande
;
Narayan, Paresh Kumar
;
Dinh Hoang …
- In:
Pacific-Basin finance journal
52
(
2018
),
pp. 123-133
Persistent link: https://www.econbiz.de/10012035614
Saved in:
6
Optimal smoothing in nonparametric conditional quantile derivative function estimation
Lin, Wei
;
Cai, Zongwu
;
Li, Zheng
;
Su, Li
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 502-513
Persistent link: https://www.econbiz.de/10011503661
Saved in:
7
Model-based pricing for financial derivatives
Zhu, Ke
;
Ling, Shiqing
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 447-457
Persistent link: https://www.econbiz.de/10011499705
Saved in:
8
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
9
An empirical examination of the lead-lag relationship between spot and futures markets : evidence from Thailand
Judge, Amrit
;
Reancharoen, Tipprapa
- In:
Pacific-Basin finance journal
29
(
2014
),
pp. 335-358
Persistent link: https://www.econbiz.de/10010495702
Saved in:
10
Nonparametric least squares estimation in derivative families
Hall, Peter
;
Yatchew, Adonis John
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 362-374
Persistent link: https://www.econbiz.de/10008662993
Saved in:
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