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Search: subject_exact:"Arbitrage pricing model"
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Arbitrage Pricing
5
Arbitrage pricing
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Arbitrage
2
Financial market
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Finanzmarkt
2
Theorie
2
Theory
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Agriculture
1
B-splines
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Capital income
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Estimation theory
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Kapitaleinkommen
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Kapitalmarkttheorie
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Landwirtschaft
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Limits to arbitrage
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Nichtparametrisches Verfahren
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Option pricing function
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Option pricing theory
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Chng, Michael T.
1
Christensen, Jens H. E.
1
Diebold, Francis X.
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Fengler, Matthias R.
1
Hin, Lin-Yee
1
Just, Richard E.
1
LaFrance, Jeffrey T.
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Pope, Rulon D.
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Rudebusch, Glenn D.
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1
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Journal of econometrics
Finance and stochastics
33
International journal of theoretical and applied finance
23
Journal of mathematical economics
23
Journal of financial economics
22
Journal of banking & finance
17
Annals of finance
11
Mathematics and financial economics
10
Economic theory : official journal of the Society for the Advancement of Economic Theory
9
Economics letters
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Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The journal of computational finance
7
Applied mathematical finance
6
Journal of economic dynamics & control
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Journal of economic theory
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Applied financial economics
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Asia-Pacific financial markets
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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International review of economics & finance : IREF
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Finance research letters
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International review of financial analysis
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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Journal of international financial markets, institutions & money
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Quantitative finance
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Annals of financial economics
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Computational economics
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Economic modelling
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Finance India : the quarterly journal of Indian Institute of Finance
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Finanzmarkt und Portfolio-Management
3
International journal of economics and finance
3
Journal of economic behavior & organization : JEBO
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Journal of economics and finance
3
Journal of international money and finance
3
Journal of mathematical finance
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Pacific-Basin finance journal
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Seoul journal of economics
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The Korean economic review
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The journal of finance : the journal of the American Finance Association
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Tydskrif vir studies in ekonomie en ekonometrie : SEE
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ECONIS (ZBW)
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1
The implied arbitrage mechanism in financial markets
Shiyi, Chen
;
Chng, Michael T.
;
Liu, Qingfu
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 468-483
Persistent link: https://www.econbiz.de/10012619708
Saved in:
2
Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints
Fengler, Matthias R.
;
Hin, Lin-Yee
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 242-261
Persistent link: https://www.econbiz.de/10011339347
Saved in:
3
The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.
;
Diebold, Francis X.
; …
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 4-20
Persistent link: https://www.econbiz.de/10009270418
Saved in:
4
Agricultural arbitrage and risk preferences
Pope, Rulon D.
;
LaFrance, Jeffrey T.
;
Just, Richard E.
- In:
Journal of econometrics
162
(
2011
)
1
,
pp. 35-43
Persistent link: https://www.econbiz.de/10009270718
Saved in:
5
Factor representing portfolios in large asset markets
Sentana, Enrique
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 257-289
Persistent link: https://www.econbiz.de/10001956189
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