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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Estimation"
~subject:"USA"
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Estimation
USA
Statistical distribution
27
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9
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Agca, Senay
1
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1
Eriksson, Anders
1
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1
Longin, François M.
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Ludwig, Markus
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of econometrics
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Applied economics
20
The journal of futures markets
18
Discussion paper / Tinbergen Institute
16
International journal of forecasting
16
Insurance / Mathematics & economics
14
Working paper / National Bureau of Economic Research, Inc.
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Economics letters
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Journal of banking & finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Discussion paper series / IZA
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American journal of agricultural economics
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Discussion paper / Centre for Economic Policy Research
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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
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 econometrics : official journal of the Society for Financial Econometrics
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The North American journal of economics and finance : a journal of financial economics studies
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Robust estimation of shape-constrained state price density surfaces
Ludwig, Markus
- In:
The journal of derivatives : the official publication …
22
(
2015
)
3
,
pp. 56-72
Persistent link: https://www.econbiz.de/10011399679
Saved in:
2
Estimating option-implied risk-neutral densities : a novel parametric approach
Orosi, Greg
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 41-61
Persistent link: https://www.econbiz.de/10011399802
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Beyond the VaR
Longin, François M.
- In:
The journal of derivatives : the official publication …
8
(
2001
)
4
,
pp. 36-48
Persistent link: https://www.econbiz.de/10001613579
Saved in:
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