//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The journal of futures markets"
~subject:"Capital income"
~subject:"Risiko"
~subject:"Theorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Statistische Verteilung"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Risiko
Theorie
Statistical distribution
30
Statistische Verteilung
30
Option pricing theory
13
Optionspreistheorie
13
Estimation
12
Schätzung
12
Theory
9
USA
8
United States
8
Volatility
7
Volatilität
7
Option trading
5
Optionsgeschäft
5
Capital market returns
4
Kapitalmarktrendite
4
Börsenkurs
3
Hedging
3
Kapitaleinkommen
3
Share price
3
option pricing
3
1996-2011
2
ARCH model
2
ARCH-Modell
2
Aktienindex
2
Derivat
2
Derivative
2
Deutschland
2
Estimation theory
2
Germany
2
Method of moments
2
Momentenmethode
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Risikoprämie
2
Risk
2
Risk premium
2
Schätztheorie
2
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Ané, Thierry
2
Corrado, Charles Joseph
2
Agarwalla, Sobhesh Kumar
1
Ammann, Manuel
1
Chang, Chuang-chang
1
Chou, Pin-huang
1
Diethelm, Martin
1
Flamouris, Dimitris
1
Giamouridis, Daniel
1
Glatzer, Ernst
1
Labidi, Chiraz
1
Liao, Tzu-hsiang
1
Lien, Da-hsiang Donald
1
Lindset, Snorre
1
Mörke, Mathis
1
Prokopczuk, Marcel
1
Saurav, Sumit
1
Scheicher, Martin
1
Varma, Jayanth Rama
1
Wallmeier, Martin
1
Würsig, Christoph Matthias
1
more ...
less ...
Published in...
All
The journal of futures markets
Insurance / Mathematics & economics
149
Journal of econometrics
91
Discussion paper / Tinbergen Institute
77
Risks : open access journal
59
International journal of forecasting
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Economics letters
51
European journal of operational research : EJOR
44
Journal of banking & finance
39
Econometric reviews
34
Scandinavian actuarial journal
34
Applied economics
33
Tinbergen Institute Discussion Paper
33
International journal of theoretical and applied finance
31
Finance research letters
29
International review of financial analysis
29
Journal of forecasting
29
Economic modelling
28
Journal of empirical finance
28
Statistical papers
28
The European journal of finance
28
Working paper / National Bureau of Economic Research, Inc.
28
Applied economics letters
27
Discussion paper / Center for Economic Research, Tilburg University
26
Econometric theory
26
Quantitative finance
25
SFB 649 discussion paper
24
Working paper
24
Journal of economic theory
23
NBER Working Paper
23
Astin bulletin : the journal of the International Actuarial Association
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Journal of economic dynamics & control
22
NBER working paper series
22
Working papers
22
Journal of applied econometrics
21
Operations research
21
Research paper series / Swiss Finance Institute
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Computational economics
20
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Commodity tail risks
Ammann, Manuel
;
Mörke, Mathis
;
Prokopczuk, Marcel
; …
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 168-197
Persistent link: https://www.econbiz.de/10014292992
Saved in:
2
Lottery and bubble stocks and the cross-section of option-implied tail risks
Agarwalla, Sobhesh Kumar
;
Saurav, Sumit
;
Varma, Jayanth Rama
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 231-249
Persistent link: https://www.econbiz.de/10012817879
Saved in:
3
Fitting and testing for the implied volatility curve using parametric models
Chang, Chuang-chang
;
Chou, Pin-huang
;
Liao, Tzu-hsiang
- In:
The journal of futures markets
32
(
2012
)
12
,
pp. 1171-1191
Persistent link: https://www.econbiz.de/10009697755
Saved in:
4
Multivariate downside risk : normal versus variance Gamma
Wallmeier, Martin
;
Diethelm, Martin
- In:
The journal of futures markets
32
(
2012
)
5
,
pp. 431-458
Persistent link: https://www.econbiz.de/10010218781
Saved in:
5
Pricing American exchange options in a jump-diffusion model
Lindset, Snorre
- In:
The journal of futures markets
27
(
2007
)
3
,
pp. 257-273
Persistent link: https://www.econbiz.de/10003493048
Saved in:
6
The hidden martingale restriction in Gram-Charlier option prices
Corrado, Charles Joseph
- In:
The journal of futures markets
27
(
2007
)
6
,
pp. 517-534
Persistent link: https://www.econbiz.de/10003493103
Saved in:
7
What moves the tail? : The determinants of the option-implied probability density function of the DAX index
Glatzer, Ernst
;
Scheicher, Martin
- In:
The journal of futures markets
25
(
2005
)
6
,
pp. 515-536
Persistent link: https://www.econbiz.de/10002846386
Saved in:
8
Estimating implied PDFs from American options on futures : a new semiparametric approach
Flamouris, Dimitris
;
Giamouridis, Daniel
- In:
The journal of futures markets
22
(
2002
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10001646593
Saved in:
9
A note on the relationships between some risk-adjusted performance measures
Lien, Da-hsiang Donald
- In:
The journal of futures markets
22
(
2002
)
5
,
pp. 483-495
Persistent link: https://www.econbiz.de/10001678524
Saved in:
10
Revisiting the finite mixture of Gaussian distributions with application to futures markets
Ané, Thierry
;
Labidi, Chiraz
- In:
The journal of futures markets
21
(
2001
)
4
,
pp. 347-376
Persistent link: https://www.econbiz.de/10001567706
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->