//--> //--> //-->
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
~language:"eng"
~person:"Flood, Robert P."
~person:"Rubio, Gonzalo"
~subject:"Momentenmethode"
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:"Diskontierungszins"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Momentenmethode
Discounting
24
Diskontierung
24
Estimation
20
Schätzung
20
CAPM
18
Financial market
16
Finanzmarkt
16
Market integration
16
Marktintegration
16
Aktienmarkt
10
Stock market
10
USA
9
United States
9
Portfolio selection
7
Portfolio-Management
7
Theorie
7
Theory
7
1999-2002
5
Capital income
4
Kapitaleinkommen
4
Stochastic process
4
Stochastischer Prozess
4
Risikoprämie
3
Risk premium
3
1994 - 2003
2
Abzinsung
2
Canada
2
Cross-section of expected returns
2
Erwartungsbildung
2
Exact expected returns
2
Expectation formation
2
Kanada
2
Kreditmarkt
2
Method of moments
2
Option pricing theory
2
Optionspreistheorie
2
Out-of-sample stochastic discount factor
2
Private consumption
2
Privater Konsum
2
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
Author
All
Flood, Robert P.
Rubio, Gonzalo
Ferson, Wayne E.
3
Dahlquist, Magnus
2
González-Urteaga, Ana
2
Iqbal, Javed
2
Peñaranda, Francisco
2
Sentana, Enrique
2
Söderlind, Paul
2
Ahmed, Waqas
1
Ahumada, Hildegart A.
1
Ayadi, Mohamed A.
1
Azher, Sara
1
Burnside, Craig
1
Choi, Yoonseok
1
Cochrane, John H.
1
De Lipsis, Vincenzo
1
Dobrescu, Loretti I.
1
Fang, Ying
1
Garegnani, María Lorena
1
Haider, Adnan
1
Hall, Alastair R.
1
Hansen, Lars Peter
1
Heaton, John
1
Hu, Fan
1
Kan, Raymond
1
Kim, Sŏng-hyŏn
1
Kleibergen, Frank
1
Kotlikoff, Laurence J.
1
Lee, Junghoon
1
Manresa, Elena
1
Motta, Alberto
1
Nieto Domenech, Belen
1
Nieto, Belén
1
Nychka, Douglas W.
1
Orłowski, Piotr
1
Paap, Richard
1
Ren, Yun
1
Roussanov, Nikolai
1
Sokolovski, Valeri
1
Sverdrup, Erik
1
more ...
less ...
Published in...
All
Quantitative finance
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
González-Urteaga, Ana
;
Nieto, Belén
;
Rubio, Gonzalo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 713-727
Persistent link: https://www.econbiz.de/10012500183
Saved in:
2
Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
González-Urteaga, Ana
;
Nieto Domenech, Belen
;
Rubio, …
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 713-727
Persistent link: https://www.econbiz.de/10012500184
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->