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Search: person:"Jarrow, R.A."
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106
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Jarrow, Robert A.
158
Protter, Philip E.
14
Yildirim, Yildiray
7
Deventer, Donald R. van
6
Heath, David C.
5
Li, Siguang
5
Turnbull, Stuart M.
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Guo, Xin
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Kwok, Simon Sai Man
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Lamichhane, Sujan
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Li, Haitao
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Li, Hao
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Zhu, Liao
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Review of derivatives research
13
Finance research letters
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Annual review of financial economics
7
Mathematics and financial economics
7
Journal of financial and quantitative analysis : JFQA
6
The quarterly journal of finance
6
International journal of theoretical and applied finance
5
Journal of banking & finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The journal of finance : the journal of the American Finance Association
5
Finance and stochastics
4
The journal of fixed income
4
The journal of portfolio management : a publication of Institutional Investor
4
The review of financial studies
4
Annals of finance
3
Quantitative finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Advances in futures and options research : a research annual
2
Economics letters
2
International journal of theoretical and applied finance : IJTAF
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Journal of econometrics
2
Journal of financial economics
2
Journal of financial services research : JFSR
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Journal of financial stability
2
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2
Journal of risk management in financial institutions
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The financial review : the official publication of the Eastern Finance Association
2
Theory and decision : an international journal for multidisciplinary advances in decision science
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
European finance review : the official journal of the European Finance Association
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1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
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ECONIS (ZBW)
158
Showing
1
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10
of
158
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date (oldest first)
1
A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
Saved in:
2
An explosion time characterization of asset price bubbles
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 469-479
Persistent link: https://www.econbiz.de/10014326312
Saved in:
3
Index design : hedging and manipulation
Jarrow, Robert A.
;
Li, Siguang
- In:
The Quarterly Journal of Finance : QJF
12
(
2022
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10013367706
Saved in:
4
Applying the local martingale theory of bubbles to cryptocurrencies
Choi, Soon Hyeok
;
Jarrow, Robert A.
- In:
International journal of theoretical and applied …
25
(
2022
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10013371053
Saved in:
5
A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10014320229
Saved in:
6
Media trading groups and short selling manipulation
Jarrow, Robert A.
;
Li, Siguang
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1035-1052
Persistent link: https://www.econbiz.de/10014321662
Saved in:
7
Futures contract collateralization and its implications
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
Saved in:
8
The low-volatility anomaly and the adaptive multi-factor model
Jarrow, Robert A.
;
Murataj, Rinald
;
Wells, Martin T.
; …
- In:
International journal of theoretical and applied …
26
(
2023
)
4/5
,
pp. 1-33
Persistent link: https://www.econbiz.de/10014497298
Saved in:
9
Inflation-adjusted bonds, swaps, and derivatives
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Annual review of financial economics
15
(
2023
),
pp. 449-471
Persistent link: https://www.econbiz.de/10014426345
Saved in:
10
The no-arbitrage pricing of non-traded assets
Jarrow, Robert A.
- In:
Annals of finance
19
(
2023
)
3
,
pp. 401-418
Persistent link: https://www.econbiz.de/10014380572
Saved in:
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