Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"Absence of arbitrage"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
absence of arbitrage
10
Absence of arbitrage
7
Arbitrage
6
asynchronous trading
5
bid-ask bounce
5
bond returns
5
correlation
5
covariance
5
exchange rates
5
stock returns
5
volatility
5
Incomplete market
3
Martingal
3
Martingale
3
Option pricing theory
3
Optionspreistheorie
3
Overlapping sets of priors
3
Range-based estimation
3
Theorie
3
Theory
3
Unvollkommener Markt
3
collective absence of arbitrage
3
equilibria with short-selling
3
measures of risk
3
CAPM
2
Collective absence of arbitrage
2
Conditional full support
2
Derivat
2
Derivative
2
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Equilibria with short-selling
2
Firm valuation
2
NFLVR
2
NUPBR
2
Non-semimartingale models
2
Option trading
2
Optionsgeschäft
2
Risk Measures
2
Simple trading strategies
2
more ...
less ...
Online availability
All
Free
12
Undetermined
8
Type of publication
All
Book / Working Paper
14
Article
9
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Working Paper
3
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Language
All
Undetermined
12
English
11
Author
All
Brandt, Michael W.
5
Dana, Rose-Anne
5
Diebold, Francis X.
5
Schweizer, Martin
3
Van, Cuong Le
3
Herdegen, Martin
2
Jouini, Elyès
2
Kallal, Hedi
2
Le Van, Cuong
2
Sayit, Hasanjan
2
April
1
BEKKER, PAUL A.
1
BOUWMAN, KEES E.
1
Bouchard, Bruno
1
Bálint, Dániel
1
Chateauneuf, Alain
1
Cornet, Bernard
1
Devolder, Pierre
1
Fontana, Claudio
1
HEANEY, JOHN
1
Hunt, Julien
1
POITRAS, GEOFFREY
1
Pelger, Markus
1
Platen, Eckhard
1
more ...
less ...
Institution
All
Center for Financial Studies
2
HAL
2
Université Paris-Dauphine
2
Université Paris-Dauphine (Paris IX)
2
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
1
Department of Economics, University of Pennsylvania
1
Financial Institutions Center, Wharton School of Business
1
more ...
less ...
Published in...
All
CFS Working Paper Series
2
Economics Papers from University Paris Dauphine
2
Open Access publications from Université Paris-Dauphine
2
Post-Print / HAL
2
Annals of Finance
1
Annals of Financial Economics (AFE)
1
Annals of finance
1
CFS Working Paper
1
Center for Financial Institutions Working Papers
1
Documents de travail du Centre d'Economie de la Sorbonne
1
Economic theory bulletin
1
Finance and Stochastics
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics and financial economics
1
PIER Working Paper Archive
1
Physica A: Statistical Mechanics and its Applications
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
1
more ...
less ...
Source
All
RePEc
16
ECONIS (ZBW)
6
EconStor
1
Showing
21
-
23
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
No-arbitrage in Discrete-time Markets with Proportional Transaction Costs and General Information structure
Bouchard, Bruno
- In:
Finance and Stochastics
10
(
2006
)
2
,
pp. 276-297
Persistent link: https://www.econbiz.de/10005759622
Saved in:
22
A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations
Brandt, Michael W.
;
Diebold, Francis X.
-
Department of Economics, University of Pennsylvania
-
2001
-based covariance estimator motivated by a key financial economic consideration, the
absence
of
arbitrage
, in addition to statistical …
Persistent link: https://www.econbiz.de/10005109594
Saved in:
23
A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations
Brandt, Michael W.
;
Diebold, Francis X.
;
April
-
Financial Institutions Center, Wharton School of Business
-based covariance estimator motivated by a key financial economic consideration, the
absence
of
arbitrage
, in addition to statistical …
Persistent link: https://www.econbiz.de/10005794415
Saved in:
First
Prev
1
2
3
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
