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~isPartOf:"IMES discussion paper series / Englische Ausgabe"
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Search: subject_exact:"Arbitrage-Preis-Theorie"
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Arbitrage Pricing
8
Arbitrage pricing
8
Theorie
3
Theory
3
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2
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2
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2
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2
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No-arbitrage band
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Nonparametric statistics
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Option pricing function
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Rudebusch, Glenn D.
2
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1
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1
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1
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1
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1
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1
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1
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IMES discussion paper series / Englische Ausgabe
Journal of econometrics
Finance and stochastics
33
International journal of theoretical and applied finance
23
Journal of mathematical economics
23
Journal of financial economics
22
Journal of banking & finance
17
NBER working paper series
16
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13
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12
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Economics letters
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Economic theory : official journal of the Society for the Advancement of Economic Theory
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
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9
Europäische Hochschulschriften / 5
8
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7
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7
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6
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6
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International review of financial analysis
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Journal of financial and quantitative analysis : JFQA
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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1
The implied arbitrage mechanism in financial markets
Shiyi, Chen
;
Chng, Michael T.
;
Liu, Qingfu
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 468-483
Persistent link: https://www.econbiz.de/10012619708
Saved in:
2
Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints
Fengler, Matthias R.
;
Hin, Lin-Yee
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 242-261
Persistent link: https://www.econbiz.de/10011339347
Saved in:
3
The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.
;
Diebold, Francis X.
; …
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 4-20
Persistent link: https://www.econbiz.de/10009270418
Saved in:
4
Agricultural arbitrage and risk preferences
Pope, Rulon D.
;
LaFrance, Jeffrey T.
;
Just, Richard E.
- In:
Journal of econometrics
162
(
2011
)
1
,
pp. 35-43
Persistent link: https://www.econbiz.de/10009270718
Saved in:
5
The arbitrage efficiency of Nikkei 225 options market : a put-call parity analysis
Li, Steven
-
2006
Persistent link: https://www.econbiz.de/10003342675
Saved in:
6
The bond yield "conundrum" from a macro-finance perspective
Rudebusch, Glenn D.
;
Swanson, Eric T.
;
Wu, Tao
-
2006
Persistent link: https://www.econbiz.de/10003353026
Saved in:
7
Factor representing portfolios in large asset markets
Sentana, Enrique
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 257-289
Persistent link: https://www.econbiz.de/10001956189
Saved in:
8
A reexamination of ex ante pricing of currency risk in the Japanese stock market : a pricing kernel approach
Baba, Naohiko
-
2000
Persistent link: https://www.econbiz.de/10001452593
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