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Year of publication
Subject
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Theorie 98 Deutschland 22 Schätzung 21 Nichtparametrisches Verfahren 20 Zeitreihenanalyse 18 Hedging 16 Börsenkurs 13 Stochastischer Prozess 13 ARMA-Modell 10 Schätztheorie 10 antipersistence 10 nonparametric regression 10 bandwidth selection 9 long memory 9 Black-Scholes-Modell 8 Copula Functions 8 Kontrolltheorie 8 Optionspreistheorie 8 Portfolio-Management 8 Analysis 7 Kapitalertragsteuer 7 Steuerwettbewerb 7 ARCH-Modell 6 Anlageverhalten 6 Excess Volatility 6 Foreign Exchange Market 6 International Financial Markets 6 Nonparametric regression 6 Statistischer Fehler 6 Steuerwirkung 6 Stock market crashes 6 USA 6 Volatilität 6 Welt 6 incomplete markets 6 risk management 6 Erwartungsnutzen 5 Kapitalertrag 5 Marktmikrostruktur 5 Mikroökonometrie 5
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Online availability
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Free 155
Type of publication
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Book / Working Paper 307
Subcategories
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Working paper 306
Language
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English 259 German 33 Undetermined 14 Italian 1
Author
All
Beran, Jan 46 Franke, Günter 45 Feng, Yuanhua 33 Kohlmann, Michael 20 Pohlmeier, Winfried 17 Abberger, Klaus 16 Düring, Bertram 16 Jackwerth, Jens Carsten 16 Hautsch, Nikolaus 14 Nolte, Ingmar 12 Schindler, Dirk 12 Lüders, Erik 11 Eggert, Wolfgang 10 Hodder, James E. 10 Ocker, Dirk 10 Stapleton, Richard C. 10 Voev, Valeri 10 Adam-Müller, Axel F. A. 9 Hess, Dieter 9 Inkmann, Joachim 8 Jüngel, Ansgar 8 Kaiser, Ulrich 7 Toscani, Giuseppe 7 Bien, Katarzyna 6 Genser, Bernd 6 Gerhard, Frank 6 Haberer, Markus 6 Heiler, Siegfried 6 Leitner, Johannes 6 Subrahmanyam, Marti G. 6 Tang, Shanjian 6 Weber, Thomas 6 Perrakis, Stylianos 5 Constantinides, George M. 4 Deaves, Richard 4 Fournié, Michel 4 Gosh, Sucharita 4 Haufler, Andreas 4 Lechner, Sandra 4 Lehmann, Erik 4
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Institution
All
Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften 153
Published in...
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CoFE Discussion Paper 306 Center of Finance and Econometrics, CoFE Discussion Paper 1
Source
All
EconStor 153 RePEc 153 ECONIS (ZBW) 1
Showing 1 - 10 of 183
 
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Are options on index futures profitable for risk averse investors? Empirical evidence
Jackwerth, Jens Carsten; Constantinides, George M.; … - 2008
Persistent link: https://www.econbiz.de/10010266920
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Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence
Jackwerth, Jens Carsten; Constantinides, George M.; … - 2008
Book / Working Paper
Cover Image
International and domestic trading and wealth distribution
Düring, Bertram; Toscani, Giuseppe - 2008
Persistent link: https://www.econbiz.de/10010266921
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International and Domestic Trading and Wealth Distribution
Düring, Bertram; Toscani, Giuseppe - 2008
Book / Working Paper
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Asset pricing under information with stochastic volatility
Düring, Bertram - 2008
Persistent link: https://www.econbiz.de/10010266929
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Asset Pricing Under Information with Stochastic Volatility
Düring, Bertram - 2008
Book / Working Paper
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A nonparametric regression cross spectrum for multivariate time series
Beran, Jan - 2008
Persistent link: https://www.econbiz.de/10010266931
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Modelling and forecasting multivariate realized volatility
Chiriac, Roxana; Voev, Valeri - 2008
Persistent link: https://www.econbiz.de/10010266934
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Modelling and Forecasting Multivariate Realized Volatility
Chiriac, Roxana; Voev, Valeri - 2008
Book / Working Paper
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Filtered Log-periodogram Regression of long memory processes
Feng, Yuanhua; Beran, Jan - 2008
Persistent link: https://www.econbiz.de/10010266936
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Importance sampling for backward SDEs
Bendera, Christian; Moseler, Thilo - 2008
Persistent link: https://www.econbiz.de/10010266952
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A Boltzmann-type approach to the formation of wealth distribution curves
Düring, Bertram; Matthes, Daniel; Toscani, Giuseppe - 2008
Persistent link: https://www.econbiz.de/10010267232
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A Boltzmann-type Approach to the Formation of Wealth Distribution Curves
Düring, Bertram; Matthes, Daniel; Toscani, Giuseppe - 2008
Book / Working Paper
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Efficient Bargaining and the Skill-Structure of Wages and Employment
Pohlmeier, Winfried - 2008
This paper presents structural estimates for a bargaining model which nests the right-to-manage, the efficient wage bargaining, the seniority and the standard neoclassical labor demand model as special cases. In contrast to most existing models, our approach accounts for heterogeneous skill...
Persistent link: https://www.econbiz.de/10012726953
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Recovering delisting returns of hedge funds
Hodder, James E.; Jackwerth, Jens Carsten; Kolokolova, Olga - 2008
Persistent link: https://www.econbiz.de/10010266918
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