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~person:"Härdle, Wolfgang"
~person:"Jarrow, Robert A."
~subject:"Share price"
~subject:"Volatilität"
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Share price
Volatilität
Theorie
454
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69
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69
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Härdle, Wolfgang
Jarrow, Robert A.
Bollerslev, Tim
85
Lux, Thomas
71
Diebold, Francis X.
64
Hautsch, Nikolaus
60
McAleer, Michael
59
Chiarella, Carl
50
Bekaert, Geert
46
Koopman, Siem Jan
46
Andersen, Torben
45
Caporale, Guglielmo Maria
45
Pierdzioch, Christian
45
Aizenman, Joshua
44
Campbell, John Y.
41
Gupta, Rangan
41
Westerhoff, Frank H.
37
Caporin, Massimiliano
35
Timmermann, Allan
34
Herwartz, Helmut
33
Veronesi, Pietro
33
Dow, James
32
Bauwens, Luc
31
Engle, Robert F.
30
Asai, Manabu
29
Fernández-Villaverde, Jesús
29
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29
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29
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28
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28
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27
Gil-Alaña, Luis A.
27
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27
Schlag, Christian
27
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26
Lo, Andrew W.
26
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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1
Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian
;
Härdle, Wolfgang
;
Nielsen, Jens Perch
-
1998
Persistent link: https://www.econbiz.de/10000168636
Saved in:
2
Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang
-
1997
Persistent link: https://www.econbiz.de/10000971105
Saved in:
3
Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
Saved in:
4
Market manipulation
Cherian, Joseph A.
- In:
Finance
,
(pp. 611-630)
.
1995
Persistent link: https://www.econbiz.de/10001317999
Saved in:
5
A new method for volatility estimation with applications in foreign exchange rate series
Bossaerts, Peter L.
- In:
Finanzmarktanalyse und -prognose mit innovativen …
,
(pp. 71-83)
.
1996
Persistent link: https://www.econbiz.de/10001318071
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6
Ex-dividend stock price behavior and arbitrage opportunities
Heath, David C.
- In:
The journal of business : B
61
(
1988
)
1
,
pp. 95-108
Persistent link: https://www.econbiz.de/10001044862
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7
Options markets, self-fulfilling prophecies, and implied volatilities
Cherian, Joseph A.
- In:
Review of derivatives research
2
(
1998
)
1
,
pp. 5-37
Persistent link: https://www.econbiz.de/10001250192
Saved in:
8
Primes and scores : an essay on market imperfections
Jarrow, Robert A.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1263-1287
Persistent link: https://www.econbiz.de/10001080359
Saved in:
9
The effect of trading futures on short sale constraints
Jarrow, Robert A.
;
Protter, Philip E.
;
Pulido, Sergio
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 311-338
Persistent link: https://www.econbiz.de/10011350630
Saved in:
10
Relative asset price bubbles
Falafala, Roseline Bilina
;
Jarrow, Robert A.
;
Protter, …
- In:
Annals of finance
12
(
2016
)
2
,
pp. 135-160
Persistent link: https://www.econbiz.de/10011555672
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