//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Nandi, Saikat"
~subject:"United States"
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
Essays on pricing kernel estim...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
United States
Option pricing theory
11
Optionspreistheorie
11
Volatility
9
Volatilität
9
Theorie
8
Theory
8
ARCH model
6
ARCH-Modell
6
USA
6
Estimation
5
Schätzung
5
Hedging
3
Option trading
3
Optionsgeschäft
3
1992-1994
2
Anleihe
2
Black-Scholes model
2
Black-Scholes-Modell
2
Bond
2
Capital income
2
Interest rate
2
Kapitaleinkommen
2
Portfolio selection
2
Portfolio-Management
2
Zins
2
1990-1995
1
Asymmetric information
1
Asymmetrische Information
1
Börsenkurs
1
Derivat
1
Derivative
1
Index futures
1
Index-Futures
1
Intertemporal choice
1
Intertemporale Entscheidung
1
Share price
1
Yield curve
1
Zinsstruktur
1
more ...
less ...
Type of publication
All
Article
4
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
6
Author
All
Nandi, Saikat
Poteshman, Allen M.
11
Engle, Robert F.
10
Jackwerth, Jens Carsten
10
Madan, Dilip B.
9
Rosenberg, Joshua V.
8
Carr, Peter
7
Chernov, Mikhail
7
Kelly, Bryan T.
7
Kōnstantinidēs, Giōrgos
7
Whaley, Robert E.
7
Bates, David S.
6
Ederington, Louis H.
6
Lustig, Hanno
6
Martin, Ian
6
Pedersen, Lasse Heje
6
Perrakis, Stylianos
6
Schwartz, Eduardo S.
6
Wu, Liuren
6
Aït-Sahalia, Yacine
5
Backus, David
5
Bliss, Robert R.
5
Bollerslev, Tim
5
Brandt, Michael W.
5
Craig, Ben R.
5
Crouhy, Michel
5
Deng, Yongheng
5
Doran, James S.
5
Fleming, Jeff
5
Galai, Dan
5
Giglio, Stefano
5
Heston, Steven L.
5
Joshi, Mark S.
5
Kolb, Robert W.
5
Pierdzioch, Christian
5
Ronn, Ehud I.
5
Skiadopoulos, George
5
Bakshi, Gurdip S.
4
Bali, Turan G.
4
Beber, Alessandro
4
more ...
less ...
Published in...
All
Working paper series / Federal Reserve Bank of Atlanta
2
Economic review
1
Journal of banking & finance
1
The journal of fixed income
1
The review of financial studies
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The risks and rewards of selling volatility
Nandi, Saikat
;
Waggoner, Daniel
- In:
Economic review
86
(
2001
)
1
,
pp. 31-39
Persistent link: https://www.econbiz.de/10001581207
Saved in:
2
Pricing and hedging index options under stochastic volatility : an empirical examiniation
Nandi, Saikat
-
1996
Persistent link: https://www.econbiz.de/10000958009
Saved in:
3
A closed-form GARCH option pricing model
Heston, Steven L.
;
Nandi, Saikat
-
1997
Persistent link: https://www.econbiz.de/10000985996
Saved in:
4
How important is the correlation between returns and volatility in a stochastic volatility model? : Empirical evidence from pricing and hedging in the S&P 500 index options market
Nandi, Saikat
- In:
Journal of banking & finance
22
(
1998
)
5
,
pp. 589-610
Persistent link: https://www.econbiz.de/10001243308
Saved in:
5
A closed-form GARCH option valuation model
Heston, Steven L.
;
Nandi, Saikat
- In:
The review of financial studies
13
(
2000
)
3
,
pp. 585-625
Persistent link: https://www.econbiz.de/10001499745
Saved in:
6
A two-factor term structure model under GARCH volatility
Heston, Steven L.
;
Nandi, Saikat
- In:
The journal of fixed income
13
(
2003
)
1
,
pp. 87-95
Persistent link: https://www.econbiz.de/10001782469
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->