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Caporale, Guglielmo Maria
207
Gupta, Rangan
194
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134
Fabozzi, Frank J.
118
Madan, Dilip B.
115
Gil-Alaña, Luis A.
103
Stulz, René M.
101
Zaremba, Adam
97
Narayan, Paresh Kumar
93
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90
Chiarella, Carl
90
Pierdzioch, Christian
86
Jarrow, Robert A.
85
Ryu, Doojin
85
Engle, Robert F.
83
McAleer, Michael
81
McMillan, David G.
81
Shleifer, Andrei
74
Schiereck, Dirk
73
Hautsch, Nikolaus
71
Bali, Turan G.
70
Cui, Zhenyu
70
Takahashi, Akihiko
70
Carr, Peter
69
Allen, David E.
66
Wohar, Mark E.
66
Joshi, Mark S.
65
Morck, Randall
65
Veronesi, Pietro
65
Bohl, Martin T.
64
Faff, Robert W.
64
Lux, Thomas
64
Plastun, Alex
64
Timmermann, Allan
63
Lee, Cheng F.
62
Schoutens, Wim
62
Shiller, Robert J.
61
Sornette, Didier
61
Bekaert, Geert
60
Tiwari, Aviral Kumar
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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Chambre de commerce et d'industrie de Paris
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Center for Economic Research <Tilburg>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Institute of Finance and Accounting <London>
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Rodney L. White Center for Financial Research
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Internationaler Währungsfonds / Research Department
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Springer Fachmedien Wiesbaden
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Erasmus Research Institute of Management
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Institut for Finansiering <Frederiksberg>
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
5
Federal Reserve Bank of San Francisco
5
Gottfried Wilhelm Leibniz Universität Hannover
5
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Finance research letters
1,035
Journal of banking & finance
783
NBER working paper series
737
Working paper / National Bureau of Economic Research, Inc.
660
International review of financial analysis
629
Journal of financial economics
608
The journal of finance : the journal of the American Finance Association
581
NBER Working Paper
552
International journal of theoretical and applied finance
548
Pacific-Basin finance journal
512
International review of economics & finance : IREF
484
The journal of futures markets
476
Applied economics letters
443
Applied economics
433
The review of financial studies
393
Applied financial economics
376
The North American journal of economics and finance : a journal of financial economics studies
375
Journal of financial and quantitative analysis : JFQA
365
Review of quantitative finance and accounting
365
Journal of empirical finance
345
Quantitative finance
332
Research in international business and finance
331
Journal of international financial markets, institutions & money
313
Economic modelling
310
The European journal of finance
303
Energy economics
292
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
289
Economics letters
283
Mathematical finance : an international journal of mathematics, statistics and financial theory
281
Applied mathematical finance
276
The journal of computational finance
262
Discussion paper / Centre for Economic Policy Research
261
Finance and stochastics
253
Journal of financial markets
247
Journal of economic dynamics & control
240
Management science : journal of the Institute for Operations Research and the Management Sciences
238
Research paper series / Swiss Finance Institute
238
The journal of derivatives : the official publication of the International Association of Financial Engineers
231
The journal of corporate finance : contracting, governance and organization
226
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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EconStor
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USB Cologne (business full texts)
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OLC EcoSci
6
BASE
5
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1
Smiles, skews, implied distributions and market expectations from option prices : the case of American equity options
Allen, Aidan
;
Alles, Lakshman
-
2000
Persistent link: https://www.econbiz.de/10001509334
Saved in:
2
Modelle zur Schätzung der Volatilität : eine theoretische und empirische Analyse am Beispiel von Finanzmarktdaten
Specht, Katja
-
2000
Persistent link: https://www.econbiz.de/10001511096
Saved in:
3
Do call prices and the underlying stock always move in the same direction?
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Chen, Zhiwu
- In:
The review of financial studies
13
(
2000
)
3
,
pp. 549-584
Persistent link: https://www.econbiz.de/10001499744
Saved in:
4
Optionsbewertung bei stochastischer Volatilität
Nagel, Hartmut
-
2001
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001530489
Saved in:
5
Ökonomische und ökonometrische Analyse der Bewertung von Optionen unter stochastischer Volatilität
Schmitt, Christian
-
1999
Persistent link: https://www.econbiz.de/10001531425
Saved in:
6
Ökonomische und ökonometrische Analyse der Bewertung von Optionen unter stochastischer Volatilität
Schmitt, Christian
-
2000
-
1. Aufl.
-Optionspreise mit Hilfe einer auf stochastischen Volatilitäten beruhenden
Optionspreistheorie
besser erklärt werden als mit den …
Persistent link: https://www.econbiz.de/10001534154
Saved in:
7
Estimating state-price densities from derivative prices : parametric and nonparametric methods
Guidolin, Massimo
-
1999
Persistent link: https://www.econbiz.de/10001446623
Saved in:
8
Pricing stock and bond derivatives with a multi-factor Gaussian model
Bajeux-Besnainou, Isabelle
;
Portait, Roland
- In:
Applied mathematical finance
5
(
1998
)
3/4
,
pp. 207-225
Persistent link: https://www.econbiz.de/10001446813
Saved in:
9
A note on mean-variance hedging of non-attainable claims
Kohlmann, Michael
;
Peisl, Bernhard
-
2000
Persistent link: https://www.econbiz.de/10001450614
Saved in:
10
Using daily range data to calibrate volatility diffusions and extract the forward integrated variance
Gallant, A. Ronald
;
Hsu, Chiente
;
Tauchen, George Eugene
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 617-631
Persistent link: https://www.econbiz.de/10001437376
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