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Estimation
Theorie
727,967
Theory
713,055
Schätzung
37,054
Welt
35,102
World
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33,235
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Optionspreistheorie
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Caporale, Guglielmo Maria
122
Gil-Alaña, Luis A.
109
Pesaran, M. Hashem
81
Härdle, Wolfgang
75
Heckman, James J.
63
McAleer, Michael
63
Gupta, Rangan
58
Hautsch, Nikolaus
54
Koopman, Siem Jan
50
Herwartz, Helmut
47
Engel, Charles
46
Kumbhakar, Subal
46
Engle, Robert F.
43
Timmermann, Allan
43
Belzil, Christian
42
Marcellino, Massimiliano
42
Basu, Susanto
41
Egger, Peter
41
Bollerslev, Tim
39
Acemoglu, Daron
38
Belke, Ansgar
38
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38
Dustmann, Christian
38
Lütkepohl, Helmut
36
Berg, Gerard J. van den
35
Lucas, André
35
Kilian, Lutz
33
MacDonald, Ronald
33
Rose, Andrew
33
Attanasio, Orazio P.
32
Feenstra, Robert C.
32
Jenkins, Stephen
32
Pierdzioch, Christian
32
Tsionas, Efthymios G.
32
Diebold, Francis X.
31
Taylor, Alan M.
31
Taylor, Mark P.
31
Todorov, Viktor
31
Lo, Andrew W.
30
Redding, Stephen
30
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National Bureau of Economic Research
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OECD
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Springer Fachmedien Wiesbaden
27
Internationaler Währungsfonds / Research Department
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Federal Reserve System / Board of Governors
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Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
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Friedrich-Schiller-Universität Jena
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Verlag Dr. Kovač
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Universität Mannheim
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Centre for Economic Policy Research
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World Bank
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International Monetary Fund
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University of Exeter / Department of Economics
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Zentrum für Europäische Wirtschaftsforschung
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Australian National University / Faculty of Economics and Commerce
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Center for Economic Research <Tilburg>
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Centro Studi Luca d'Agliano <Turin>
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Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
5
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366
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325
CESifo working papers
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Economics letters
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Journal of econometrics
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191
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
171
Journal of international money and finance
167
International review of economics & finance : IREF
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Finance research letters
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Journal of banking & finance
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Journal of applied econometrics
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Journal of empirical finance
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Journal of economic dynamics & control
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Applied financial economics
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Energy economics
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Journal of macroeconomics
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CESifo Working Paper Series
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Journal of monetary economics
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The review of economics and statistics
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Journal of financial economics
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European economic review : EER
108
International journal of forecasting
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Journal of international economics
105
The European journal of finance
105
The North American journal of economics and finance : a journal of financial economics studies
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Journal of forecasting
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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:
2
Ökonomische und ökonometrische Analyse der Bewertung von Optionen unter stochastischer Volatilität
Schmitt, Christian
-
1999
Persistent link: https://www.econbiz.de/10001531425
Saved in:
3
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:
4
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001568288
Saved in:
5
The economic value of volatility timing
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 329-352
Persistent link: https://www.econbiz.de/10001575075
Saved in:
6
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001413478
Saved in:
7
Modeling volatility in foreign currency option pricing
Hoque, Ariful
;
Chan, Felix
;
Manzur, Meher
- In:
Multinational finance journal : MF ; quarterly …
13
(
2009
)
3/4
,
pp. 189-208
Persistent link: https://www.econbiz.de/10008654497
Saved in:
8
A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
Saved in:
9
Investitionen unter Unsicherheit : eine theoretische und empirische Untersuchung für die Bundesrepublik Deutschland
Seppelfricke, Peter
-
1996
Persistent link: https://www.econbiz.de/10013381526
Saved in:
10
GARCH gamma
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1995
Persistent link: https://www.econbiz.de/10000915837
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