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Option pricing theory
Schätztheorie
127
Estimation theory
124
Theorie
116
Theory
110
ARCH-Modell
73
Zeitreihenanalyse
73
Time series analysis
71
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69
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69
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66
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65
Nonparametric statistics
63
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60
Volatilität
55
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35
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35
Prognoseverfahren
34
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33
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29
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29
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28
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25
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24
Multivariate analysis
23
Portfolio selection
23
Correlation
22
Korrelation
22
Capital income
20
Kapitaleinkommen
20
Optionspreistheorie
20
Kausalanalyse
19
Causality analysis
18
Börsenkurs
16
China
16
Share price
16
Wechselkurs
16
Exchange rate
15
Nonparametric estimation
15
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English
16
German
3
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Hafner, Christian M.
15
Härdle, Wolfgang
11
Franke, Jürgen
8
Cai, Zongwu
4
Herwartz, Helmut
3
Hong, Yongmiao
3
Gu, Wentao
1
Xu, Baolin
1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Econometrisch Instituut <Rotterdam>
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Discussion papers of interdisciplinary research project 373
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Nonparametric econometric methods
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
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Einführung in die Statistik der Finanzmärkte
Franke, Jürgen
;
Härdle, Wolfgang
;
Hafner, Christian M.
-
2001
Persistent link: https://www.econbiz.de/10001599509
Saved in:
2
Einführung in die Statistik der Finanzmärkte
Franke, Jürgen
;
Härdle, Wolfgang
;
Hafner, Christian M.
; …
-
2001
Persistent link: https://www.econbiz.de/10001723367
Saved in:
3
Simple approximations for option pricing under mean reversion and stochastic volatility
Hafner, Christian M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784022
Saved in:
4
Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang
;
Hafner, Christian M.
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 189-207
Persistent link: https://www.econbiz.de/10001486714
Saved in:
5
Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang
-
1997
Persistent link: https://www.econbiz.de/10000971105
Saved in:
6
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:
7
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:
8
Einführung in die Statistik der Finanzmärkte
Franke, Jürgen
;
Härdle, Wolfgang
-
2004
-
2. Aufl.
Persistent link: https://www.econbiz.de/10001786475
Saved in:
9
Statistics of financial markets : an introduction
Franke, Jürgen
;
Härdle, Wolfgang
;
Hafner, Christian M.
-
2004
Persistent link: https://www.econbiz.de/10002071301
Saved in:
10
Statistics of financial markets : an introduction
Franke, Jürgen
;
Härdle, Wolfgang
;
Hafner, Christian M.
-
2011
-
3. ed.
Contents Preface t o the Third Edition xi Preface t o the Second Edition xiii I Option Pricing 1 1 ...
Persistent link: https://www.econbiz.de/10008661923
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