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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~subject:"Derivative"
~subject:"Schätzung"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
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Estimation theory
8
Schätztheorie
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Time series analysis
5
Volatility
5
Volatilität
5
Estimation
3
Option pricing theory
3
Optionspreistheorie
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Stochastic process
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Stochastischer Prozess
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(Powers of) volatility estimation
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Black-Scholes model
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Black-Scholes-Modell
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Derivat
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Fourier analysis
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Mancino, Maria Elvira
2
Albano, Giuseppina
1
Alòs, Elisa
1
Cacace, Filippo
1
Cifarelli, D. Michele
1
Germani, Alfredo
1
Jacod, Jean
1
Livieri, Giulia
1
Marmi, Stefano
1
Papi, Marco
1
Perna, Cira
1
Rocca, Michele la
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Severino, Federico
1
Wang, Tai-Ho
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Decisions in economics and finance : DEF ; a journal of applied mathematics
Journal of econometrics
266
Economics letters
103
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
99
Econometric reviews
80
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
67
International journal of forecasting
47
Econometric theory
42
Economic modelling
38
Journal of time series econometrics
38
Applied economics letters
32
Computational economics
31
The econometrics journal
29
Discussion papers / CEPR
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Finance research letters
24
Empirical economics : a quarterly journal of the Institute for Advanced Studies
21
Applied economics
20
Discussion paper / Centre for Economic Policy Research
19
Journal of financial econometrics
19
Journal of empirical finance
17
Energy economics
16
Journal of forecasting
16
Journal of quantitative economics
16
Quantitative finance
15
The North American journal of economics and finance : a journal of financial economics studies
15
European journal of operational research : EJOR
14
Journal of banking & finance
14
Journal of risk
14
Insurance / Mathematics & economics
12
Journal of applied econometrics
11
Essays in honor of Joon Y. Park : econometric theory
10
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Journal of economic dynamics & control
10
Theoretical economics letters
10
Journal of econometric methods
9
Working paper / National Bureau of Economic Research, Inc.
9
International journal of economics and finance
8
Journal of mathematical finance
8
Robustness in econometrics
8
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1
Small sample properties of ML estimator in Vasicek and CIR models : a simulation experiment
Albano, Giuseppina
;
Rocca, Michele la
;
Perna, Cira
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 5-19
Persistent link: https://www.econbiz.de/10012065150
Saved in:
2
Volatility and volatility-linked derivatives : estimation,modeling, and pricing
Alòs, Elisa
;
Mancino, Maria Elvira
;
Wang, Tai-Ho
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 321-349
Persistent link: https://www.econbiz.de/10012127219
Saved in:
3
Estimation of volatility in a high-frequency setting : a short review
Jacod, Jean
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 351-385
Persistent link: https://www.econbiz.de/10012127222
Saved in:
4
Asymptotic results for the Fourier estimator of the integrated quarticity
Livieri, Giulia
;
Mancino, Maria Elvira
;
Marmi, Stefano
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 471-502
Persistent link: https://www.econbiz.de/10012127239
Saved in:
5
On parameter estimation of Heston's stochastic volatilitymodel : a polynomial filtering method
Cacace, Filippo
;
Germani, Alfredo
;
Papi, Marco
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 503-525
Persistent link: https://www.econbiz.de/10012127257
Saved in:
6
Estimation of the regression slope by means of Gini's cograduation index
Cifarelli, D. Michele
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
2
,
pp. 113-142
Persistent link: https://www.econbiz.de/10011642412
Saved in:
7
Isometric operators on Hilbert spaces and Wold decomposition of stationary times series
Severino, Federico
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
2
,
pp. 203-234
Persistent link: https://www.econbiz.de/10011642454
Saved in:
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