//--> //--> //--> //-->
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
subject:"Estimation"
subject:"Volatilität"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Kointegration"
~type:"article"
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
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Volatilität
Kointegration
Estimation theory
39
Schätztheorie
39
Volatility
13
Option pricing theory
11
Optionspreistheorie
11
Portfolio selection
7
Portfolio-Management
7
Theorie
7
Theory
7
Stochastic process
6
Stochastischer Prozess
6
Risikomaß
5
Risk measure
5
Yield curve
5
Zinsstruktur
5
Börsenkurs
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Schätzung
3
Share price
3
Simulation
3
Analysis of variance
2
Asymptotic expansion
2
Black-Scholes model
2
Black-Scholes-Modell
2
Capital income
2
Credit risk
2
Derivat
2
Derivative
2
Entropie
2
Entropy
2
Experiment
2
Kapitaleinkommen
2
Kreditrisiko
2
Kullback-Leibler divergence
2
Market microstructure
2
Marktmikrostruktur
2
Measurement
2
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Gatheral, Jim
2
Albani, Vinícius
1
Ammou, Samir Ben
1
Baldeaux, jan
1
Belomestny, Denis
1
Buescu, Cristin
1
Cezaro, Adriano de
1
Chen, Tzu-ying
1
El Qalli, Yassine
1
Guhr, Thomas
1
Han, Chuan-Hsiang
1
How, Desmond
1
Härdle, Wolfgang
1
Koné, Fatoumata J.
1
Kortas, Hedi
1
Krymova, Ekaterina
1
Lim, Kian-Guan
1
Liu, Wei-han
1
Mabrouk, Anouar Ben
1
Matić, Ivan
1
McWalter, Thomas A.
1
Münnix, Michael C.
1
Pelsser, Antoon André Jean
1
Radoičić, Radoš
1
Schäfer, Rudi
1
Stefanica, Dan
1
Takahashi, Akihiko
1
Takehara, Kohta
1
Taksar, Michael I.
1
Terry, Eric
1
Toda, Masashi
1
Van Appel, Jacques
1
Wang, Tai-Ho
1
Zubelli, Jorge P.
1
van Haastrecht, Alexander
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Journal of econometrics
334
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
157
Economics letters
141
Econometric reviews
83
Applied economics letters
70
Economic modelling
65
Econometric theory
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
Applied economics
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
The econometrics journal
47
Econometrics : open access journal
44
Journal of applied econometrics
42
Journal of banking & finance
37
International journal of forecasting
36
Journal of empirical finance
35
Quantitative economics : QE ; journal of the Econometric Society
31
Empirical economics : a quarterly journal of the Institute for Advanced Studies
30
Journal of the American Statistical Association : JASA
28
Computational economics
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
Journal of forecasting
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
International journal of economics and financial issues : IJEFI
25
Journal of financial econometrics
24
Finance research letters
23
The review of economics and statistics
23
European journal of operational research : EJOR
22
Quantitative finance
22
Energy economics
21
Journal of risk and financial management : JRFM
20
Insurance / Mathematics & economics
19
The North American journal of economics and finance : a journal of financial economics studies
19
Oxford bulletin of economics and statistics
18
Journal of economic dynamics & control
17
Journal of risk
15
The empirical economics letters : a monthly international journal of economics
15
International journal of economics and finance
14
Theoretical economics letters
14
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Moment approximations of displaced forward-LIBOR rates with application to swaptions
Van Appel, Jacques
;
McWalter, Thomas A.
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012496904
Saved in:
2
Convex regularization of local volatility estimation
Albani, Vinícius
;
Cezaro, Adriano de
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011686808
Saved in:
3
Tighter bounds for implied volatility
Gatheral, Jim
;
Matić, Ivan
;
Radoičić, Radoš
; …
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011733970
Saved in:
4
Sieve estimation of the minimal entropy martingale marginal density with application to pricing kernel estimation
Belomestny, Denis
;
Härdle, Wolfgang
;
Krymova, Ekaterina
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734146
Saved in:
5
VaR/CVaR estimation under stochastic volatility models
Han, Chuan-Hsiang
;
Liu, Wei-han
;
Chen, Tzu-ying
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010363922
Saved in:
6
An application of the method of moments to range-based volatility estimation using daily high, low, opening, and closing (HLOC) prices
Buescu, Cristin
;
Taksar, Michael I.
;
Koné, Fatoumata J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009784042
Saved in:
7
A general computation scheme for a high-order asymptotic expansion method
Takahashi, Akihiko
;
Takehara, Kohta
;
Toda, Masashi
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-25
Persistent link: https://www.econbiz.de/10009672591
Saved in:
8
Exact simulation of the 3/2 model
Baldeaux, jan
- In:
International journal of theoretical and applied finance
15
(
2012
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009672611
Saved in:
9
The heat-kernel most-likely-path approximation
Gatheral, Jim
;
Wang, Tai-Ho
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009541999
Saved in:
10
Statistical causes for the Epps effect in microstructure noise
Münnix, Michael C.
;
Schäfer, Rudi
;
Guhr, Thomas
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10009541998
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->