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subject:"Germany"
subject:"Volatilität"
~isPartOf:"Finance and stochastics"
~subject:"Maximum-Likelihood-Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Germany
Volatilität
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Estimation theory
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Schätztheorie
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Volatility
8
Option pricing theory
7
Optionspreistheorie
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Nichtparametrisches Verfahren
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(Tensorized) Chebyshev polynomials
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Aufsatz in Zeitschrift
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Azencott, Robert
1
Fukasawa, Masaaki
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1
Lee, Roger
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1
Mancini, Cecilia
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Marie, Nicolas
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1
Ren, Peng
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Renò, Roberto
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Finance and stochastics
Journal of econometrics
191
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Economics letters
49
Econometric reviews
40
Economic modelling
25
Econometric theory
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Journal of empirical finance
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of the American Statistical Association : JASA
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The econometrics journal
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Econometrics : open access journal
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International journal of forecasting
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Quantitative finance
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Journal of financial econometrics
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European journal of operational research : EJOR
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Finance research letters
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Journal of banking & finance
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Journal of risk and financial management : JRFM
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Computational economics
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International journal of theoretical and applied finance
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics
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Applied economics letters
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Insurance / Mathematics & economics
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Journal of economic dynamics & control
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Statistics in transition : an international journal of the Polish Statistical Association
10
Journal of mathematical finance
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International journal of economics and financial issues : IJEFI
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Journal of applied econometrics
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Oxford bulletin of economics and statistics
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The European journal of finance
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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CBN journal of applied statistics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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1
Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
Marie, Nicolas
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10013489500
Saved in:
2
Realised volatility and parametric estimation of Heston SDEs
Azencott, Robert
;
Ren, Peng
;
Timofeyev, Ilya
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 723-755
Persistent link: https://www.econbiz.de/10012518091
Saved in:
3
Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations
Liu, Zhi
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 427-469
Persistent link: https://www.econbiz.de/10011944390
Saved in:
4
Spot volatility estimation using delta sequences
Mancini, Cecilia
;
Mattiussi, Vanessa
;
Renò, Roberto
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 261-293
Persistent link: https://www.econbiz.de/10011417938
Saved in:
5
Asymptotics of implied volatility to arbitrary order
Gao, Kun
;
Lee, Roger
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 349-392
Persistent link: https://www.econbiz.de/10010340727
Saved in:
6
Asymptotic analysis for stochastic volatility : martingale expansion
Fukasawa, Masaaki
- In:
Finance and stochastics
15
(
2011
)
4
,
pp. 635-654
Persistent link: https://www.econbiz.de/10009423291
Saved in:
7
Efficient estimation of drift parameters in stochastic volatility models
Gloter, Arnaud
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 495-519
Persistent link: https://www.econbiz.de/10003645519
Saved in:
8
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:
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