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subject:"Großbritannien"
subject:"Kanada"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Stichprobenerhebung"
~subject:"Volatilität"
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Großbritannien
Kanada
Stichprobenerhebung
Volatilität
Estimation theory
39
Schätztheorie
39
Volatility
13
Option pricing theory
11
Optionspreistheorie
11
Portfolio selection
7
Portfolio-Management
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Theorie
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Stochastic process
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Stochastischer Prozess
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Estimation
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Kapitaleinkommen
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Kullback-Leibler divergence
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Gatheral, Jim
2
Albani, Vinícius
1
Ammou, Samir Ben
1
Baldeaux, jan
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
Koné, Fatoumata J.
1
Kortas, Hedi
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
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International journal of theoretical and applied finance
Journal of econometrics
164
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
Economics letters
55
Discussion paper / Tinbergen Institute
45
Econometric reviews
34
Statistics in transition : an international journal of the Polish Statistical Association
32
Journal of the American Statistical Association : JASA
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
Economic modelling
23
Journal of empirical finance
23
NBER Working Paper
23
Econometric theory
20
Journal of applied econometrics
20
The econometrics journal
20
Journal of financial econometrics
19
Oxford bulletin of economics and statistics
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
CREATES research paper
17
Econometrics : open access journal
17
International journal of forecasting
17
Applied economics
16
Journal of banking & finance
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
NBER working paper series
16
Quantitative finance
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Working paper / National Bureau of Economic Research, Inc.
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
Working paper
15
Applied economics letters
14
CEMMAP working papers / Centre for Microdata Methods and Practice
14
Discussion paper series / IZA
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Discussion paper / Center for Economic Research, Tilburg University
13
Discussion paper / Central Bureau voor de Statistiek
13
Finance research letters
12
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
The North American journal of economics and finance : a journal of financial economics studies
12
Discussion paper
11
Journal of forecasting
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ECONIS (ZBW)
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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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Recursive Bayesian estimation in forward price models implied by fair pricing
El Qalli, Yassine
- In:
International journal of theoretical and applied finance
13
(
2010
)
2
,
pp. 301-333
Persistent link: https://www.econbiz.de/10008860389
Saved in:
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