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subject:"Nichtparametrisches Verfahren"
type_genre:"Article in journal"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Stochastic process"
~type_genre:"Bibliography included"
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Search: subject_exact:"Estimation theory"
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Nichtparametrisches Verfahren
Stochastic process
Estimation theory
39
Schätztheorie
39
Volatility
13
Volatilität
13
Option pricing theory
11
Optionspreistheorie
11
Portfolio selection
7
Portfolio-Management
7
Theorie
7
Theory
7
Stochastischer Prozess
6
Risikomaß
5
Risk measure
5
Yield curve
5
Zinsstruktur
5
Börsenkurs
3
Estimation
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
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Undetermined
1
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Article
7
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Article in journal
Bibliography included
Aufsatz in Zeitschrift
7
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English
7
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Albanese, Claudio
1
Baldeaux, jan
1
Belomestny, Denis
1
Chen, Tzu-ying
1
Grandits, Peter
1
Han, Chuan-Hsiang
1
Härdle, Wolfgang
1
Kainhofer, Reinhold
1
Krymova, Ekaterina
1
Liu, Wei-han
1
Pelsser, Antoon André Jean
1
Takahashi, Akihiko
1
Takehara, Kohta
1
Temnov, Grigory
1
Toda, Masashi
1
van Haastrecht, Alexander
1
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Published in...
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International journal of theoretical and applied finance
Journal of econometrics
362
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
125
Econometric theory
112
Economics letters
94
Econometric reviews
92
Journal of the American Statistical Association : JASA
79
The econometrics journal
65
Quantitative economics : QE ; journal of the Econometric Society
41
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
37
European journal of operational research : EJOR
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Economic modelling
26
Econometrics : open access journal
25
Insurance / Mathematics & economics
21
Computational economics
20
Journal of applied econometrics
19
Journal of productivity analysis
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Operations research
18
Journal of empirical finance
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Journal of risk and financial management : JRFM
16
Applied economics letters
15
International journal of forecasting
15
Energy economics
14
Journal of banking & finance
12
Applied economics
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Mathematics of operations research
11
Risks : open access journal
10
Journal of econometric methods
9
Operations research letters
9
Quantitative finance
9
Annals of economics and statistics
8
Cambridge working papers in economics
8
Journal of mathematical finance
8
Journal of quantitative economics : official journal of the Indian Econometric Society
8
The review of economic studies
8
INFORMS journal on computing : JOC
7
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
Kernel convergence estimates for diffusions with continuous coefficients
Albanese, Claudio
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 979-1004
Persistent link: https://www.econbiz.de/10009407684
Saved in:
6
On the impact of hidden trends for a compound poisson model with pareto-type claims
Grandits, Peter
;
Kainhofer, Reinhold
;
Temnov, Grigory
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 959-978
Persistent link: https://www.econbiz.de/10008905099
Saved in:
7
Efficient, almost exact simulation of the heston stochastic volatility model
van Haastrecht, Alexander
;
Pelsser, Antoon André Jean
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10008860425
Saved in:
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