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subject:"Share price"
subject:"Volatilität"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Yield curve"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Share price
Volatilität
Yield curve
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
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Stochastischer Prozess
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Risikomaß
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Risk measure
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Zinsstruktur
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Estimation
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Analysis of variance
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Kullback-Leibler divergence
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Gatheral, Jim
2
Aihara, Shin Ichi
1
Albani, Vinícius
1
Ammou, Samir Ben
1
Bagchi, Arunabha
1
Baldeaux, jan
1
Belomestny, Denis
1
Bernaschi, Massimo
1
Buescu, Cristin
1
Cezaro, Adriano de
1
Chen, Tzu-ying
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Cheng, Si
1
Dang-Nguyen, Stephane
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El Qalli, Yassine
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Guhr, Thomas
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Han, Chuan-Hsiang
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Hillion, Alain
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How, Desmond
1
Härdle, Wolfgang
1
Koné, Fatoumata J.
1
Kortas, Hedi
1
Krymova, Ekaterina
1
Le Caillec, Jean-Marc
1
Lim, Kian-Guan
1
Liu, Wei-han
1
Mabrouk, Anouar Ben
1
Marangio, Livio
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Matić, Ivan
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McWalter, Thomas A.
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1
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Schäfer, Rudi
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Stefanica, Dan
1
Takahashi, Akihiko
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Takehara, Kohta
1
Taksar, Michael I.
1
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1
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International journal of theoretical and applied finance
Journal of econometrics
134
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
Journal of empirical finance
33
Economics letters
32
Journal of banking & finance
25
Econometric reviews
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Economic modelling
21
Finance research letters
20
Quantitative finance
19
Journal of financial econometrics
18
The North American journal of economics and finance : a journal of financial economics studies
17
Econometric theory
16
International journal of forecasting
15
Journal of forecasting
14
International journal of economics and financial issues : IJEFI
13
Journal of financial economics
13
Journal of risk and financial management : JRFM
13
Journal of financial and quantitative analysis : JFQA
12
Journal of mathematical finance
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
The econometrics journal
11
The review of financial studies
11
Applied economics
10
Finance and stochastics
10
International review of financial analysis
10
The journal of finance : the journal of the American Finance Association
10
Applied financial economics
9
Econometrics : open access journal
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Review of quantitative finance and accounting
9
Applied economics letters
8
Computational economics
8
International journal of financial engineering
8
Journal of applied econometrics
8
Asia-Pacific financial markets
7
International journal of economics and finance
7
International review of economics & finance : IREF
7
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ECONIS (ZBW)
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1
Polynomial term structure models
Cheng, Si
;
Tehranchi, Michael R.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650336
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Calibration of the uni-variate Cox-Ingersoll-Ross model and parameters selection through the Kullback-Leibler divergence
Dang-Nguyen, Stephane
;
Le Caillec, Jean-Marc
;
Hillion, Alain
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-22
Persistent link: https://www.econbiz.de/10010438521
Saved in:
7
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:
8
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:
9
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:
10
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:
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