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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Quantitative finance"
~subject:"Optionspreistheorie"
~subject:"Statistischer Test"
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Share price
Optionspreistheorie
Statistischer Test
Estimation theory
36
Schätztheorie
36
Volatility
15
Volatilität
15
Estimation
12
Schätzung
12
Time series analysis
10
Zeitreihenanalyse
10
Forecasting model
9
Prognoseverfahren
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Portfolio selection
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8
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Option pricing theory
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Stochastic process
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Capital income
4
Derivat
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4
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3
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3
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3
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3
Correlation
3
Estimation error
3
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Achab, Massil
1
Bacry, E.
1
Cang, Yuquan
1
Capriotti, Luca
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Favreau, Charles
1
Guo, Meihui
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Izzeldin, Marwan
1
Kane, Hayden
1
Lewis, Alan L.
1
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1
Mingone, A.
1
Muzy, J. F.
1
Nolte, Ingmar
1
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1
Pirjol, Dan
1
Qiao, Kenan
1
Rambaldi, M.
1
Realdon, Marco
1
Shelton, Austin
1
Sornette, Didier
1
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1
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1
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1
Tudor, Sebastian F.
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1
Wehrli, Alexander
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1
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Quantitative finance
Journal of econometrics
202
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
Econometric reviews
61
Economics letters
57
Econometric theory
46
The econometrics journal
38
Economic modelling
25
Econometrics : open access journal
24
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Journal of banking & finance
18
Quantitative economics : QE ; journal of the Econometric Society
18
Journal of empirical finance
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Applied economics letters
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Journal of financial econometrics
14
Computational economics
13
International journal of theoretical and applied finance
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Applied economics
12
Finance research letters
12
Journal of risk and financial management : JRFM
12
Journal of the American Statistical Association : JASA
12
European journal of operational research : EJOR
11
Journal of applied econometrics
11
Journal of forecasting
11
Journal of time series econometrics
10
The review of financial studies
9
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
International journal of financial engineering
8
International journal of forecasting
8
Journal of economic dynamics & control
8
Journal of financial and quantitative analysis : JFQA
8
Journal of financial economics
8
Risks : open access journal
8
The journal of finance : the journal of the American Finance Association
8
The review of economic studies
8
Cambridge working papers in economics
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ECONIS (ZBW)
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1
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
2
Proof of non-convergence of the short-maturity expansion for the SABR model
Lewis, Alan L.
;
Pirjol, Dan
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1747-1757
Persistent link: https://www.econbiz.de/10013367944
Saved in:
3
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
Saved in:
4
The limitations of estimating implied densities from option prices
Shelton, Austin
;
Kane, Hayden
;
Favreau, Charles
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
Saved in:
5
Discrete time affine term structure models with squared Gaussian shocks (DTATSM-SGS)
Realdon, Marco
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1365-1386
Persistent link: https://www.econbiz.de/10012608653
Saved in:
6
On a new parametrization class of solvable diffusion models and transition probability kernels
Tudor, Sebastian F.
;
Chatterjee, Rupak
;
Tydniouk, Igor
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1773-1790
Persistent link: https://www.econbiz.de/10012653711
Saved in:
7
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
8
Uncertainty shocks of Trump election in an interval model of stock market
Sun, Yuying
;
Qiao, Kenan
;
Wang, Shouyang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 865-879
Persistent link: https://www.econbiz.de/10012500201
Saved in:
9
Testing for jumps based on high-frequency data : a method exploiting microstructure noise
Liu, Guangying
;
Xiang, Jing
;
Cang, Yuquan
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1795-1809
Persistent link: https://www.econbiz.de/10012313515
Saved in:
10
A path-integral approximation for non-linear diffusions
Capriotti, Luca
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10012194852
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