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subject:"Zeitreihenanalyse"
accessRights:"restricted"
~subject:"Statistische Verteilung"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Statistische Verteilung
Estimation theory
8
Schätztheorie
8
Time series analysis
5
Volatility
5
Volatilität
5
Estimation
3
Option pricing theory
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Optionspreistheorie
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Schätzung
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Stochastic process
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Stochastischer Prozess
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(Powers of) volatility estimation
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Black-Scholes model
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Black-Scholes-Modell
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Central limit theorem
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Correctionsto the Black-Scholes type models
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Derivat
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Derivative
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Einkommensverteilung
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Exponential drift
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Fourier analysis
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Fourier methods
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Gini coefficient
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Gini's cograduation index
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Hilbert space
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Isometry
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Jump-diffusion models
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Albano, Giuseppina
1
Cacace, Filippo
1
Germani, Alfredo
1
Jacod, Jean
1
Livieri, Giulia
1
Mancino, Maria Elvira
1
Marmi, Stefano
1
Papi, Marco
1
Perna, Cira
1
Rocca, Michele la
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Severino, Federico
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Decisions in economics and finance : DEF ; a journal of applied mathematics
Journal of econometrics
185
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Econometric reviews
65
Economics letters
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
International journal of forecasting
45
Econometric theory
42
Journal of time series econometrics
37
Insurance / Mathematics & economics
31
Computational economics
29
The econometrics journal
21
Journal of financial econometrics
19
Applied economics letters
18
Economic modelling
18
Applied economics
17
Finance research letters
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Journal of mathematical finance
12
European journal of operational research : EJOR
11
Journal of forecasting
11
Quantitative finance
11
Journal of empirical finance
10
Journal of quantitative economics
10
Journal of risk
10
Essays in honor of Joon Y. Park : econometric theory
9
The North American journal of economics and finance : a journal of financial economics studies
9
Energy economics
8
Astin bulletin : the journal of the International Actuarial Association
7
Discussion papers / CEPR
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Scandinavian actuarial journal
7
ASTIN bulletin : the journal of the International Actuarial Association
6
Journal of banking & finance
6
Discussion paper / Centre for Economic Policy Research
5
International journal of economics and finance
5
International journal of production economics
5
Journal of economic dynamics & control
5
Journal of international financial markets, institutions & money
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Research in international business and finance
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ECONIS (ZBW)
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1
Small sample properties of ML estimator in Vasicek and CIR models : a simulation experiment
Albano, Giuseppina
;
Rocca, Michele la
;
Perna, Cira
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 5-19
Persistent link: https://www.econbiz.de/10012065150
Saved in:
2
Estimation of volatility in a high-frequency setting : a short review
Jacod, Jean
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 351-385
Persistent link: https://www.econbiz.de/10012127222
Saved in:
3
Asymptotic results for the Fourier estimator of the integrated quarticity
Livieri, Giulia
;
Mancino, Maria Elvira
;
Marmi, Stefano
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 471-502
Persistent link: https://www.econbiz.de/10012127239
Saved in:
4
On parameter estimation of Heston's stochastic volatilitymodel : a polynomial filtering method
Cacace, Filippo
;
Germani, Alfredo
;
Papi, Marco
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 503-525
Persistent link: https://www.econbiz.de/10012127257
Saved in:
5
Isometric operators on Hilbert spaces and Wold decomposition of stationary times series
Severino, Federico
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
2
,
pp. 203-234
Persistent link: https://www.econbiz.de/10011642454
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