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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Cointegration
Prognoseverfahren
Volatilität
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
6
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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13
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Collection of articles written by one author
Article in journal
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13
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English
13
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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
1
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International journal of theoretical and applied finance
Journal of econometrics
237
International journal of forecasting
118
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
91
Journal of forecasting
75
Economics letters
63
Econometric reviews
55
Econometric theory
49
Economic modelling
38
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
The econometrics journal
34
Journal of empirical finance
33
Econometrics : open access journal
32
Applied economics letters
26
Finance research letters
26
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Quantitative finance
23
Applied economics
21
Journal of financial econometrics
20
International journal of economics and financial issues : IJEFI
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Empirical economics : a quarterly journal of the Institute for Advanced Studies
18
Journal of banking & finance
18
Computational economics
17
Journal of the American Statistical Association : JASA
17
International Journal of Energy Economics and Policy : IJEEP
16
Journal of risk and financial management : JRFM
16
European journal of operational research : EJOR
15
Oxford bulletin of economics and statistics
15
Journal of time series econometrics
14
The North American journal of economics and finance : a journal of financial economics studies
14
Insurance / Mathematics & economics
13
Journal of applied econometrics
13
International journal of economics and finance
12
Journal of quantitative economics
12
Risks : open access journal
12
Journal of mathematical finance
11
Energy economics
9
Finance and stochastics
9
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ECONIS (ZBW)
13
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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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