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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Finance and stochastics"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Schätztheorie"
~subject:"Share price"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Schätztheorie
Share price
Estimation theory
57
Volatilität
21
Option pricing theory
18
Optionspreistheorie
18
Stochastic process
11
Theorie
10
Theory
10
Portfolio selection
7
Portfolio-Management
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Yield curve
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Gatheral, Jim
2
Grandits, Peter
2
Härdle, Wolfgang
2
Temnov, Grigory
2
Aihara, Shin Ichi
1
Albanese, Claudio
1
Albani, Vinícius
1
Ammou, Samir Ben
1
Anh, V. V.
1
Auer, Benjamin R.
1
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1
Bagchi, Arunabha
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1
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1
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1
Bodnar, Olha
1
Bodnar, Taras
1
Buescu, Cristin
1
Caccioli, Fabio
1
Carmona, René
1
Cezaro, Adriano de
1
Chan, Ngai Hang
1
Chen Zhou
1
Chen, Tzu-ying
1
Cheng, Si
1
Ciogli, M.
1
Crépey, Stéphane
1
Dang-Nguyen, Stephane
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Dette, Holger
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El Qalli, Yassine
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Fissler, Tobias
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Frahm, Gabriel
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Friedman, Craig
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Fukasawa, Masaaki
1
Gao, Kun
1
Gaß, Maximilian
1
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1
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Finance and stochastics
International journal of theoretical and applied finance
Journal of econometrics
1,638
Economics letters
970
Econometric theory
723
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
602
Econometric reviews
437
CEMMAP working papers / Centre for Microdata Methods and Practice
363
NBER Working Paper
336
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
316
Discussion paper / Tinbergen Institute
304
NBER working paper series
295
The econometrics journal
268
Série des documents de travail / Centre de Recherche en Économie et Statistique
236
Working paper / National Bureau of Economic Research, Inc.
221
Journal of applied econometrics
219
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
215
Cowles Foundation discussion paper
213
Applied economics letters
197
Discussion paper series / IZA
195
Oxford bulletin of economics and statistics
192
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
187
Discussion paper / Center for Economic Research, Tilburg University
184
European journal of operational research : EJOR
181
Applied economics
173
Journal of quantitative economics : official journal of the Indian Econometric Society
168
Discussion paper
167
Working paper / Department of Econometrics and Business Statistics, Monash University
162
International journal of forecasting
150
The review of economics and statistics
150
Econometrics : open access journal
146
Working paper
141
CREATES research paper
137
Economic modelling
136
Discussion papers of interdisciplinary research project 373
129
Quantitative economics : QE ; journal of the Econometric Society
127
Journal of forecasting
123
Working paper series
121
CORE discussion paper : DP
119
Cowles Foundation Discussion Paper
119
IZA Discussion Paper
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ECONIS (ZBW)
57
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1
Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
Marie, Nicolas
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10013489500
Saved in:
2
Comparing the small-sample estimation error of conceptually different risk measures
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012662011
Saved in:
3
Elicitability and identifiability of set-valued measures of systemic risk
Fissler, Tobias
;
Hlavinová, Jana
;
Rudloff, Birgit
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10012433518
Saved in:
4
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:
5
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
6
Effective asymptotics analysis for finance
Grunspan, Cyril
;
Van der Hoeven, Joris
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012270910
Saved in:
7
Realised volatility and parametric estimation of Heston SDEs
Azencott, Robert
;
Ren, Peng
;
Timofeyev, Ilya
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 723-755
Persistent link: https://www.econbiz.de/10012518091
Saved in:
8
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:
9
Chebyshev interpolation for parametric option pricing
Gaß, Maximilian
;
Glau, Kathrin
;
Mahlstedt, Mirco
; …
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 701-731
Persistent link: https://www.econbiz.de/10011945899
Saved in:
10
Arbitrage pricing theory in ergodic markets
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011903768
Saved in:
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