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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Finance and stochastics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Black-Scholes-Modell"
~subject:"Theory"
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Stochastischer Prozess
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Estimation theory
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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
Benchmarking global optimizers
Arnoud, Antoine
;
Guvenen, Fatih
;
Kleineberg, Tatjana
-
2019
Persistent link: https://www.econbiz.de/10012128867
Saved in:
3
On Heckits, LATE, and numerical equivalence
Kline, Patrick
;
Walters, Christopher R.
-
2018
Persistent link: https://www.econbiz.de/10011845665
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4
Structural behavioral economics
Della Vigna, Stefano
-
2018
Persistent link: https://www.econbiz.de/10011893840
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5
Design-based analysis in difference-in-differences settings with staggered adoption
Athey, Susan
;
Imbens, Guido
-
2018
Persistent link: https://www.econbiz.de/10011913084
Saved in:
6
Sufficient statistics for the cost of climate change
Lemoine, Derek
-
2018
Persistent link: https://www.econbiz.de/10011915269
Saved in:
7
Difference-in-differences with variation in treatment timing
Goodman-Bacon, Andrew
-
2018
Persistent link: https://www.econbiz.de/10011915498
Saved in:
8
Tempered particle filtering
Herbst, Edward P.
;
Schorfheide, Frank
-
2017
Persistent link: https://www.econbiz.de/10011674409
Saved in:
9
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:
10
Exclusion bias in the estimation of peer effects
Caeyers, Bet
;
Fafchamps, Marcel
-
2016
Persistent link: https://www.econbiz.de/10011540343
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