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subject:"Volatility"
~isPartOf:"Finance and stochastics"
~subject:"Asymptotic normality"
~subject:"Estimation"
~subject:"Mathematische Optimierung"
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Volatility
Asymptotic normality
Estimation
Mathematische Optimierung
Estimation theory
18
Schätztheorie
18
Volatilität
8
Option pricing theory
7
Optionspreistheorie
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(Tensorized) Chebyshev polynomials
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1
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1
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Finance and stochastics
Journal of econometrics
301
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
158
Economics letters
130
Econometric reviews
75
Economic modelling
62
Applied economics letters
59
Discussion paper / Tinbergen Institute
58
Discussion paper series / IZA
58
CEMMAP working papers / Centre for Microdata Methods and Practice
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55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
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49
European journal of operational research : EJOR
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46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of applied econometrics
41
Working paper / Department of Econometrics and Business Statistics, Monash University
41
The econometrics journal
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Journal of banking & finance
38
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Working paper
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Econometric theory
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Journal of empirical finance
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CESifo working papers
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International journal of forecasting
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IZA Discussion Paper
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CREATES research paper
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Econometrics : open access journal
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of the American Statistical Association : JASA
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Journal of forecasting
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SFB 649 discussion paper
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The review of economics and statistics
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Finance research letters
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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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
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:
3
Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations
Liu, Zhi
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 427-469
Persistent link: https://www.econbiz.de/10011944390
Saved in:
4
Spot volatility estimation using delta sequences
Mancini, Cecilia
;
Mattiussi, Vanessa
;
Renò, Roberto
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 261-293
Persistent link: https://www.econbiz.de/10011417938
Saved in:
5
Asymptotics of implied volatility to arbitrary order
Gao, Kun
;
Lee, Roger
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 349-392
Persistent link: https://www.econbiz.de/10010340727
Saved in:
6
Confidence sets in nonparametric calibration of exponential Lévy models
Söhl, Jakob
- In:
Finance and stochastics
18
(
2014
)
3
,
pp. 617-649
Persistent link: https://www.econbiz.de/10010395982
Saved in:
7
Asymptotic analysis for stochastic volatility : martingale expansion
Fukasawa, Masaaki
- In:
Finance and stochastics
15
(
2011
)
4
,
pp. 635-654
Persistent link: https://www.econbiz.de/10009423291
Saved in:
8
A global consistency result for the two-dimensional Pareto distribution in the presence of misspecified inflation
Grandits, Peter
;
Temnov, Grigory
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 569-591
Persistent link: https://www.econbiz.de/10008823690
Saved in:
9
Efficient estimation of drift parameters in stochastic volatility models
Gloter, Arnaud
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 495-519
Persistent link: https://www.econbiz.de/10003645519
Saved in:
10
Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang
;
Hafner, Christian M.
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 189-207
Persistent link: https://www.econbiz.de/10001486714
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