//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatility"
~isPartOf:"Finance and stochastics"
~subject:"Estimation"
~subject:"Mathematische Optimierung"
~subject:"Schätzung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Estimation
Mathematische Optimierung
Schätzung
Estimation theory
18
Schätztheorie
18
Volatilität
8
Option pricing theory
7
Optionspreistheorie
7
Stochastic process
5
Stochastischer Prozess
5
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Theorie
3
Theory
3
Time series analysis
3
Zeitreihenanalyse
3
High-frequency data
2
Market microstructure
2
Marktmikrostruktur
2
Mathematical programming
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Noise Trading
2
Noise trading
2
Yield curve
2
Zinsstruktur
2
(Tensorized) Chebyshev polynomials
1
Analysis
1
Arbitrage Pricing
1
Arbitrage pricing
1
Asymptotic normality
1
Asymptotics
1
Ausreißer
1
Bias
1
Bias correction
1
Black-Scholes model
1
Black-Scholes-Modell
1
Complexity reduction
1
Confidence sets
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Azencott, Robert
1
Fukasawa, Masaaki
1
Gao, Kun
1
Gloter, Arnaud
1
Grandits, Peter
1
Hafner, Christian M.
1
Härdle, Wolfgang
1
Jaschke, Stefan R.
1
Lee, Roger
1
Liu, Zhi
1
Mancini, Cecilia
1
Marie, Nicolas
1
Mattiussi, Vanessa
1
Ren, Peng
1
Renò, Roberto
1
Temnov, Grigory
1
Timofeyev, Ilya
1
more ...
less ...
Published in...
All
Finance and stochastics
Journal of econometrics
292
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
153
Economics letters
127
Econometric reviews
72
Economic modelling
62
Applied economics letters
59
Discussion paper series / IZA
58
CEMMAP working papers / Centre for Microdata Methods and Practice
56
Discussion paper / Tinbergen Institute
55
NBER Working Paper
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
NBER working paper series
49
European journal of operational research : EJOR
47
Applied economics
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Journal of applied econometrics
41
Working paper / Department of Econometrics and Business Statistics, Monash University
40
Journal of banking & finance
38
The econometrics journal
38
Working paper / National Bureau of Economic Research, Inc.
38
Working paper
36
Econometric theory
35
Journal of empirical finance
34
CESifo working papers
33
International journal of forecasting
33
IZA Discussion Paper
32
Discussion paper
31
Quantitative economics : QE ; journal of the Econometric Society
31
Discussion papers / CEPR
30
Econometrics : open access journal
29
Computational economics
28
CREATES research paper
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
Journal of the American Statistical Association : JASA
26
Journal of forecasting
25
The review of economics and statistics
25
Finance research letters
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
SFB 649 discussion paper
24
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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
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:
7
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:
8
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:
9
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
Saved in:
10
Arbitrage bounds for the term structure of interest rates
Jaschke, Stefan R.
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 29-40
Persistent link: https://www.econbiz.de/10001230161
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->