//--> //--> //-->
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:"Nonparametric statistics"
~subject:"Volatilität"
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
Nonparametric statistics
Volatilität
Estimation theory
18
Schätztheorie
18
Option pricing theory
7
Optionspreistheorie
7
Stochastic process
5
Stochastischer Prozess
5
Nichtparametrisches Verfahren
3
Theorie
3
Theory
3
Time series analysis
3
Zeitreihenanalyse
3
High-frequency data
2
Market microstructure
2
Marktmikrostruktur
2
Mathematical programming
2
Mathematische Optimierung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Noise Trading
2
Noise trading
2
Schätzung
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
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Azencott, Robert
1
Fukasawa, Masaaki
1
Gao, Kun
1
Gloter, Arnaud
1
Hafner, Christian M.
1
Härdle, Wolfgang
1
Lee, Roger
1
Liu, Zhi
1
Mancini, Cecilia
1
Marie, Nicolas
1
Mattiussi, Vanessa
1
Ren, Peng
1
Renò, Roberto
1
Söhl, Jakob
1
Timofeyev, Ilya
1
more ...
less ...
Published in...
All
Finance and stochastics
Journal of econometrics
525
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
215
Economics letters
180
CEMMAP working papers / Centre for Microdata Methods and Practice
147
Econometric reviews
133
Econometric theory
132
Journal of the American Statistical Association : JASA
94
The econometrics journal
87
Discussion paper series / IZA
85
Discussion paper / Tinbergen Institute
72
Applied economics letters
66
Economic modelling
66
NBER Working Paper
66
Working paper / Department of Econometrics and Business Statistics, Monash University
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
NBER working paper series
61
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
58
Quantitative economics : QE ; journal of the Econometric Society
57
Discussion papers of interdisciplinary research project 373
56
Journal of applied econometrics
52
Applied economics
51
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
SFB 649 discussion paper
47
IZA Discussion Paper
45
Working paper
45
Working paper / National Bureau of Economic Research, Inc.
43
Cowles Foundation discussion paper
42
International journal of forecasting
42
CREATES research paper
41
Journal of banking & finance
41
European journal of operational research : EJOR
40
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
38
Econometrics : open access journal
37
CESifo working papers
36
Discussion paper
35
Econometrics papers
35
Computational economics
34
Journal of empirical finance
34
Série des documents de travail / Centre de Recherche en Économie et Statistique
33
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
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
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
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->