//--> //--> //--> //-->
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
~isPartOf:"Boston College working papers in economics"
~isPartOf:"Quantitative finance"
~isPartOf:"Tinbergen Institute research series"
~subject:"Nonparametric statistics"
~subject:"Stochastic process"
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:"Modellbildung"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Nonparametric statistics
Stochastic process
Modellierung
43
Scientific modelling
41
Theorie
22
Theory
22
Forecasting model
9
Prognoseverfahren
9
Estimation theory
7
Schätztheorie
7
Volatility
7
Volatilität
7
Bayes-Statistik
6
Bayesian inference
6
Nichtparametrisches Verfahren
6
Stochastischer Prozess
6
Time series analysis
5
Zeitreihenanalyse
5
Estimation
4
Option pricing theory
4
Optionspreistheorie
4
Schätzung
4
Welt
4
World
4
Credit risk
3
Econometric model
3
Kreditrisiko
3
Nichtlineare Regression
3
Nonlinear regression
3
Portfolio selection
3
Portfolio-Management
3
Ökonometrisches Modell
3
AIC
2
Börsenkurs
2
CAPM
2
Capital income
2
Economic indicator
2
Electronic trading
2
Elektronisches Handelssystem
2
Erwartungsnutzen
2
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Book / Working Paper
7
Article
4
Type of publication (narrower categories)
All
Graue Literatur
6
Non-commercial literature
6
Article in journal
4
Aufsatz in Zeitschrift
4
Hochschulschrift
4
Arbeitspapier
3
Thesis
3
Working Paper
3
Collection of articles written by one author
2
Sammlung
2
more ...
less ...
Language
All
English
11
Author
All
Lewbel, Arthur
2
Burkovska, O.
1
Chen, Jing
1
Gass, M.
1
Glau, Kathrin
1
Hawkes, A. G.
1
Hoderlein, Stefan
1
La Bua, Gaetano
1
Lee, Sokbae
1
Lemaire, Vincent
1
Li, Zhen
1
Mahlstedt, M.
1
Marazzina, Daniele
1
Montes, Thibaut
1
Nesheim, Lars
1
Pagès, Gilles
1
Salimans, Tim
1
Scalas, E.
1
Schoutens, W.
1
Simoni, Anna
1
Trinh, M.
1
Wohlmuth, Barbara
1
Zu, Yang
1
Çakmaklı, Cem
1
more ...
less ...
Institution
All
Boston College / Department of Economics
1
Published in...
All
Boston College working papers in economics
Quantitative finance
Tinbergen Institute research series
Journal of econometrics
17
CEMMAP working papers / Centre for Microdata Methods and Practice
14
CREATES research paper
9
Econometric reviews
8
Econometric theory
7
Discussion paper / Tinbergen Institute
6
Econometrics : open access journal
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
European journal of operational research : EJOR
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
School of Economics working papers / The University of Adelaide, School of Economics
5
The econometrics journal
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
CAMA working paper series
4
Cowles Foundation discussion paper
4
Econometric Institute research papers
4
Working paper
4
Advanced series on statistical science & applied probability
3
Annals of finance
3
Cowles Foundation Discussion Paper
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of the American Statistical Association : JASA
3
Macroeconomic dynamics
3
NBER Working Paper
3
Research series / Universiteit van Amsterdam
3
Risks : open access journal
3
The journal of computational finance
3
Applied mathematical finance
2
Chapman & Hall/CRC financial mathematics series
2
CoFE discussion papers
2
Computational economics
2
Department of Economics working paper series / McMaster University, Department of Economics
2
Discussion paper
2
Discussion paper / Center for Economic Research, Tilburg University
2
Discussion paper / Institute for Economic Research, Queen's University
2
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
2
Dissertation Series CentER
2
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stationary Heston model : calibration and pricing of exotics using product recursive quantization
Lemaire, Vincent
;
Montes, Thibaut
;
Pagès, Gilles
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 611-629
Persistent link: https://www.econbiz.de/10013367839
Saved in:
2
Semiparametric estimation of random coefficients in structural economic models
Hoderlein, Stefan
;
Nesheim, Lars
;
Simoni, Anna
-
2015
Persistent link: https://www.econbiz.de/10011508574
Saved in:
3
Econometric analysis of high-frequency market microstructure
Li, Zhen
-
2019
Persistent link: https://www.econbiz.de/10011951912
Saved in:
4
Calibration and advanced simulation schemes for the Wishart stochastic volatility model
La Bua, Gaetano
;
Marazzina, Daniele
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 997-1016
Persistent link: https://www.econbiz.de/10012194737
Saved in:
5
Performance of information criteria for selection of Hawkes process models of financial data
Chen, Jing
;
Hawkes, A. G.
;
Scalas, E.
;
Trinh, M.
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 225-235
Persistent link: https://www.econbiz.de/10011905908
Saved in:
6
Calibration to American options : numerical investigation of the de-Americanization method
Burkovska, O.
;
Gass, M.
;
Glau, Kathrin
;
Mahlstedt, M.
; …
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1091-1113
Persistent link: https://www.econbiz.de/10011911523
Saved in:
7
Essays in likelihood-based computational econometrics
Salimans, Tim
-
2013
Persistent link: https://www.econbiz.de/10009744698
Saved in:
8
Exploiting common features in macroeconomic and financial data
Çakmaklı, Cem
-
2012
Persistent link: https://www.econbiz.de/10009713424
Saved in:
9
Essays on nonparametric econometrics of stochastic volatility
Zu, Yang
-
2012
Persistent link: https://www.econbiz.de/10009713426
Saved in:
10
Nonparametric identification of accelerated failure time competing risks models
Lee, Sokbae
;
Lewbel, Arthur
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008666382
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->