//--> //--> //-->
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:"Quantitative finance"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"AIC"
~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
AIC
Nonparametric statistics
Stochastic process
Modellierung
22
Scientific modelling
22
Theorie
9
Theory
9
Stochastischer Prozess
8
Estimation theory
7
Schätztheorie
7
Forecasting model
6
Prognoseverfahren
6
Time series analysis
5
Zeitreihenanalyse
5
Volatility
4
Volatilität
4
Estimation
3
Nichtparametrisches Verfahren
3
Option pricing theory
3
Optionspreistheorie
3
Schätzung
3
Structural break
3
Strukturbruch
3
Bayes-Statistik
2
Bayesian inference
2
Cointegration
2
Kointegration
2
Model selection
2
Portfolio selection
2
Portfolio-Management
2
Statistical error
2
Statistischer Fehler
2
VAR model
2
VAR-Modell
2
cube-root asymptotics
2
ARCH model
1
ARCH-Modell
1
Aggregate equity return predictability
1
Akaike information criterion
1
American options
1
more ...
less ...
Online availability
All
Free
5
Undetermined
5
Type of publication
All
Article
5
Book / Working Paper
5
Type of publication (narrower categories)
All
Arbeitspapier
5
Article in journal
5
Aufsatz in Zeitschrift
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Language
All
English
10
Author
All
Gao, Jiti
2
Koo, Bonsoo
2
Seo, Myung Hwan
2
Burkovska, O.
1
Chen, Jing
1
Chen, Xiangjin B.
1
Dong, Chaohua
1
Gass, M.
1
Glau, Kathrin
1
Hawkes, A. G.
1
La Bua, Gaetano
1
Lemaire, Vincent
1
Li, Degui
1
Mahlstedt, M.
1
Marazzina, Daniele
1
Montes, Thibaut
1
Pagès, Gilles
1
Paulsen, Dirk
1
Scalas, E.
1
Schoutens, W.
1
Shang, Han Lin
1
Silvapulle, Paramsothy
1
Söhl, Jakob
1
Trinh, M.
1
Wohlmuth, Barbara
1
more ...
less ...
Published in...
All
Quantitative finance
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
18
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
CAMA working paper series
4
Cowles Foundation discussion paper
4
Econometric Institute research papers
4
Tinbergen Institute research series
4
Working paper
4
Advanced series on statistical science & applied probability
3
Annals of finance
3
Boston College working papers in economics
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)
10
Showing
1
-
10
of
10
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
Noise fit, estimation error and a Sharpe information criterion
Paulsen, Dirk
;
Söhl, Jakob
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 1027-1043
Persistent link: https://www.econbiz.de/10012262656
Saved in:
3
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:
4
Specification testing in structural nonparametric cointegration
Dong, Chaohua
;
Gao, Jiti
-
2014
Persistent link: https://www.econbiz.de/10010245252
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
Structural-break models under mis-specification : implications for forecasting
Koo, Bonsoo
;
Seo, Myung Hwan
-
2013
Persistent link: https://www.econbiz.de/10009724649
Saved in:
8
Nonparametric estimation and parametric calibration of time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
-
2013
Persistent link: https://www.econbiz.de/10010189526
Saved in:
9
Structural-break models under mis-specification : implications for forecasting
Koo, Bonsoo
;
Seo, Myung Hwan
-
2013
-
Rev. ed.
Persistent link: https://www.econbiz.de/10009740804
Saved in:
10
Nonparametric modeling and forecasting electricity demand : an empirical study
Shang, Han Lin
-
2010
Persistent link: https://www.econbiz.de/10008759304
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->