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Search: subject:"Characteristic function"
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Subject
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Characteristic function
87
characteristic function
80
Optionspreistheorie
39
Option pricing theory
38
Stochastic process
37
Stochastischer Prozess
37
Estimation theory
35
Schätztheorie
35
Empirical characteristic function
30
Theorie
30
Theory
27
Volatility
27
Volatilität
27
Characteristic Function
25
Statistical distribution
20
Statistische Verteilung
20
Estimation
15
stochastic volatility
15
Probability theory
14
Wahrscheinlichkeitsrechnung
14
Schätzung
13
Core
12
empirical characteristic function
12
Kooperatives Spiel
11
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Option trading
11
Optionsgeschäft
11
Statistical test
11
Statistischer Test
11
Cooperative game
10
Game theory
10
option pricing
10
Heston
9
Lévy process
9
Shapley value
9
Bootstrap
8
Fourier inversion
8
Goodness-of-fit
8
Spieltheorie
8
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Online availability
All
Undetermined
152
Free
123
CC license
6
Type of publication
All
Article
188
Book / Working Paper
108
Type of publication (narrower categories)
All
Article in journal
73
Aufsatz in Zeitschrift
73
Working Paper
42
Graue Literatur
25
Non-commercial literature
25
Arbeitspapier
24
Article
10
Aufsatz im Buch
5
Book section
5
research-article
3
Conference paper
1
Konferenzbeitrag
1
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Language
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English
166
Undetermined
130
Author
All
Xu, Dinghai
10
Lord, Roger
9
Hoderlein, Stefan
8
Kahl, Christian
8
Breunig, Christoph
7
Meintanis, Simos
7
Broda, Simon A.
6
Wystup, Uwe
6
Forges, Françoise
5
Gupta, Arjun
5
Manuel, Conrado
5
Orzach, Ram
5
Zhylyevskyy, Oleksandr
5
Appaia, Loganathan
4
Brink, René van den
4
Chander, Parkash
4
Drakatos, Stylianos Th.
4
Ewerhart, Christian
4
Figueiredo, Annibal
4
Fountas, Ioannis E.
4
Griebsch, Susanne
4
Henze, Norbert
4
Hong, Yongmiao
4
Hušková, Marie
4
Kampisioulis, Panagiotis K.
4
Knight, John
4
Krichene, Noureddine
4
Serena, Marco
4
Caldana, Ruggero
3
Carrasco, Marine
3
Florens, Jean-Pierre
3
Fusai, Gianluca
3
González-Aranguena, Enrique
3
He, Xin-Jiang
3
Kan, Raymond
3
Leucht, Anne
3
Meintanis, Simos G.
3
Nguyen, Truc
3
Pagliarani, Stefano
3
Pozo, Mónica del
3
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Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
7
International Monetary Fund (IMF)
6
Department of Economics, University of Waterloo
5
Tinbergen Instituut
5
Department of Economics, Iowa State University
3
Dipartimento di Informatica e Studi Aziendali, Università degli Studi di Trento
3
Econometric Society
3
Cowles Foundation for Research in Economics, Yale University
2
Fondazione ENI Enrico Mattei (FEEM)
2
Frankfurt School of Finance and Management
2
Tinbergen Institute
2
University of Bonn, Germany
2
Université Paris-Dauphine (Paris IX)
2
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centro de Estudios Monetarios y Financieros (CEMFI)
1
Departamento de Economía de la Empresa, Universidad Carlos III de Madrid
1
Department of Econometrics and Business Statistics, Monash Business School
1
Department of Economics, University of California-San Diego (UCSD)
1
EconWPA
1
Finance Press
1
HAL
1
Institut for Miljø og Erhvervsøkonomi, Syddansk Universitet
1
Institute for Monetary and Economic Studies, Bank of Japan
1
Internationella Handelshögskolan, Högskolan i Jönköping
1
London School of Economics (LSE)
1
School of Management, Yale University
1
Society for Computational Economics - SCE
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
Swiss Finance Institute
1
Université Paris-Dauphine
1
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Published in...
All
Annals of the Institute of Statistical Mathematics
11
International journal of theoretical and applied finance
10
Metrika
10
Journal of Multivariate Analysis
9
Journal of econometrics
8
Discussion paper / Tinbergen Institute
7
MPRA Paper
7
Tinbergen Institute Discussion Papers
7
Computational Statistics & Data Analysis
6
IMF Working Papers
6
Physica A: Statistical Mechanics and its Applications
6
Tinbergen Institute Discussion Paper
6
Statistics & Probability Letters
5
Working Paper
5
Working Papers / Department of Economics, University of Waterloo
5
CPQF Working Paper Series
4
Computational economics
4
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
4
Journal of mathematical finance
3
Staff General Research Papers / Department of Economics, Iowa State University
3
Statistical Papers / Springer
3
The journal of computational finance
3
Annals of Economics and Finance
2
Applied Mathematical Finance
2
Computational Statistics
2
Cowles Foundation Discussion Papers
2
DISA Working Papers
2
Discussion Paper Serie B
2
Econometric Reviews
2
Econometric Society 2004 North American Winter Meetings
2
Econometric reviews
2
Economic Quality Control
2
Economics Papers from University Paris Dauphine
2
Economics letters
2
European journal of operational research : EJOR
2
Finance and Stochastics
2
International Game Theory Review (IGTR)
2
International Journal of Quality & Reliability Management
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
International journal of quality & reliability management
2
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Source
All
RePEc
160
ECONIS (ZBW)
103
EconStor
28
Other ZBW resources
4
BASE
1
Showing
101
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296
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101
Independence Test for High Dimensional Random Vectors
Pan, G.
;
Gao, J.
;
Yang, Y.
;
Guo, M.
-
Department of Econometrics and Business Statistics, …
-
2012
statistic is based on the
characteristic
function
of the empirical spectral distribution of the sample covariance matrix. The …
Persistent link: https://www.econbiz.de/10009650288
Saved in:
102
Parliamentary coalitions, an n-person game approach to politics
Fountas, Ioannis E.
;
Kampisioulis, Panagiotis K.
; …
- In:
Spoudai : journal of economics and business
62
(
2012
)
3/4
,
pp. 16-29
coalitions. Same basic data about the coalition form and the
characteristic
function
is necessary in order to connect n …
Persistent link: https://www.econbiz.de/10010255257
Saved in:
103
Continuous empirical
characteristic
function
estimation of GARCH models
Xu, Dinghai
-
2012
Persistent link: https://www.econbiz.de/10009612399
Saved in:
104
The triangular model with random coefficients
Hoderlein, Stefan
;
Holzmann, Hajo
;
Meister, Alexander
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 144-169
Persistent link: https://www.econbiz.de/10011917439
Saved in:
105
Fourier-type tests involving martingale difference processes
Hlávka, Zdeněk
;
Hušková, Marie
;
Kirch, Claudia
; …
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 469-492
Persistent link: https://www.econbiz.de/10011795250
Saved in:
106
Retrieving risk neutral moments and expected quadratic variation from option prices
Rompolis, Leonidas S.
;
Tzavalis, Elias
- In:
Review of quantitative finance and accounting
48
(
2017
)
4
,
pp. 955-1002
Persistent link: https://www.econbiz.de/10011796976
Saved in:
107
Tests for conditional ellipticity in multivariate GARCH models
Francq, Christian
;
Jiménez-Gamero, M. D.
;
Meintanis, S. G.
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 305-319
Persistent link: https://www.econbiz.de/10011818298
Saved in:
108
Why cannot we have a strongly consistent family of skew normal (and higher order) distributions
Thongchai Dumrongpokaphan
;
Kreinovich, Vladik
- In:
Robustness in econometrics
,
(pp. 69-77)
.
2017
Persistent link: https://www.econbiz.de/10011800956
Saved in:
109
Characteristic functions in the Cheyette Interest Rate Model
Beyna, Ingo
;
Wystup, Uwe
-
2011
structure of the
characteristic
function
. The
characteristic
function
is determined by a model specific system of ODEs, that can …
Persistent link: https://www.econbiz.de/10010304470
Saved in:
110
Distributions escaping to infinity and the limiting power of the Cliff-Ord test for autocorrelation
Mynbaev, Kairat
-
Volkswirtschaftliche Fakultät, …
-
2011
We consider a family of proper random variables which converges to an improper random variable. The limit in distribution is found and applied to obtain a closed-form expression for the limiting power of the Cliff-Ord test for autocorrelation. The applications include the theory of...
Persistent link: https://www.econbiz.de/10011111232
Saved in:
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