Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"Characteristic function"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Characteristic function
89
characteristic function
82
Optionspreistheorie
43
Option pricing theory
42
Stochastic process
40
Stochastischer Prozess
40
Estimation theory
35
Schätztheorie
35
Theorie
31
Empirical characteristic function
30
Volatility
30
Volatilität
30
Theory
28
Characteristic Function
25
Statistical distribution
20
Statistische Verteilung
20
Estimation
16
stochastic volatility
15
Probability theory
14
Wahrscheinlichkeitsrechnung
14
Core
13
Option trading
13
Optionsgeschäft
13
Schätzung
13
Kooperatives Spiel
12
empirical characteristic function
12
Cooperative game
11
Game theory
11
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Statistical test
11
Statistischer Test
11
Shapley value
10
option pricing
10
Heston
9
Lévy process
9
Spieltheorie
9
Bootstrap
8
Fourier inversion
8
Goodness-of-fit
8
more ...
less ...
Online availability
All
Undetermined
155
Free
125
CC license
8
Type of publication
All
Article
194
Book / Working Paper
110
Type of publication (narrower categories)
All
Article in journal
80
Aufsatz in Zeitschrift
80
Working Paper
42
Graue Literatur
26
Non-commercial literature
26
Arbeitspapier
24
Article
10
Aufsatz im Buch
5
Book section
5
research-article
2
Conference paper
1
Konferenzbeitrag
1
Research Report
1
more ...
less ...
Language
All
English
172
Undetermined
130
German
2
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
Fusai, Gianluca
4
Griebsch, Susanne
4
He, Xin-Jiang
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
González-Aranguena, Enrique
3
Kan, Raymond
3
Laeven, Roger J. A.
3
Leucht, Anne
3
Meintanis, Simos G.
3
Nguyen, Truc
3
Pagliarani, Stefano
3
more ...
less ...
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
more ...
less ...
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
9
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
Quantitative 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
Forschung am ivwKöln
2
International Game Theory Review (IGTR)
2
International Journal of Quality & Reliability Management
2
more ...
less ...
Source
All
RePEc
160
ECONIS (ZBW)
111
EconStor
29
Other ZBW resources
3
BASE
1
Showing
61
-
70
of
304
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
61
A heavy-traffic-limit formula for the moments of the stationary distribution in GI/G/1-type Markov chains
Kimura, Tatsuaki
;
Masuyama, Hiroyuki
- In:
Operations research letters
49
(
2021
)
6
,
pp. 862-867
Persistent link: https://www.econbiz.de/10013266068
Saved in:
62
Empirical characteristic functions-based estimation and distance correlation for locally stationary processes
Jentsch, Carsten
;
Leucht, Anne
;
Meyer, Marco
;
Beering, …
-
2016
-
Version: November 1, 2016
In this paper, we propose a kernel-type estimator for the local
characteristic
function
of locally stationary processes …
Persistent link: https://www.econbiz.de/10011570173
Saved in:
63
Nonparametric specification testing in random parameter models
Breunig, Christoph
;
Hoderlein, Stefan
-
2016
Persistent link: https://www.econbiz.de/10011508496
Saved in:
64
Specification testing in random coefficient models
Breunig, Christoph
;
Hoderlein, Stefan
-
2016
be omitted altogether. Our tests are nonparametric in nature, and use sieve estimators of the
characteristic
function
. We …
Persistent link: https://www.econbiz.de/10011437705
Saved in:
65
Specification testing in random coefficient models
Breunig, Christoph
;
Hoderlein, Stefan
-
2016
be omitted altogether. Our tests are nonparametric in nature, and use sieve estimators of the
characteristic
function
. We …
Persistent link: https://www.econbiz.de/10011531875
Saved in:
66
Empirical characteristic functions-based estimation and distance correlation for locally stationary processes
Jentsch, Carsten
;
Leucht, Anne
;
Meyer, Marco
;
Beering, …
-
2016
In this paper, we propose a kernel-type estimator for the local
characteristic
function
of locally stationary processes …
Persistent link: https://www.econbiz.de/10011588694
Saved in:
67
Intuitionistic fuzzy T-sets based optimization technique for production-distribution planning in supply chain management
Garai, Arindam
;
Mandal, Palash
;
Roy, Tapan Kumar
- In:
Opsearch : journal of the Operational Research Society …
53
(
2016
)
4
,
pp. 950-975
Persistent link: https://www.econbiz.de/10011549264
Saved in:
68
The extended Shapley value for generalized cooperative games under precedence constraints
Zou, Zhengxing
;
Zhang, Qiang
;
Borkotokey, Surajit
;
Yu, …
- In:
Operational research : an international journal
20
(
2020
)
2
,
pp. 899-925
Persistent link: https://www.econbiz.de/10012214723
Saved in:
69
Stock index options pricing under jump patterns driven by market states
Lin, Chao-Yang
;
Liu, Huimei
;
Lee, Jia-Ching
;
Lin, Shih-kuei
- In:
Emerging markets, finance & trade : a journal of the …
56
(
2020
)
4
,
pp. 840-859
Persistent link: https://www.econbiz.de/10012211508
Saved in:
70
Pricing vulnerable options with stochastic volatility and stochastic interest rate
Ma, Chaoqun
;
Yue, Shengjie
;
Wu, Hui
;
Ma, Yong
- In:
Computational economics
56
(
2020
)
2
,
pp. 391-429
Persistent link: https://www.econbiz.de/10012272041
Saved in:
First
Prev
2
3
4
5
6
7
8
9
10
11
12
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
FAQ-Assistent (beta)
×
Loading...
