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  • Search: subject:"Chebyshev"
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Year of publication
Subject
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Chebyshev polynomials 38 Theorie 33 Theory 28 Mathematical programming 17 Mathematische Optimierung 17 Zeitreihenanalyse 14 Time series analysis 13 Optionspreistheorie 12 Schätztheorie 12 Estimation theory 10 Option pricing theory 10 Chebyshev inequality 9 Schätzung 8 Chebyshev systems 7 Estimation 7 Chebyshev approximation 6 Chebyshev polynomial 6 Chebyshev system 6 Nichtlineare Regression 6 Nonlinear regression 6 Robustes Verfahren 6 Stochastischer Prozess 6 c-optimal design 6 Cointegration 5 Fractional integration 5 Kointegration 5 Regression analysis 5 Regressionsanalyse 5 Robust statistics 5 Stochastic process 5 Time-varying cointegration 5 fractional integration 5 trigonometric regression 5 Black-Scholes model 4 Black-Scholes-Modell 4 Chebyshev interpolation 4 Chebyshev nodes 4 Chebyshev polynomial approximation 4 E-optimal design 4 Markov switching 4
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Online availability
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Undetermined 76 Free 46 CC license 3
Type of publication
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Article 88 Book / Working Paper 48
Type of publication (narrower categories)
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Article in journal 44 Aufsatz in Zeitschrift 44 Working Paper 24 Arbeitspapier 11 Graue Literatur 11 Non-commercial literature 11
Language
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English 79 Undetermined 56 French 1
Author
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Dette, Holger 23 Melas, Viatcheslav B. 10 Gil-Alaña, Luis A. 8 Caporale, Guglielmo Maria 7 Neto, David 6 Pepelyshev, Andrey 6 Cerrato, Mario 5 Cuestas, Juan Carlos 4 Melas, Vjačeslav Borisovič 4 Canarella, Giorgio 3 Gil-Alana, Luis A. 3 Gupta, Rangan 3 Hertog, Dirk den 3 Miller, Stephen M. 3 Richter, Alexander W. 3 Throckmorton, Nathaniel A. 3 Walker, Todd B. 3 Aghdam, Y. Esmaeelzade 2 Biedermann, Stefanie 2 DUFOUR, Jean-Marie 2 Den Hertog, Dick 2 Glau, Kathrin 2 Guerra, Francisco 2 HALLIN, Marc 2 Hoffmann, Philipp 2 Jiménez, Miguel 2 Kirkby, Robert 2 Kiss, Christine 2 Melas, Viatcheslav 2 Mesgarani, H. 2 Ozbilgin, Murat 2 Schpilev, P. 2 Sephton, Peter S. 2 Tzavalis, Elias 2 Tödter, Karl-Heinz 2 Wang, Shijun 2 Wiens, Douglas P. 2 Wong, Weng Kee 2 Yaya, OlaOluwa S. 2 Zhen, Jianzhe 2
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Institution
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Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 8 Tilburg University, Center for Economic Research 2 Asociación Española de Economía y Finanzas Internacionales - AEEFI 1 CESifo 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 1 Department of Economics, Adam Smith Business School 1 Department of Economics, Auburn University 1 Department of Economics, University of Sheffield 1 Deutsche Bundesbank 1 Département de Sciences Économiques, Université de Montréal 1 EconWPA 1 School of Economics and Finance, Queen Mary 1 Scottish Institute for Research in Economics (SIRE) 1 Society for Computational Economics - SCE 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Mathematics and Computers in Simulation (MATCOM) 10 Technical Report 8 Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 8 Statistics & Probability Letters 7 Annals of the Institute of Statistical Mathematics 6 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 4 Computational Economics 3 Computational economics 3 Energy economics 3 European journal of operational research : EJOR 3 Asia-Pacific Journal of Operational Research (APJOR) 2 CESifo Working Paper 2 Cahiers de recherche 2 Discussion Paper / Tilburg University, Center for Economic Research 2 INFORMS journal on computing : JOC 2 International economics : a journal published by CEPII (Center for research and expertise on the world economy) 2 International journal of financial engineering 2 International journal of theoretical and applied finance 2 Mathematics of operations research 2 Metrika 2 Operations research letters 2 Physica A: Statistical Mechanics and its Applications 2 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 2 Asian Agricultural Research 1 Auburn Economics Working Paper Series 1 CESifo Working Paper Series 1 CESifo working papers 1 CIRANO Working Papers 1 Computational Management Science 1 Computational Management Science : CMS 1 Computational Optimization and Applications 1 Computational Statistics 1 Computing in Economics and Finance 2004 1 Decisions in economics and finance : DEF ; a journal of applied mathematics 1 Discussion Paper Series 1 1 Discussion Paper Series 1: Economic Studies 1 Discussion paper / Center for Economic Research, Tilburg University 1 Economics Letters 1 Economics and finance working paper series 1 Economics letters 1
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Source
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RePEc 68 ECONIS (ZBW) 55 EconStor 13
Showing 1 - 10 of 136
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Solving stochastic OLG models using Chebyshev parameterized expectations
Ozbilgin, Murat; Kirkby, Robert - 2024
the Chebyshev parameterized expectation algorithm (C-PEA) developed by Christiano and Fisher (2000) to solve the life …
Persistent link: https://www.econbiz.de/10015051809
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Solving stochastic OLG models using Chebyshev parameterized expectations
Ozbilgin, Murat; Kirkby, Robert - 2024
the Chebyshev parameterized expectation algorithm (C-PEA) developed by Christiano and Fisher (2000) to solve the life …
Persistent link: https://www.econbiz.de/10014578231
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Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields
Caporale, Guglielmo Maria; Gil-Alana, Luis A.; Yaya, … - 2022
period 1962-2021 using two different fractional integration approaches including Chebyshev polynomials and Fourier functions …
Persistent link: https://www.econbiz.de/10013177588
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Further evidence of mean reversion in CO2 emissions
Sephton, Peter S. - In: World development sustainability 1 (2022) 1, pp. 1-6
Sephton (2020) demonstrated that nearly all national and relative CO2 emissions in a group of 33 nations were mean-reverting after making allowance for non-linear deterministics and first-order autocorrelation. This suggested that a permanent reduction in emissions could only be accomplished...
Persistent link: https://www.econbiz.de/10013553694
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Modelling persistence and non-linearities in the US treasury 10-year bond yields
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Yaya, … - 2022
period 1962-2021 using two different fractional integration approaches including Chebyshev polynomials and Fourier functions …
Persistent link: https://www.econbiz.de/10012813850
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A VECM analysis of Bitcoin price using time-varying cointegration approach
Lee, Yong; Rhee, Joon Hee - In: Journal of derivatives and quantitative studies : … 30 (2022) 3, pp. 197-218
-invariant cointegration)-based VECM to develop a time-varying cointegration (TVC) VECM. The authors estimated the TVC VECM using the Chebyshev …
Persistent link: https://www.econbiz.de/10013411582
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Analytical and numerical solutions for a special nonlinear equation
Fard, Hossein Sahebi; Dastranj, Elham; Hejazi, Reza; … - In: International journal of financial engineering 11 (2024) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10014521393
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A note on a moment inequality
Jeong, Seungwon - In: The B.E. journal of theoretical economics 24 (2024) 1, pp. 435-440
Persistent link: https://www.econbiz.de/10014526744
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The convergence analysis of the numerical calculation to price the time-fractional black-scholes model
Mesgarani, H.; Bakhshandeh, M.; Aghdam, Y. Esmaeelzade; … - In: Computational economics 62 (2023) 4, pp. 1845-1856
Persistent link: https://www.econbiz.de/10014437608
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Credit-to-GDP ratios – non-linear trends and persistence : evidence from 44 OECD economies
Cuestas, Juan Carlos; Gil-Alaña, Luis A.; Malmierca, María - In: Journal of economic studies 50 (2023) 3, pp. 448-463
Persistent link: https://www.econbiz.de/10014252396
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