EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Interpolation"
Narrow search

Narrow search

Year of publication
Subject
All
Interpolation 75 interpolation 70 Theorie 53 Theory 47 Schätztheorie 30 Zeitreihenanalyse 30 Estimation theory 28 Option pricing theory 24 Optionspreistheorie 24 Time series analysis 24 Stochastic process 20 Stochastischer Prozess 20 Mathematische Optimierung 15 spline 15 Mathematical programming 14 Schätzung 13 Prognoseverfahren 12 Volatility 12 Volatilität 12 Black-Scholes model 11 Black-Scholes-Modell 11 Yield curve 11 Zinsstruktur 11 Einkommensverteilung 10 Estimation 10 Forecasting model 10 Income distribution 10 Linear Interpolation 10 Nationaleinkommen 10 Portfolio selection 10 Portfolio-Management 10 smoothing 10 Algorithm 9 Algorithmus 9 Hodrick-Prescott filter 9 Leser filter 9 Option trading 9 Optionsgeschäft 9 Spatial interpolation 9 time-series 9
more ... less ...
Online availability
All
Undetermined 187 Free 150 CC license 5
Type of publication
All
Article 234 Book / Working Paper 148 Other 2
Type of publication (narrower categories)
All
Article in journal 96 Aufsatz in Zeitschrift 96 Working Paper 63 Graue Literatur 34 Non-commercial literature 34 Arbeitspapier 33 Article 7 research-article 5 Conference paper 2 Konferenzbeitrag 2 Thesis 2 Hochschulschrift 1 technical-paper 1
more ... less ...
Language
All
English 212 Undetermined 158 German 7 Portuguese 3 French 2 Romanian 1 Spanish 1
more ... less ...
Author
All
Dezhbakhsh, Hashem 9 Schlicht, Ekkehart 9 Angelini, Elena 6 Levy, Daniel 6 Ludwig, Alexander 6 Polasek, Wolfgang 6 Schön, Matthias 6 Cremers, Heinz 5 Levy, Daniel C. 5 Llano, Carlos 5 Sellner, Richard 5 White, Matthew N. 5 Diniz, Bernardo P. Campolina 4 Fernandes, Rodrigo Cardoso 4 Heer, Burkhard 4 Marcellino, Massimiliano 4 Paredes, Joan 4 Pedregal, Diego J. 4 Stuart, Rebecca 4 Bellemare, Charles 3 Bettendorf, Timo 3 Bissonnette, Luc 3 Brunhart, Andreas 3 Bursian, Dirk 3 Fitzenberger, Bernd 3 Henry, Jérôme 3 Hyung, Namwon 3 Jin, Shangzhu 3 Kenny, Sean 3 Kleijnen, Jack P.C. 3 Maußner, Alfred 3 Meier, Iwan 3 Peng, Jun 3 Pérez, Javier J. 3 Reiter, Michael 3 Rünstler, Gerhard 3 Sbibih, D. 3 Schanz, Sebastian 3 Scuderi, Raffaele 3 Silveira, Fernando Gaiger 3
more ... less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 13 Tilburg University, Center for Economic Research 5 European Central Bank 4 Society for Computational Economics - SCE 4 Agricultural and Applied Economics Association - AAEA 3 C.E.P.R. Discussion Papers 3 EconWPA 3 Banco de España 2 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 2 Department of Economics, Lerner College of Business and Economics 2 Economics Department, University of Missouri 2 Frankfurt School of Finance and Management 2 HAL 2 Rimini Centre for Economic Analysis (RCEA) 2 School of Economics and Management, University of Aarhus 2 Swiss National Bank, Study Center Gerzensee 2 "Carlo F. Dondena" Centre for Research on Social Dynamics (DONDENA), Università Commerciale Luigi Bocconi 1 Arbeitskreis Quantitative Steuerlehre 1 CESifo 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics and Related Studies, University of York 1 Department of Economics, Florida State University 1 Deutsche Bank Research 1 Dipartimento di Economia Politica e Statistics, Facoltà di Economia "Richard M. Goodwin" 1 Dipartimento di Scienze Economiche, Matematiche e Statistiche, Dipartimento di Economia 1 Economic Research Southern Africa (ERSA) 1 Economics Department, University of California-Davis 1 Fachbereich Wirtschaftswissenschaften, Universität Konstanz 1 Facoltà di Economia / Wirtschaftswissenschaftliche Fakutät, Libera Università di Bolzano / Freie Universität Bozen 1 Frankfurt School of Finance & Management 1 Institute for Transportation Studies (ITS), University of California-Berkeley 1 Institute for the Study of Labor (IZA) 1 Latvijas Banka 1 Research Center SAFE (Sustainable Architecture for Finance in Europe), House of Finance 1 School of Economics and Finance, Business School 1 Sonderforschungsbereich Ökonomisches Risiko <Berlin> 1 Staatswissenschaftliches Seminar, Wirtschafts- und Sozialwissenschaftliche Fakultät 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1
more ... less ...
Published in...
All
Mathematics and Computers in Simulation (MATCOM) 19 MPRA Paper 10 Computational economics 8 Renewable Energy 6 Discussion Paper / Tilburg University, Center for Economic Research 5 Physica A: Statistical Mechanics and its Applications 5 Working Paper 5 Computational Statistics 4 ECB Working Paper 4 European journal of operational research : EJOR 4 Frankfurt School - Working Paper Series 4 International journal of financial engineering 4 Natural Hazards 4 Review of Derivatives Research 4 Working Paper Series / European Central Bank 4 Annals of actuarial science 3 Applied Energy 3 Applied Mathematical Finance 3 CEPR Discussion Papers 3 Discussion Papers in Economics 3 Economics Letters 3 International Journal of Theoretical and Applied Finance (IJTAF) 3 International journal of product development : IJPD 3 Journal of Economic Dynamics and Control 3 Journal of Geographical Systems 3 Journal of economic dynamics & control 3 Journal of mathematical finance 3 Munich Discussion Paper 3 Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers 3 The journal of computational finance 3 Water Resources Management 3 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 2 Advances in Complex Systems (ACS) 2 Annals of the Institute of Statistical Mathematics 2 Applied mathematical finance 2 Asia-Pacific Journal of Operational Research (APJOR) 2 Banco de España Working Papers 2 CREATES Research Papers 2 Computing in Economics and Finance 2002 2 Contributions to economic analysis 2
more ... less ...
Source
All
RePEc 186 ECONIS (ZBW) 133 EconStor 37 Other ZBW resources 17 BASE 5 USB Cologne (business full texts) 3 USB Cologne (EcoSocSci) 3
more ... less ...
Showing 1 - 10 of 384
Cover Image
Interpolation and Prewar-Postwar Output Volatility and Shock-Persistence Debate: A Closer Look and New Results
Dezhbakhsh, Hashem; Levy, Daniel - 2026
. This is often attributed to the data interpolation employed to construct the prewar series. Our analytical results, however …, indicate that commonly used linear interpolation has the opposite effect on shock persistence and volatility of a series … literature recognizes, and interpolation has dampened rather than magnified this difference. Consequently, the view that postwar …
Persistent link: https://www.econbiz.de/10015596091
Saved in:
Cover Image
Spatial pattern regression for gridded meteorological data : a precipitation and temperature case study
Houssou, Vihotogbé; Carreau, Julie - 2025
Persistent link: https://www.econbiz.de/10015440667
Saved in:
Cover Image
Measuring and explaining the CDS-bond basis term-structure shape and dynamics
Khanna, Yonas; Lucas, André; Seeger, Norman - 2025 - This version: May 26, 2025
-level basis term-structures across all maturities. Our approach can accommodate different term-structure interpolation methods …, including Nearest-Neighbor, spline, and Nelson-Siegel interpolation. Using the new methodology, we construct the full history of …
Persistent link: https://www.econbiz.de/10015408438
Saved in:
Cover Image
Quarterly GDP for Ireland since 1950
Kenny, Sean; Stuart, Rebecca - 2025
factor-augmented Chow-Lin interpolation. Compared to the only alternative series (OECD, 2025), our procedure exploits the …
Persistent link: https://www.econbiz.de/10015420794
Saved in:
Cover Image
Quarterly GDP for Ireland since 1950
Kenny, Sean; Stuart, Rebecca - 2025
factor-augmented Chow-Lin interpolation. Compared to the only alternative series (OECD, 2025), our procedure exploits the …
Persistent link: https://www.econbiz.de/10015422267
Saved in:
Cover Image
Measuring and explaining the CDS-bond basis term-structure shape and dynamics
Khanna, Yonas; Lucas, André; Seeger, Norman - 2025
-level basis term-structures across all maturities. Our approach can accommodate different term-structure interpolation methods …, including Nearest-Neighbor, spline, and Nelson-Siegel interpolation. Using the new methodology, we construct the full history of …
Persistent link: https://www.econbiz.de/10015432681
Saved in:
Cover Image
Comparing term structure estimation techniques : an exercise with Brazilian data
Stivali, Matheus; Fiorucci, José Augusto; Matsushita, … - 2024
This text evaluates the empirical models of the Term Structure of Interest Rates (TSIR), comparing the resulting estimates regarding goodness-of-fit, robustness to outliers, and smoothness. In addition to the descriptive statistics on these metrics, the Friedman test and the multiple comparison...
Persistent link: https://www.econbiz.de/10015076001
Saved in:
Cover Image
Solving stochastic OLG models using Chebyshev parameterized expectations
Ozbilgin, Murat; Kirkby, Robert - 2024
This paper presents an efficient solution method for solving stochastic overlapping generations (S-OLG) models. We use the Chebyshev parameterized expectation algorithm (C-PEA) developed by Christiano and Fisher (2000) to solve the life cycle block of S-OLGs. The method is well suited for this...
Persistent link: https://www.econbiz.de/10014578231
Saved in:
Cover Image
Solving stochastic OLG models using Chebyshev parameterized expectations
Ozbilgin, Murat; Kirkby, Robert - 2024
This paper presents an efficient solution method for solving stochastic overlapping generations (S-OLG) models. We use the Chebyshev parameterized expectation algorithm (C-PEA) developed by Christiano and Fisher (2000) to solve the life cycle block of S-OLGs. The method is well suited for this...
Persistent link: https://www.econbiz.de/10015051809
Saved in:
Cover Image
Comparing term structure estimation techniques: An exercise with Brazilian data
Stivali, Matheus; Fiorucci, José Augusto; Matsushita, … - 2024
This text evaluates the empirical models of the Term Structure of Interest Rates (TSIR), comparing the resulting estimates regarding goodness-of-fit, robustness to outliers, and smoothness. In addition to the descriptive statistics on these metrics, the Friedman test and the multiple comparison...
Persistent link: https://www.econbiz.de/10015130138
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
FAQ-Assistent (beta)
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...