//--> //--> //--> //-->
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
~type:"article"
~subject:"Schätzung"
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:"calibration"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Calibration
269
calibration
199
Theorie
125
Theory
125
Option pricing theory
121
Optionspreistheorie
121
Volatility
92
Volatilität
91
Stochastic process
82
Stochastischer Prozess
82
Forecasting model
42
Prognoseverfahren
42
Model calibration
36
Modellierung
35
Scientific modelling
35
Simulation
35
Experiment
30
Estimation
29
Estimation theory
29
Schätztheorie
29
Credit risk
23
Derivat
23
Derivative
23
Yield curve
23
Zinsstruktur
23
Kreditrisiko
21
Mathematical programming
20
Probability theory
20
Wahrscheinlichkeitsrechnung
20
Mathematische Optimierung
19
Option pricing
19
model calibration
19
Black-Scholes model
18
Black-Scholes-Modell
18
stochastic volatility
17
Option trading
15
Optionsgeschäft
15
Statistical distribution
15
Statistische Verteilung
15
more ...
less ...
Online availability
All
Undetermined
12
Free
2
Type of publication
All
Article
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Conference paper
1
Konferenzbeitrag
1
Language
All
English
22
Author
All
Aylin, Paul
1
Bielak, Łukasz
1
Bottle, Alex
1
Burgt, Marco van der
1
Bühn, Andreas
1
Caglayan, Mustafa
1
Cooke, Roger M.
1
Denuit, Michel
1
Dong, Gang Nathan
1
Dorofeenko, Victor
1
Dunning, David
1
Echenim, Mnacho
1
Escobar, Marcos
1
Gangopadhyay, Kausik
1
Gaston, Noel G.
1
Gaudoin, René
1
Gobet, Emmanuel
1
Gschnaidtner, Christoph
1
He, Xin-Jiang
1
Hinderks, Wieger Johan
1
Jehan, Zainab
1
Johnson, Kerri L.
1
Jones, Simon
1
Kiriliouk, Anna
1
Kokholm, Thomas
1
Kruger, Justin
1
Lee, Gabriel S.
1
Marti, Deniz
1
Maurice, Anne-Claire
1
Mazzuchi, Thomas
1
Michalak, Anna
1
Mondal, Debasish
1
Montana, Giovanni
1
Muratidēs, Kōstas
1
Peress, Joël
1
Rajaguru, Gulasekaran
1
Ramondo, Natalia
1
Rubtsov, Mark
1
Rømer, Sigurd Emil
1
Salyer, Kevin Duff
1
more ...
less ...
Published in...
All
Economic modelling
2
Quantitative finance
2
The journal of credit risk : published quarterly by Incisive Media
2
Energy economics
1
Health care management science
1
IMA journal of management mathematics
1
Insurance / Mathematics & economics
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of economic dynamics & control
1
Journal of economic psychology : research in economic psychology and behavioral economics
1
Journal of empirical finance
1
Journal of financial markets
1
Journal of international economics
1
Journal of risk finance : the convergence of financial products and insurance
1
Open economics
1
Review of derivatives research
1
The journal of risk model validation
1
Theoretical economics letters
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
11
-
20
of
22
Sort
Relevance
Date (newest first)
Date (oldest first)
11
Averaged-
calibration
-length prediction for currency exchange rates by a time-dependent Vasicek model
Serafin, Tomasz
;
Michalak, Anna
;
Bielak, Łukasz
; …
- In:
Theoretical economics letters
10
(
2020
)
3
,
pp. 579-599
Persistent link: https://www.econbiz.de/10012492075
Saved in:
12
Calibration
and mapping of credit scores by riding the cumulative accuracy profile
Burgt, Marco van der
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012100567
Saved in:
13
A multivariate stochastic volatility model with applications in the foreign exchange market
Escobar, Marcos
;
Gschnaidtner, Christoph
- In:
Review of derivatives research
21
(
2018
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012055729
Saved in:
14
Asymmetric monetary policy rules for an open economy : evidence from Canada and the UK
Caglayan, Mustafa
;
Jehan, Zainab
;
Muratidēs, Kōstas
- In:
International journal of finance & economics : IJFE
21
(
2016
)
3
,
pp. 279-293
Persistent link: https://www.econbiz.de/10011560514
Saved in:
15
Joint pricing of VIX and SPX options with stochastic volatility and jump models
Kokholm, Thomas
;
Stisen, Martin
- In:
Journal of risk finance : the convergence of financial …
16
(
2015
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10010513370
Saved in:
16
Classifier
calibration
using splined empirical probabilities in clinical risk prediction
Gaudoin, René
;
Montana, Giovanni
;
Jones, Simon
;
Aylin, Paul
- In:
Health care management science
18
(
2015
)
2
,
pp. 156-165
Persistent link: https://www.econbiz.de/10011287006
Saved in:
17
Max-factor individual risk models with application to credit portfolios
Denuit, Michel
;
Kiriliouk, Anna
;
Segers, Johan
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 162-172
Persistent link: https://www.econbiz.de/10011312076
Saved in:
18
A quantitative approach to multinational production
Ramondo, Natalia
- In:
Journal of international economics
93
(
2014
)
1
,
pp. 108-122
Persistent link: https://www.econbiz.de/10010491954
Saved in:
19
Risk shocks and housing supply : a quantitative analysis
Dorofeenko, Victor
;
Lee, Gabriel S.
;
Salyer, Kevin Duff
- In:
Journal of economic dynamics & control
45
(
2014
),
pp. 194-219
Persistent link: https://www.econbiz.de/10010474434
Saved in:
20
Excessive financial services CEO pay and financial crisis : evidence from
calibration
estimation
Dong, Gang Nathan
- In:
Journal of empirical finance
27
(
2014
),
pp. 75-96
Persistent link: https://www.econbiz.de/10010475466
Saved in:
First
Prev
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->