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  • Search: subject:"calibration."
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Year of publication
Subject
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calibration 480 Calibration 474 Theorie 185 Theory 172 Optionspreistheorie 151 Option pricing theory 146 Stochastischer Prozess 109 Volatilität 108 Volatility 107 Stochastic process 106 Schätztheorie 64 equation 64 correlation 63 Estimation theory 62 Prognoseverfahren 60 probability 59 statistics 59 Forecasting model 58 Simulation 58 equations 58 Modellierung 57 Scientific modelling 56 Economic models 51 standard deviation 50 time series 46 Estimation 45 Schätzung 42 Credit risk 40 Model calibration 39 correlations 39 survey 39 probabilities 38 covariance 34 forecasting 34 Yield curve 32 Zinsstruktur 32 model calibration 32 Derivat 31 Derivative 31 standard deviations 31
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Online availability
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Free 699 Undetermined 649 CC license 28
Type of publication
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Article 887 Book / Working Paper 556 Other 58
Type of publication (narrower categories)
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Article in journal 397 Aufsatz in Zeitschrift 397 Working Paper 184 Graue Literatur 107 Non-commercial literature 107 Arbeitspapier 93 research-article 45 Article 44 technical-paper 14 Thesis 10 non-article 10 Aufsatz im Buch 7 Book section 7 Hochschulschrift 5 Conference paper 4 Konferenzbeitrag 4 Aufsatzsammlung 1 Conference proceedings 1 Congress Report 1 Konferenzschrift 1 Report 1 Research Report 1 Statistics 1 Statistik 1 review-article 1
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Language
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English 895 Undetermined 591 German 5 French 3 Spanish 2 Czech 1 Italian 1 Lithuanian 1 Dutch 1 Swedish 1
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Author
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Moneta, Alessio 10 Cozzi, Marco 9 Fagiolo, Giorgio 8 Gallegati, Mauro 8 Salyer, Kevin 8 Shmaya, Eran 8 Krämer, Walter 7 Merz, Joachim 7 Casarin, Roberto 6 Dorofeenko, Victor 6 Franke, Reiner 6 Guillaume, Florence 6 Güttler, André 6 Hollingum, Jack 6 Lamperti, Francesco 6 Ravazzolo, Francesco 6 Roventini, Andrea 6 Sadiraj, Vjollca 6 Stachurski, John 6 Windrum, Paul 6 Aadland, David 5 Albrecht, James 5 Boel, Paola 5 Burgard, Jan Pablo 5 Chan-Lau, Jorge A. 5 Creedy, John 5 Dovern, Jonas 5 Foster, Dean P. 5 Fouque, Jean-Pierre 5 Kamihigashi, Takashi 5 Lindé, Jesper 5 Manner, Hans 5 Münnich, Ralf T. 5 Recchioni, Maria Cristina 5 Schneider, Friedrich 5 Stolze, Henning 5 Söderström, Ulf 5 Teichmann, Josef 5 Turinici, Gabriel 5 Vroman, Susan 5
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Institution
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International Monetary Fund (IMF) 77 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 23 C.E.P.R. Discussion Papers 9 Society for Computational Economics - SCE 9 EconWPA 8 HAL 8 Handelshögskolan, Örebro Universitet 7 Center for Agricultural and Rural Development (CARD), Iowa State University 6 International Monetary Fund 6 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 6 Economics Department, Queen's University 5 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 5 London School of Economics (LSE) 5 Université Paris-Dauphine (Paris IX) 5 Economics Department, University of California-Davis 4 Internationaler Währungsfonds 4 Society for Economic Dynamics - SED 4 Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI) 3 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 3 Cowles Foundation for Research in Economics, Yale University 3 Frankfurt School of Finance and Management 3 Graduate School of Economics, Osaka University 3 Institut for Miljø og Erhvervsøkonomi, Syddansk Universitet 3 Institut für Weltwirtschaft (IfW) 3 Nationalekonomiska Institutionen, Uppsala Universitet 3 Research Institute for Economics and Business Administration, Kobe University 3 Wydział Nauk Ekonomicznych, Uniwersytet Warszawski 3 CESifo 2 Centre Emile Bernheim, Solvay Brussels School of Economics and Management 2 Collegio Carlo Alberto, Università degli Studi di Torino 2 Department of Applied Economics, Utah State University 2 Department of Economics and Business, Universitat Pompeu Fabra 2 Department of Economics, Andrew Young School of Policy Studies 2 Dipartimento del Tesoro, Ministero dell'Economia e delle Finanze 2 Dipartimento di Economia Politica e Statistics, Facoltà di Economia "Richard M. Goodwin" 2 Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna 2 EcoMod Network 2 European Association of Agricultural Economists - EAAE 2 European Central Bank 2 Forschungsinstitut Freie Berufe, Fakultät Wirtschaftswissenschaften 2
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Published in...
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IMF Working Papers 74 Industrial Robot: An International Journal 43 Water Resources Management 34 MPRA Paper 23 Quantitative finance 23 International Journal of Theoretical and Applied Finance (IJTAF) 20 International journal of theoretical and applied finance 18 Industrial Robot: the international journal of robotics research and application 17 International journal of forecasting 17 Working Paper 14 Agricultural Water Management 13 Applied Mathematical Finance 12 The journal of computational finance 12 Computational economics 11 Natural Hazards 11 European journal of operational research : EJOR 10 Journal of economic dynamics & control 10 Management Science 10 CEPR Discussion Papers 9 Applied Energy 8 Journal of Artificial Societies and Social Simulation 8 Quantitative Finance 8 Review of derivatives research 8 Risks : open access journal 8 Economic modelling 7 Journal of Multivariate Analysis 7 Psychometrika 7 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 7 Working Papers / Handelshögskolan, Örebro Universitet 7 Annals of the Institute of Statistical Mathematics 6 CESifo Working Paper 6 CPQF Working Paper Series 6 Center for Agricultural and Rural Development (CARD) Publications 6 Energy economics 6 Journal of Risk and Financial Management 6 Journal of mathematical finance 6 Mathematics and Computers in Simulation (MATCOM) 6 Renewable Energy 6 Risks 6 SFB 649 Discussion Paper 6
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Source
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RePEc 694 ECONIS (ZBW) 518 EconStor 136 BASE 80 Other ZBW resources 73
Showing 1,391 - 1,400 of 1,501
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Numerical Procedure for Calibration of Volatility with American Options
Achdou, Yves; Pironneau, Olivier - In: Applied Mathematical Finance 12 (2005) 3, pp. 201-241
variational inequality. The calibration of volatility from the prices of a family of American options yields an inverse problem … variational inequality by finite elements is studied in detail. Then, a calibration procedure, where the volatility belongs to a …
Persistent link: https://www.econbiz.de/10009279097
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Chapter 19 Experimental Methods and Valuation
Shogren, Jason F. - In: Handbook of environmental economics : volume 2, Valuing …, (pp. 969-1027). 2005
This chapter explores how economists use experimental methods to understand better the behavioral underpinnings of environmental valuation. Economic experiments, in the lab or field, are an attractive tool to address intricate incentive and contextual questions that arise in assessing values...
Persistent link: https://www.econbiz.de/10014023920
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Pricing of Complementary Goods and Network Effects
Economides, Nicholas; Viard, Brian - EconWPA - 2004
We discuss the case of a monopolist of a base good in the presence of complementary goods provided either by it or by other firms. We assess and calibrate the extent of the influence on the profits from the base good that is created by the existence of complementary goods, i.e., the extent of...
Persistent link: https://www.econbiz.de/10005412872
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Calibration of Interest Rate Models - Transition Market Case
Vojtek, Martin - EconWPA - 2004
of calibration with implied volatility cannot be used as there are no markets for regularly traded derivatives. The … existence of such a markets is essential for this calibration. The paradigm used is the Brace-Gatarek- Musiela model of interest …
Persistent link: https://www.econbiz.de/10005413130
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Dominant parameter selection in the marginally identifiable case
Ioslovich, Ilya; Gutman, Per-Olof; Seginer, Ido - In: Mathematics and Computers in Simulation (MATCOM) 65 (2004) 1, pp. 127-136
Often a rather limited set of experimental data is available for the identification of a dynamic model, which contains many parameters. This is, e.g. the usual case for crop growth models. In this situation, only some parameter values can be estimated. Based on an analysis of the Fisher...
Persistent link: https://www.econbiz.de/10010749014
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Vision‐based kinematic calibration of an H4 parallel mechanism: practical accuracies
Andreff, Nicolas; Renaud, Pierre; Martinet, Philippe; … - In: Industrial Robot: An International Journal 31 (2004) 3, pp. 273-283
Presents the kinematic calibration of an H4 parallel prototype robot using a vision‐based measuring device. Calibration … calibration purpose. To do so, the end‐effector pose (i.e. position and orientation) has to be measured with the utmost accuracy …
Persistent link: https://www.econbiz.de/10014831696
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Valuation on the Frontier: Calibrating Actual and Hypothetical Statements of Value
Hofler, Richard; List, John A. - The Field Experiments Website - 2004
holds significant promise since an appropriate calibration scheme, ex ante or ex post, can be invaluable to the policy maker …
Persistent link: https://www.econbiz.de/10005685489
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Nonresponse bias for some common estimators and its change over time in the data collection process
Tångdahl, Sara - Handelshögskolan, Örebro Universitet - 2004
In most surveys, the risk of nonresponse is a factor taken into account at the planning stage. Commonly, resources are set aside for a follow-up procedure which aims at reducing the nonresponse rate. However, we should pay attention to the effect of nonresponse, rather than the nonresponse rate...
Persistent link: https://www.econbiz.de/10005644775
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Estimating Predictors for Long- Or Short-Term Survivors
Tian, Lu; Wang, Wei; Wei, L. J. - Berkeley Electronic Press - 2004
Persistent link: https://www.econbiz.de/10005751340
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Evaluating Explanations for Stagnation
Caucutt, Elizabeth M.; Kumar, Krishna B. - EconWPA - 2004
. The methodology of calibration is ideally suited for this evaluation, given the paucity of high-quality data, the high …
Persistent link: https://www.econbiz.de/10005556092
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