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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
All
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...
All
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 161 - 170 of 1,501
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Volatility is (mostly) path-dependent
Guyon, Julien; Lekeufack, Jordan - In: Quantitative finance 23 (2023) 9, pp. 1221-1258
Persistent link: https://www.econbiz.de/10014339908
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Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes
Echenim, Mnacho; Gobet, Emmanuel; Maurice, Anne-Claire - In: Quantitative finance 23 (2023) 9, pp. 1285-1304
Persistent link: https://www.econbiz.de/10014339922
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Pure Harrodian dynamics : heterogeneous expectations and the loss of three established propositions
Franke, Reiner - In: Review of Keynesian economics 11 (2023) 3, pp. 290-327
Persistent link: https://www.econbiz.de/10014383459
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Dynamic formation of quality expectations : theory and empirical evidence
Fruchter, Gila E.; Reutterer, Thomas; Dickert, Stephan; … - In: Review of marketing science 21 (2023) 1, pp. 35-75
Persistent link: https://www.econbiz.de/10014364888
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Double fingerprint accurate identification method of intelligent door lock based on spatio-temporal information feature fusion
Cai, Liuping; Huang, Fenghui - In: International journal of product development : IJPD 27 (2023) 4, pp. 356-369
Persistent link: https://www.econbiz.de/10015065217
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Invariance of unemployment and vacancy dynamics with respect to diminishing returns to labor at the firm level
Bruegemann, Bjoern - In: Review of economic dynamics 51 (2023), pp. 915-942
Persistent link: https://www.econbiz.de/10014472406
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The great transition : Kuznets facts for family-economists
Greenwood, Jeremy; Guner, Nezih; Marto, Ricardo - In: Handbook of the economics of the family : volume 1, (pp. 389-441). 2023
Persistent link: https://www.econbiz.de/10014475635
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On the driving forces of real exchange rates : is the Japanese Yen different?
Maio, Paulo; Zeng, Ming - In: Journal of empirical finance 74 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014477065
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Implied higher order moments in the Heston model : a case study of S&P 500 index
Mehrdoust, Farshid; Noorani, Idin - In: Decisions in economics and finance : a journal of … 46 (2023) 2, pp. 477-504
Persistent link: https://www.econbiz.de/10014443752
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Identification-robust inference with simulation-based pseudo-matching
Antoine, Bertille; Khalaf, Lynda; Kichian, Maral; Lin, … - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 321-338
Persistent link: https://www.econbiz.de/10014448156
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