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  • Search: subject:"interpolation"
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Year of publication
Subject
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Interpolation 75 interpolation 71 Theorie 51 Theory 45 Schätztheorie 28 Zeitreihenanalyse 27 Estimation theory 26 Option pricing theory 22 Optionspreistheorie 22 Time series analysis 21 Stochastic process 20 Stochastischer Prozess 20 spline 15 Mathematische Optimierung 14 Mathematical programming 13 Schätzung 13 Prognoseverfahren 12 Yield curve 11 Zinsstruktur 11 Black-Scholes model 10 Black-Scholes-Modell 10 Einkommensverteilung 10 Estimation 10 Forecasting model 10 Income distribution 10 Volatility 10 Volatilität 10 smoothing 10 Hodrick-Prescott filter 9 Leser filter 9 Portfolio selection 9 Portfolio-Management 9 time-series 9 Algorithm 8 Algorithmus 8 Linear Interpolation 8 Option trading 8 Optionsgeschäft 8 Spatial interpolation 8 Statistische Methodenlehre 8
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Online availability
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Undetermined 182 Free 141 CC license 5
Type of publication
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Article 229 Book / Working Paper 141 Other 2
Type of publication (narrower categories)
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Article in journal 91 Aufsatz in Zeitschrift 91 Working Paper 56 Graue Literatur 30 Non-commercial literature 30 Arbeitspapier 29 Article 6 research-article 5 Conference paper 2 Konferenzbeitrag 2 Thesis 2 Hochschulschrift 1 technical-paper 1
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Language
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English 199 Undetermined 159 German 7 Portuguese 3 French 2 Romanian 1 Spanish 1
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Author
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Schlicht, Ekkehart 9 Dezhbakhsh, Hashem 7 Angelini, Elena 6 Ludwig, Alexander 6 Polasek, Wolfgang 6 Schön, Matthias 6 Cremers, Heinz 5 Levy, Daniel 5 Llano, Carlos 5 Sellner, Richard 5 White, Matthew N. 5 Diniz, Bernardo P. Campolina 4 Fernandes, Rodrigo Cardoso 4 Heer, Burkhard 4 Levy, Daniel C. 4 Marcellino, Massimiliano 4 Paredes, Joan 4 Pedregal, Diego J. 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 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 Wilkie, A. D. 3 Şahin, Şule 3
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Institution
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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
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Published in...
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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 : publ. by the Institute of Actuaries and the Faculty of Actuaries 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 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 Discussion paper 2
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Source
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RePEc 186 ECONIS (ZBW) 124 EconStor 33 Other ZBW resources 18 BASE 5 USB Cologne (business full texts) 3 USB Cologne (EcoSocSci) 3
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Showing 191 - 200 of 372
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A Portrait Of Informal Sector Credit And Interest Rates In Malawi: Interpolated Monthly Time Series
Ngalawa, Harold - In: The African Finance Journal 16 (2014) 2, pp. 64-81
survey datasets, indigenous knowledge, and elements of Friedman’s data interpolation technique, this study constructs monthly …
Persistent link: https://www.econbiz.de/10011079274
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Volatile Top Income Shares in Switzerland? Reassessing the Evolution Between 1981 and 2009
Foellmi, Reto; Martínez, Isabel Z. - C.E.P.R. Discussion Papers - 2014
We study the recent evolution of top incomes in Switzerland, analyzing both social security data on labor incomes and tax data on total income. The results show that in the last 20 years, the share of top incomes has risen, and the top 0.01 percent’s share even doubled, putting Switzerland...
Persistent link: https://www.econbiz.de/10011083290
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An estimation model for the heating and cooling demand of a residential building with a different envelope design using the finite element method
Koo, Choongwan; Park, Sungki; Hong, Taehoon; Park, Hyo Seon - In: Applied Energy 115 (2014) C, pp. 205-215
Building envelope design is considered one of the typical energy-saving techniques. Building envelope serves as the physical separator between building’s interior and exterior environment so as to maintain indoor thermal comfort. To achieve building sustainability, this research aims to...
Persistent link: https://www.econbiz.de/10010737719
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Interpolation methods to predict the influence of inlet airflow states on desiccant wheel performance at low regeneration temperature
Ruivo, Celestino R.; Goldsworthy, Mark; Intini, Manuel - In: Energy 68 (2014) C, pp. 765-772
The desiccant wheel is a key component of open desiccant air-conditioning systems. Development of a simplified method of assessing their dynamic performance would assist the growth of the industry. Important errors can occur when constant values of the effectiveness parameters are assumed in the...
Persistent link: https://www.econbiz.de/10010809185
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Optimization of the parameters of surfaces by interpolating variational bicubic splines
Kouibia, A.; Pasadas, M. - In: Mathematics and Computers in Simulation (MATCOM) 102 (2014) C, pp. 76-89
In this paper we present an interpolation method from a surface or a data set by the optimization of a quadratic …
Persistent link: https://www.econbiz.de/10010785225
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Recovering default risk from CDS spreads with a nonlinear filter
Guarin, Alexander; Liu, Xiaoquan; Ng, Wing Lon - In: Journal of Economic Dynamics and Control 38 (2014) C, pp. 87-104
(CDS) spreads. Based on the numerical solution of the Fokker–Planck equation (FPE) using a meshfree interpolation method …
Persistent link: https://www.econbiz.de/10010871007
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CS-RBF interpolation of surfaces with vertical faults from scattered data
Izquierdo, Diego; Silanes, María Cruz López de; … - In: Mathematics and Computers in Simulation (MATCOM) 102 (2014) C, pp. 11-23
In this paper, the problem of the interpolation of explicit surfaces with vertical faults from scattered data is … studied. A new interpolation scheme for compactly supported radial basis functions is proposed which is well adapted to our …
Persistent link: https://www.econbiz.de/10011050709
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Statistical application of barycentric rational interpolants: an alternative to splines
Baker, Rose; Jackson, Dan - In: Computational Statistics 29 (2014) 5, pp. 1065-1081
Spline curves, originally developed by numerical analysts for interpolation, are widely used in statistical work …
Persistent link: https://www.econbiz.de/10010949806
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THE BINOMIAL INTERPOLATED LATTICE METHOD FOR STEP DOUBLE BARRIER OPTIONS
APPOLLONI, ELISA; GAUDENZI, MARCELLINO; ZANETTE, ANTONINO - In: International Journal of Theoretical and Applied … 17 (2014) 06, pp. 1450035-1
, based on interpolation techniques, that is robust and efficient, that treats the "near barrier" problem for double barrier …
Persistent link: https://www.econbiz.de/10010933657
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Developing an improved global solar radiation map for Zimbabwe through correlating long-term ground- and satellite-based monthly clearness index values
Hove, T.; Manyumbu, E.; Rukweza, G. - In: Renewable Energy 63 (2014) C, pp. 687-697
in-exactness of the regression fit and the other, IBCF to cater for the interpolation error. Contour maps of global solar … radiation are then constructed using interpolation by the geo-statistical method of ordinary kriging. The accuracy of the maps …
Persistent link: https://www.econbiz.de/10011043948
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