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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 81 - 90 of 372
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The Chebyshev method for the implied volatility
Glau, Kathrin; Herold, Paul; Madan, Dilip B.; Pötz, … - In: The journal of computational finance 23 (2019) 3, pp. 1-31
Persistent link: https://www.econbiz.de/10012162365
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A Portrait of Informal Sector Credit and Interest Rates in Malawi: Interpolated Monthly Time Series
Ngalawa, Harold - Economic Research Southern Africa (ERSA) - 2014
, indigenous knowledge, and elements of Friedman’s data interpolation technique, this study constructs monthly time series of …
Persistent link: https://www.econbiz.de/10011133827
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"Endogenous Gridpoints in Multiple Dimensions: Interpolation on Non-Linear Grids"
White, Matthew N. - Department of Economics, Lerner College of Business and … - 2014
of endogenous gridpoints (ENDG) generates an irregular collection of gridpoints for which standard interpolation … techniques do not apply, while alternative interpolation methods are extremely slow. This paper presents an interpolation … interpolation. This method’s superiority to traditional solution approaches, in terms of speed and accuracy, is demonstrated on a …
Persistent link: https://www.econbiz.de/10011096383
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Endogenous grids in higher dimensions: Delaunay interpolation and hybrid methods
Ludwig, Alexander; Schön, Matthias - Research Center SAFE (Sustainable Architecture for … - 2014
(iii) a hybrid method (HYBGM). ENDGM comes along with Delaunay interpolation on irregular grids. Comparison of methods is …
Persistent link: https://www.econbiz.de/10010982096
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The Effect of Spatial Interpolation on the Hedonic Model: a Case of Forest Pest Damages
Li, Xiaoshu; Boyle, Kevin J.; Preisser, Evan; Holmes, Thomas - Agricultural and Applied Economics Association - AAEA - 2014
interpolation. In this study, we investigate the effect of these spatial interpolation methods on the estimation of a hedonic model … relationship between hemlock health and residential property values at the 0.1 km level. Comparing through different interpolation … methodologies, Kriging provides the most reliable interpolation results which provides us a useful tool to scale up our analysis …
Persistent link: https://www.econbiz.de/10011068695
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On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests
Miller, J. Isaac; Ghysels, Eric - Economics Department, University of Missouri - 2014
We analyze the sizes of standard cointegration tests applied to data subject to linear interpolation, discovering … evidence of substantial size distortions induced by the interpolation. We propose modifications to these tests to effectively … results generally do not support linear interpolation when alternatives such as aggregation or mixed-frequency-modified tests …
Persistent link: https://www.econbiz.de/10011076211
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Modeling and Parameterization of Fuel Economy in Heavy Duty Vehicles (HDVs)
Oh, Yunjung; Park, Sungwook - In: Energies 7 (2014) 8, pp. 5177-5200
Environment. Two interpolation models (inversed distance weighted (IDW) and Hermite) and three types of fuel efficiency maps … results when applying the Hermite interpolation method compared to IDW interpolation. The prediction accuracy of fuel …
Persistent link: https://www.econbiz.de/10011031428
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Endogenous grids in higher dimensions : delaunay interpolation and hybrid methods
Ludwig, Alexander; Schön, Matthias - 2014
(iii) a hybrid method (HYBGM). ENDGM comes along with Delaunay interpolation on irregular grids. Comparison of methods is …
Persistent link: https://www.econbiz.de/10010419826
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Endogenous gridpoints in multiple dimensions : interpolation on non-linear grids
White, Matthew N. - 2014
Persistent link: https://www.econbiz.de/10010491134
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Computing equilibria in dynamic models with occasionally binding constraints
Brumm, Johannes; Grill, Michael - In: Journal of Economic Dynamics and Control 38 (2014) C, pp. 142-160
binding constraints. These constraints induce non-differentiabilities in policy functions. We develop an interpolation … technique that addresses this problem directly: It locates the non-differentiabilities and adds interpolation nodes there. To … handle this flexible grid, it uses Delaunay interpolation, a simplicial interpolation technique. Hence, we call this method …
Persistent link: https://www.econbiz.de/10010730095
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