//--> //--> //-->
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_genre:"Article in journal"
~subject:"Theory"
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_exact:"Fourier transform"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Theory
Fourier transform
39
Fourier analysis
24
Fourier-Analyse
24
Option pricing theory
23
Optionspreistheorie
23
Stochastic process
18
Stochastischer Prozess
18
Volatility
17
Volatilität
17
Time series analysis
14
Zeitreihenanalyse
14
Theorie
11
Estimation theory
7
Schätztheorie
7
USA
7
United States
7
Option trading
6
Optionsgeschäft
6
Business cycle
5
Konjunktur
5
Portfolio selection
5
Portfolio-Management
5
State space model
5
Zustandsraummodell
5
Forecasting model
4
Fourier Transform
4
Prognoseverfahren
4
Risikomaß
4
Risk measure
4
Börsenkurs
3
Correlation
3
Estimation
3
Korrelation
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Risikoprämie
3
Risk premium
3
Schätzung
3
Share price
3
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
Graue Literatur
18
Non-commercial literature
18
Arbeitspapier
15
Working Paper
15
Aufsatz in Zeitschrift
11
Hochschulschrift
5
Thesis
5
Aufsatz im Buch
2
Book section
2
Amtliche Publikation
1
Collection of articles of several authors
1
Collection of articles written by one author
1
Forschungsbericht
1
Sammelwerk
1
Sammlung
1
more ...
less ...
Language
All
English
11
Author
All
Anderluh, J. H. M.
1
Erkuş, Ekin Can
1
Faria, Gonçalo
1
Fermanian, Jean-David
1
Fleissig, Adrian R.
1
Li, Yushu
1
Lin, Sha
1
Malliavin, Paul
1
Mancino, Maria Elvira
1
Ngoc Quynh Anh Nguyen
1
Pollock, David Stephen G.
1
Purutçuoğlu, Vilda
1
Rossana, Robert J.
1
Thi Ngoc Trang Nguyen
1
Verona, Fabio
1
Weide, Hans van der
1
Zhang, Zhimin
1
Zhu, Song-Ping
1
more ...
less ...
Published in...
All
Finance and stochastics
2
Astin bulletin : the journal of the International Actuarial Association
1
Computational economics
1
Econometric reviews
1
Economic inquiry : journal of the Western Economic Association International
1
European journal of operational research : EJOR
1
IMA journal of management mathematics
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of risk finance : the convergence of financial products and insurance
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
11
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Outlier detection and quasi-periodicity optimization algorithm : frequency domain based outlier detection (FOD)
Erkuş, Ekin Can
;
Purutçuoğlu, Vilda
- In:
European journal of operational research : EJOR
291
(
2021
)
2
,
pp. 560-574
Persistent link: https://www.econbiz.de/10012495341
Saved in:
2
Pricing resettable convertible bonds using an integral equation approach
Lin, Sha
;
Zhu, Song-Ping
- In:
IMA journal of management mathematics
31
(
2020
)
4
,
pp. 417-443
Persistent link: https://www.econbiz.de/10012314042
Saved in:
3
Trends cycles and seasons : econometric methods of signal extraction
Pollock, David Stephen G.
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 228-246
Persistent link: https://www.econbiz.de/10012038592
Saved in:
4
Forecasting stock market returns by summing the frequency-decomposed parts
Faria, Gonçalo
;
Verona, Fabio
- In:
Journal of empirical finance
45
(
2018
),
pp. 228-242
Persistent link: https://www.econbiz.de/10012102423
Saved in:
5
Risk measures computation by Fourier inversion
Ngoc Quynh Anh Nguyen
;
Thi Ngoc Trang Nguyen
- In:
Journal of risk finance : the convergence of financial …
18
(
2017
)
1
,
pp. 76-87
Persistent link: https://www.econbiz.de/10011653718
Saved in:
6
Approximating the density of the time to ruin via fourier-cosine series expansion
Zhang, Zhimin
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
1
,
pp. 169-198
Persistent link: https://www.econbiz.de/10011670873
Saved in:
7
Estimate long memory causality relationship by wavelet method
Li, Yushu
- In:
Computational economics
45
(
2015
)
4
,
pp. 531-544
Persistent link: https://www.econbiz.de/10011440949
Saved in:
8
The limits of granularity adjustments
Fermanian, Jean-David
- In:
Journal of banking & finance
45
(
2014
),
pp. 9-25
Persistent link: https://www.econbiz.de/10010466685
Saved in:
9
Double-sided Parisian option pricing
Anderluh, J. H. M.
;
Weide, Hans van der
- In:
Finance and stochastics
13
(
2009
)
2
,
pp. 205-238
Persistent link: https://www.econbiz.de/10003939511
Saved in:
10
Are consumption and government expenditures substitutes or complements? : Morishima elasticity estimates from the fournier flexible form
Fleissig, Adrian R.
;
Rossana, Robert J.
- In:
Economic inquiry : journal of the Western Economic …
41
(
2003
)
1
,
pp. 132-146
Persistent link: https://www.econbiz.de/10001738270
Saved in:
11
Fourier series method for measurement of multivariate volatilities
Malliavin, Paul
;
Mancino, Maria Elvira
- In:
Finance and stochastics
6
(
2002
)
1
,
pp. 49-61
Persistent link: https://www.econbiz.de/10001643748
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->