//--> //--> //-->
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
~subject:"Volatility"
~isPartOf:"Journal of mathematical finance"
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:"Nichtparametrische Statistik"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Statistical distribution
3
Statistische Verteilung
3
Volatilität
3
China
2
Estimation
2
Estimation theory
2
Option pricing theory
2
Optionspreistheorie
2
Schätztheorie
2
Schätzung
2
Activity Signature Function
1
Aktienmarkt
1
Asymptotic Minimaxity
1
Basket Options
1
Börsenkurs
1
Calibration
1
Chinese Repo Market
1
Cojump
1
Core
1
Derivat
1
Derivative
1
Derivative Pricing
1
Exchange Traded Fund
1
Experiment
1
Fejér-Type Kernel
1
Fourier Analysis
1
Geldmarkt
1
High-Frequency Data
1
Index derivative
1
Indexderivat
1
Interest Rate
1
Interest rate
1
Joint State Price Density
1
Kernel-Type Density Estimator
1
Local Stochastic Volatility
1
Mean Integrated Squared Error
1
Money market
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Abergel, Frédéric
1
Ensor, Katherine Bennett
1
Ginley, Matthew
1
Jiang, Tengfei
1
Li, Ying
1
Scott, David W.
1
Tachet des Combes, Rémy
1
Zaatour, Riadh
1
more ...
less ...
Published in...
All
Journal of mathematical finance
Journal of econometrics
40
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
SFB 649 discussion paper
12
Econometric reviews
11
Discussion paper / Tinbergen Institute
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Economics letters
7
Journal of empirical finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
CREATES research paper
6
Econometric theory
6
Economic modelling
6
Energy economics
6
Econometrics : open access journal
5
International journal of forecasting
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
CEMMAP working papers / Centre for Microdata Methods and Practice
4
Cambridge working papers in economics
4
Finance research letters
4
Journal of risk and financial management : JRFM
4
Tinbergen Institute research series
4
Working papers / Rutgers University, Department of Economics
4
CIE working paper series
3
Cambridge-INET working papers
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
ERID working paper
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economic Research Initiatives at Duke (ERID) Working Paper
3
Finance and stochastics
3
NBER Working Paper
3
Quantitative finance
3
The econometrics journal
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
The review of financial studies
3
Tools and techniques
3
Working paper / National Bureau of Economic Research, Inc.
3
Working papers / Federal Reserve Bank of Atlanta
3
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Nonparametric model calibration for derivatives
Abergel, Frédéric
;
Tachet des Combes, Rémy
;
Zaatour, …
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 571-596
Persistent link: https://www.econbiz.de/10011752333
Saved in:
2
Jumps in high-frequency data on the Chinese stock market
Li, Ying
;
Jiang, Tengfei
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 467-490
Persistent link: https://www.econbiz.de/10011674005
Saved in:
3
Simulation of leveraged ETF volatility using nonparametric density estimation
Ginley, Matthew
;
Scott, David W.
;
Ensor, Katherine Bennett
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 457-479
Persistent link: https://www.econbiz.de/10011440276
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->