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Estimation
Optionspreistheorie
711
Option pricing theory
690
option pricing
688
Option pricing
634
Stochastischer Prozess
425
Stochastic process
417
Volatilität
312
Volatility
306
Optionsgeschäft
258
Option trading
254
Lévy processes
236
Derivative
167
Derivat
166
Option Pricing
164
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141
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140
stochastic volatility
94
Theorie
77
Statistische Verteilung
76
Statistical distribution
74
Stochastic volatility
71
Monte Carlo simulation
69
CAPM
64
Archimedean copula
63
Markov chain
62
Markov-Kette
59
Portfolio-Management
58
Hedging
57
Portfolio selection
57
Schätztheorie
56
Monte-Carlo-Simulation
55
Estimation theory
53
Risk
53
Risiko
52
Theory
52
ARCH-Modell
47
Schätzung
46
ARCH model
44
Börsenkurs
43
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English
42
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D'Addona, Stefano
2
Farkas, Walter
2
Gourier, Elise
2
Huitema, Robert
2
Lilla, Francesca
2
Marinelli, Carlo
2
Necula, Ciprian
2
Sanfelici, Simona
2
Viens, Frederi
2
Ahmad, Akhlaque
1
Alitab, Dario
1
Almeida, Caio
1
Almeida, Thiago Ramos
1
Andersen, Torben
1
Ardison, Kym
1
Asai, Manabu
1
Azevedo, Rafael
1
Baldovin, Fulvio
1
Ballestra, Luca Vincenzo
1
Bams, Dennis
1
Baños, David
1
Bennedsen, Mikkel
1
Bhat, Harish S.
1
Blanchard, Gildas
1
Bormetti, Giacomo
1
Borovkova, Svetlana
1
Bølviken, Erik
1
Caporin, Massimiliano
1
Caraglio, Michele
1
Carrasco, Marine
1
Chavas, Jean-Paul
1
Chen, Hui
1
Chi, Yeguang
1
Chronopoulou, Alexandra
1
Corsi, Fulvio
1
Cuesdeanu, Horatio
1
D'Innocenzo, Enzo
1
Dalderop, Jeroen
1
Didisheim, Antoine
1
Duan, Jin-Chuan
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European journal of operational research : EJOR
3
Annals of Finance
2
Finance research letters
2
Journal of econometrics
2
Journal of financial econometrics
2
The journal of futures markets
2
Annals of finance
1
Cahiers de recherches économiques
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Discussion paper / Tinbergen Institute
1
Economics letters
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
Finance and stochastics
1
Global economic review
1
International Journal of Financial Studies : open access journal
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of commodity markets : JCM
1
Journal of econometric methods
1
Journal of empirical finance
1
Journal of financial economics
1
Journal of risk and financial management : JRFM
1
LSF research working paper series
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mu̐helytanulmányok / Magyar Tudományos Akadémia, Közgazdaságtudományi Intézet
1
Research bulletin / The Institute of Cost Accountants of India
1
Research in international business and finance
1
Research paper series / Swiss Finance Institute
1
Review of derivatives research
1
Revista Brasileira de Finanças : RBFin
1
Scandinavian actuarial journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Temi di discussione / Banca d'Italia
1
The journal of asset management
1
The journal of risk model validation
1
The quarterly journal of finance
1
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ECONIS (ZBW)
42
RePEc
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1
Risk-neutral densities : advanced methods of estimating nonnormal options underlying asset prices and returns
Santos, André
;
Guerra, João
- In:
The journal of risk model validation
14
(
2020
)
2
,
pp. 41-64
Persistent link: https://www.econbiz.de/10014335959
Saved in:
2
Competing risks copula models for unemployment duration : an application to a German Hartz reform
Lo, Simon M. S.
;
Stephan, Gesine
;
Wilke, Ralf A.
- In:
Journal of econometric methods
6
(
2017
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011944847
Saved in:
3
Modeling and estimation of stochastic transition rates in life insurance with regime switching based on generalized Cox processes
Baños, David
;
Bølviken, Erik
;
Duedahl, Sindre
; …
- In:
Scandinavian actuarial journal
2020
(
2020
)
1
,
pp. 44-83
Persistent link: https://www.econbiz.de/10012195019
Saved in:
4
Symposium on stochastic volatility: an introductory overview
Viens, Frederi
- In:
Annals of Finance
8
(
2012
)
2
,
pp. 151-157
Persistent link: https://www.econbiz.de/10010866514
Saved in:
5
Estimation and pricing under long-memory stochastic volatility
Chronopoulou, Alexandra
;
Viens, Frederi
- In:
Annals of Finance
8
(
2012
)
2
,
pp. 379-403
Persistent link: https://www.econbiz.de/10010866531
Saved in:
6
Volatility model applications in China's SSE50 options market
Chi, Yeguang
;
Hao, Wenyan
;
Zhang, Yifei
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1704-1720
Persistent link: https://www.econbiz.de/10013465807
Saved in:
7
Deep structural estimation: with an application to option pricing
Chen, Hui
;
Didisheim, Antoine
;
Scheidegger, Simon
-
2021
Persistent link: https://www.econbiz.de/10012819482
Saved in:
8
The volatility premium
Eraker, Bjørn
- In:
The quarterly journal of finance
11
(
2021
)
3
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012819501
Saved in:
9
Leverage and feedback effects on multifactor wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724148
Saved in:
10
Assessing the quality of volatility estimators via option pricing
Sanfelici, Simona
;
Uboldi, Adamo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
2
,
pp. 103-124
Persistent link: https://www.econbiz.de/10010347332
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