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Estimation theory
Stochastischer Prozess
19,291
Stochastic process
19,117
Theory
12,003
Theorie
12,001
Public finance
6,658
Öffentliche Finanzen
6,653
Finance
5,988
Volatility
4,229
Volatilität
4,208
Optionspreistheorie
3,760
Option pricing theory
3,753
Mathematical programming
2,685
Mathematische Optimierung
2,685
finance
2,196
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2,107
Portfolio selection
2,089
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2,088
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2,064
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1,801
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1,800
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1,693
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1,672
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1,660
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1,386
Markov chain
1,368
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1,367
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1,340
Öffentlicher Haushalt
1,039
Public budget
989
Econophysics
987
United States
973
USA
964
Option trading
906
Optionsgeschäft
906
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903
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902
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902
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899
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1,684
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11
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1
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Phillips, Peter C. B.
27
Koopman, Siem Jan
20
Takahashi, Akihiko
16
Tauchen, George Eugene
15
Todorov, Viktor
14
Tsionas, Efthymios G.
14
McAleer, Michael
12
Lieberman, Offer
11
Chan, Joshua
10
Linton, Oliver
10
Lucas, André
10
Park, Joon Y.
10
Reiß, Markus
10
Yu, Jun
10
Gao, Jiti
9
Iacus, Stefano Maria
9
Li, Jia
9
Spokojnyj, Vladimir G.
9
Blasques, Francisco
8
Cui, Zhenyu
8
Fu, Michael
8
Greene, William
8
Kristensen, Dennis
8
Küchler, Uwe
8
Parmeter, Christopher F.
8
Yamada, Toshihiro
8
Dong, Chaohua
7
Dufour, Jean-Marie
7
Hafner, Christian M.
7
Ortega, Juan-Pablo
7
Ruiz, Esther
7
Arvanitis, Stelios
6
Asai, Manabu
6
Aït-Sahalia, Yacine
6
Bos, Charles S.
6
Carriero, Andrea
6
Clark, Todd E.
6
Filipović, Damir
6
Gospodinov, Nikolaj
6
Gouriéroux, Christian
6
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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National Bureau of Economic Research
6
Federal Reserve System / Division of Research and Statistics
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University of Exeter / Department of Economics
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Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
Centre for Analytical Finance <Århus>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Cowles Commission for Research in Economics
1
European Commission / Statistical Office of the European Communities
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Cleveland
1
HAL
1
Kouch, Richard, Banking & Finance, Australian School of Business, UNSW
1
Rodney L. White Center for Financial Research
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
State University of New York at Albany / Department of Economics
1
Symposium on Operations Research <24, 1999, Magdeburg>
1
University of Chicago / Graduate School of Business
1
University of Essex / Department of Economics
1
Universität Ulm
1
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Journal of econometrics
112
European journal of operational research : EJOR
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
Economics letters
36
Discussion paper / Tinbergen Institute
28
Econometric reviews
28
Mathematics of operations research
23
CREATES research paper
22
Econometrics : open access journal
18
Quantitative finance
17
Computational economics
16
Journal of empirical finance
16
Operations research
16
Cowles Foundation discussion paper
15
Discussion papers of interdisciplinary research project 373
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Econometric theory
14
International journal of theoretical and applied finance
14
SFB 649 discussion paper
14
The journal of computational finance
14
Insurance / Mathematics & economics
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Risks : open access journal
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Finance and stochastics
12
Quantitative economics : QE ; journal of the Econometric Society
12
Economic modelling
11
Journal of productivity analysis
11
Operations research letters
11
The econometrics journal
10
Working paper
10
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
9
Journal of risk and financial management : JRFM
9
Research paper series / Swiss Finance Institute
9
Série des documents de travail
9
Working paper / Department of Econometrics and Business Statistics, Monash University
9
Journal of mathematical finance
8
Journal of the American Statistical Association : JASA
8
Asia-Pacific financial markets
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
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ECONIS (ZBW)
1,691
BASE
3
RePEc
1
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1
Non-Gaussian GARCH option pricing models and their diffusion limits
Badescu, Alexandru
;
Elliott, Robert J.
;
Ortega, Juan-Pablo
- In:
European journal of operational research : EJOR
247
(
2015
)
3
,
pp. 820-830
Persistent link: https://www.econbiz.de/10011386309
Saved in:
2
Assessing the impact of jumps in an option pricing model : a gradient estimation approach
Volk-Makarewicz, Warren
;
Borovkova, Svetlana
; …
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 740-751
Persistent link: https://www.econbiz.de/10013206895
Saved in:
3
Estimating Volatility of German Dax From Econometric and
Econophysics
Perspectives
Pulickal, Jose Paul
-
2020
Econophysics
methods is also helpful for the same. Understanding a better model of the forecast is what investors are looking …
Persistent link: https://www.econbiz.de/10012829626
Saved in:
4
Gravity modeling in social science : the case of the commuting phenomenon in Greece
Tsiotas, Dimitrios
;
Aspridēs, Geōrgios M.
; …
- In:
Evolutionary and institutional economics review
16
(
2019
)
1
,
pp. 139-158
Persistent link: https://www.econbiz.de/10012034588
Saved in:
5
Power law in tails of bourse volatility : evidence from India
Ghosh, Bikramaditya
;
Krishna, M. C.
- In:
Investment management and financial innovations
16
(
2019
)
1
,
pp. 291-298
Persistent link: https://www.econbiz.de/10012056170
Saved in:
6
Kernel convergence estimates for diffusions with continuous coefficients
Albanese, Claudio
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 979-1004
Persistent link: https://www.econbiz.de/10009407684
Saved in:
7
Adaptive stochastic risk estimation of firm operating profit
Akca, Ahmet
;
Çanakoğlu, Ethem
- In:
Journal of industrial and business economics
48
(
2021
)
3
,
pp. 463-504
Persistent link: https://www.econbiz.de/10012621417
Saved in:
8
Versatile sequential sampling algorithm using Kernel Density Estimation
Roy, Pamphile T.
;
Jofre, Lluís
;
Jouhaud, Jean-Christophe
; …
- In:
European journal of operational research : EJOR
284
(
2020
)
1
,
pp. 201-211
Persistent link: https://www.econbiz.de/10012238645
Saved in:
9
A path-integral approximation for non-linear diffusions
Capriotti, Luca
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10012194852
Saved in:
10
Estimating stochastic volatility : the rough side to equityreturns
Haynes, Jonathan
;
Schmitt, Daniel
;
Grimm, Lukas
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 449-469
Persistent link: https://www.econbiz.de/10012127236
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