//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Estimation 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
A simple trinomial lattice app...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
Theorie
19,968
Stochastischer Prozess
19,617
Theory
19,510
Stochastic process
19,170
Optionspreistheorie
15,661
Option pricing theory
15,200
Statistische Verteilung
8,866
Statistical distribution
8,655
Anleihe
8,212
Bond
7,938
Volatilität
7,420
Volatility
7,302
Portfolio-Management
4,919
Portfolio selection
4,887
Optionsgeschäft
4,163
Option trading
4,142
Schätzung
3,755
Schätztheorie
3,724
Estimation
3,676
Derivat
3,325
Derivative
3,320
Risiko
3,126
Risk
3,109
Kapitaleinkommen
3,096
Capital income
3,087
Zinsstruktur
3,047
Yield curve
3,018
Mathematische Optimierung
2,933
Mathematical programming
2,917
Zeitreihenanalyse
2,538
Börsenkurs
2,473
Time series analysis
2,473
Prognoseverfahren
2,448
Share price
2,424
Forecasting model
2,410
CAPM
2,404
USA
2,293
United States
2,202
Öffentliche Anleihe
2,190
more ...
less ...
Online availability
All
Free
1,505
Undetermined
1,080
CC license
121
Type of publication
All
Article
2,055
Book / Working Paper
1,617
Type of publication (narrower categories)
All
Article in journal
1,916
Aufsatz in Zeitschrift
1,916
Arbeitspapier
800
Working Paper
800
Graue Literatur
769
Non-commercial literature
769
Aufsatz im Buch
103
Book section
103
Hochschulschrift
49
Thesis
33
Collection of articles written by one author
13
Sammlung
13
Collection of articles of several authors
12
Sammelwerk
12
Conference paper
11
Konferenzbeitrag
11
Amtsdruckschrift
9
Forschungsbericht
9
Government document
9
Aufsatzsammlung
7
Lehrbuch
6
Bibliografie enthalten
5
Bibliography included
5
Textbook
5
Aufgabensammlung
4
Konferenzschrift
4
Conference proceedings
3
Handbook
3
Handbuch
3
Mikroform
3
Systematic review
3
Übersichtsarbeit
3
Einführung
2
Mehrbändiges Werk
1
Multi-volume publication
1
Nachschlagewerk
1
Reference book
1
more ...
less ...
Language
All
English
3,645
German
24
French
5
Author
All
Phillips, Peter C. B.
51
Lucas, André
24
Härdle, Wolfgang
23
Koopman, Siem Jan
23
Linton, Oliver
22
Einmahl, John H. J.
21
Yu, Jun
17
McAleer, Michael
16
Takahashi, Akihiko
16
Todorov, Viktor
16
Tauchen, George Eugene
15
Tsionas, Efthymios G.
15
Cui, Zhenyu
14
Chen, Xiaohong
13
Iacus, Stefano Maria
13
Stupfler, Gilles
13
Gao, Jiti
12
Lieberman, Offer
12
Park, Joon Y.
12
Parmeter, Christopher F.
12
Blasques, Francisco
11
Daouia, Abdelaati
11
Lee, Cheng F.
11
Reiß, Markus
11
Sentana, Enrique
11
Swanson, Norman R.
11
Wu, Ximing
11
Aït-Sahalia, Yacine
10
Chan, Joshua
10
Clark, Todd E.
10
Dufour, Jean-Marie
10
Hafner, Christian M.
10
Horrace, William C.
10
Li, Jia
10
Marcellino, Massimiliano
10
Nielsen, Jens Perch
10
Segers, Johan
10
Stentoft, Lars
10
Yamada, Toshihiro
10
Zakoïan, Jean-Michel
10
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
32
National Bureau of Economic Research
12
Centre for Analytical Finance <Århus>
4
Center for Economic Research <Tilburg>
3
University of California, San Diego / Department of Economics
3
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
2
European Commission / Joint Research Centre
2
European Commission / Statistical Office of the European Communities
2
European University Institute / Department of Economics
2
Federal Reserve System / Division of Research and Statistics
2
University of Exeter / Department of Economics
2
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Birkbeck College / Department of Economics
1
Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
City University / Centre for Personnel Research and Enterprise Development
1
Cowles Commission for Research in Economics
1
Econometrisch Instituut <Rotterdam>
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
European Central Bank
1
European Stability Mechanism
1
Federal Reserve Bank of Cleveland
1
Institut National de Statistique <Brüssel>
1
International Center for Financial Asset Management and Engineering
1
Katholieke Hogeschool
1
Leonard N. Stern School of Business / Information Systems Department
1
London School of Economics and Political Science
1
New York University / Mathematical Finance Seminar
1
New York University Mathematical Finance Seminar
1
Nuffield College
1
Oxford Financial Research Centre
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
Trinity College Dublin / Department of Economics
1
Umeå Universitet / Institutionen för Nationalekonomi
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Chicago / Graduate School of Business
1
University of Essex / Department of Economics
1
more ...
less ...
Published in...
All
Journal of econometrics
198
Insurance / Mathematics & economics
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Discussion paper / Tinbergen Institute
64
Economics letters
61
Econometric reviews
50
European journal of operational research : EJOR
49
Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland
47
Econometric theory
41
Econometrics : open access journal
35
Discussion papers of interdisciplinary research project 373
32
The econometrics journal
32
Risks : open access journal
31
Computational economics
30
Quantitative finance
30
Discussion paper / Center for Economic Research, Tilburg University
29
CREATES research paper
28
Journal of the American Statistical Association : JASA
28
Cowles Foundation discussion paper
26
SFB 649 discussion paper
26
Mathematics of operations research
25
Finance research letters
24
Journal of empirical finance
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
International journal of theoretical and applied finance
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Working papers / TSE : WP
21
Journal of banking & finance
20
Working paper
20
CEMMAP working papers / Centre for Microdata Methods and Practice
19
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
19
International journal of forecasting
19
Operations research
19
The journal of computational finance
18
Finance and stochastics
17
Journal of mathematical finance
17
Journal of risk and financial management : JRFM
17
Operations research letters
17
Quantitative economics : QE ; journal of the Econometric Society
17
Working paper / Department of Econometrics and Business Statistics, Monash University
17
more ...
less ...
Source
All
ECONIS (ZBW)
3,672
Showing
1
-
10
of
3,672
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The pricing of credit derivatives and estimation of default probability
Zhou, Hanghang
;
Zhao, Dianli
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 243-248
Persistent link: https://www.econbiz.de/10011438503
Saved in:
2
Switching to nonaffine stochastic volatility : a closed-form expansion for the inverse gamma model
Langrené, Nicolas
;
Lee, Geoffrey
;
Zhu, Zili
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011525109
Saved in:
3
Explicit form of approximate transition probability density functions of diffusion processes
Choi, Seungmoon
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 57-73
Persistent link: https://www.econbiz.de/10011498739
Saved in:
4
Nonparametric estimation of risk-neutral distribution via the empirical Esscher transform
Pereira, Manoel
;
Veiga, Alvaro
- In:
Revista Brasileira de Finanças : RBFin
15
(
2017
)
2
,
pp. 167-195
Persistent link: https://www.econbiz.de/10011896819
Saved in:
5
A new improvement scheme for approximation methods of probability density functions
Takahashi, Akihiko
;
Tsuzuki, Yukihiro
- In:
The journal of computational finance
19
(
2016
)
4
,
pp. 73-94
Persistent link: https://www.econbiz.de/10011603189
Saved in:
6
Estimating the tail shape parameter from option prices
Hamidieh, Kam
- In:
Journal of risk
19
(
2017
)
6
,
pp. 85-110
Persistent link: https://www.econbiz.de/10011799166
Saved in:
7
Asymptotic expansion for term structures of defaultable bonds with non-Gaussian dependent innovations
Miura, Masakazu
;
Tamaki, Kenichiro
;
Shiohama, Takayuki
- In:
Asia-Pacific financial markets
20
(
2013
)
4
,
pp. 311-344
Persistent link: https://www.econbiz.de/10010345916
Saved in:
8
Term structure modelling with quadratic CARMA processes
Tong, Zhigang
- In:
International journal of bonds and derivatives
2
(
2016
)
4
,
pp. 285-303
Persistent link: https://www.econbiz.de/10011807493
Saved in:
9
Bond
and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
10
The empirical performance of option based densities of foreign exchange
Craig, Ben R.
;
Keller, Joachim G.
-
2002
Persistent link: https://www.econbiz.de/10001650407
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->