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~subject:"Nichtparametrisches Verfahren"
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Nichtparametrisches Verfahren
Volatility
38
Volatilität
36
Theorie
35
Theory
34
Stochastic process
22
Stochastischer Prozess
22
Börsenkurs
18
Share price
18
Capital income
16
Kapitaleinkommen
16
Estimation theory
14
Schätztheorie
14
Nonparametric statistics
12
Estimation
10
Forecasting model
10
Prognoseverfahren
10
Schätzung
10
Option pricing theory
9
Optionspreistheorie
9
Time series analysis
9
Zeitreihenanalyse
9
Italien
8
Statistische Verteilung
8
Italy
7
Market microstructure
7
Marktmikrostruktur
7
Statistical distribution
7
Zinsstruktur
7
Liquidity
6
Portfolio selection
6
Portfolio-Management
6
Yield curve
6
ARCH model
5
ARCH-Modell
5
CAPM
5
Electricity price
5
Liquidität
5
Option trading
5
Optionsgeschäft
5
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2
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Article
6
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4
Graue Literatur
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4
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English
12
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Renò, Roberto
12
Pirino, Davide
3
Bandi, Federico M.
2
Roma, Antonio
2
Schaefer, Stephen M.
2
Christensen, Kim
1
Mancini, Cecilia
1
Oomen, Roel
1
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Quaderni del Dipartimento di Economia Politica / Università degli Studi di Siena
3
Econometric theory
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economics letters
1
Global COE Hi-Stat discussion paper series
1
International journal of theoretical and applied finance
1
Journal of econometrics
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ECONIS (ZBW)
12
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1
Nonparametric estimation of the diffusion coefficient via Fourier analysis, with application to short rate modeling
Renò, Roberto
-
2004
Persistent link: https://www.econbiz.de/10003023757
Saved in:
2
Nonparametric estimation of stochastic volatility models
Renò, Roberto
- In:
Economics letters
90
(
2006
)
3
,
pp. 390-395
Persistent link: https://www.econbiz.de/10003295287
Saved in:
3
Nonparametric estimation of the diffusion coefficient of stochastic volatility models
Renò, Roberto
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1174-1206
Persistent link: https://www.econbiz.de/10003748738
Saved in:
4
Nonparametric estimation in models with Lévy type jumps and stochastic volatility
Mancini, Cecilia
;
Renò, Roberto
-
2005
Persistent link: https://www.econbiz.de/10003320049
Saved in:
5
A comparison of alternative nonparametric estimators of the short rate diffusion coefficient
Renò, Roberto
;
Roma, Antonio
;
Schaefer, Stephen M.
-
2004
Persistent link: https://www.econbiz.de/10003024057
Saved in:
6
Electricity prices : a nonparametric approach
Pirino, Davide
;
Renò, Roberto
- In:
International journal of theoretical and applied finance
13
(
2010
)
2
,
pp. 285-299
Persistent link: https://www.econbiz.de/10008860393
Saved in:
7
A comparison of alternative non-parametric estimators of the short rate diffusion coeffcient
Renò, Roberto
;
Roma, Antonio
;
Schaefer, Stephen M.
- In:
Economic notes : economic review of Banca Monte dei …
35
(
2006
)
3
,
pp. 227-252
Persistent link: https://www.econbiz.de/10003429767
Saved in:
8
Nonparametric stochastic volatility
Bandi, Federico M.
;
Renò, Roberto
-
2009
Persistent link: https://www.econbiz.de/10003854417
Saved in:
9
Nonparametric stochastic volatility
Bandi, Federico M.
;
Renò, Roberto
- In:
Econometric theory
34
(
2018
)
6
,
pp. 1207-1255
Persistent link: https://www.econbiz.de/10012038046
Saved in:
10
The drift burst hypothesis
Christensen, Kim
;
Oomen, Roel
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 461-497
Persistent link: https://www.econbiz.de/10013442150
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