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:"Option pricing 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
Nonparametric Risk Management...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Theorie
431
Theory
423
Schätztheorie
191
Estimation theory
190
Nichtparametrisches Verfahren
142
Nonparametric statistics
137
Schätzung
122
Estimation
120
Volatilität
119
Zeitreihenanalyse
114
Regressionsanalyse
113
Regression analysis
109
Time series analysis
109
Optionspreistheorie
108
Statistik
104
Volatility
96
Wirtschaft
96
Forecasting model
83
Prognoseverfahren
83
Deutschland
81
Germany
80
Börsenkurs
63
Risikomanagement
62
Share price
62
China
59
Risikomaß
54
Risk measure
54
Portfolio selection
53
Portfolio-Management
53
Statistische Verteilung
51
Risiko
50
Risk
50
Statistical distribution
50
Virtual currency
42
Virtuelle Währung
42
Derivat
39
Derivative
39
Factor analysis
39
Statistical theory
39
more ...
less ...
Online availability
All
Free
55
Undetermined
7
CC license
1
Type of publication
All
Book / Working Paper
66
Article
23
Type of publication (narrower categories)
All
Arbeitspapier
36
Working Paper
36
Graue Literatur
29
Non-commercial literature
29
Article in journal
17
Aufsatz in Zeitschrift
17
Lehrbuch
10
Textbook
9
Aufsatz im Buch
4
Book section
4
Bibliografie enthalten
2
Bibliography included
2
Einführung
1
Elektronischer Datenträger
1
more ...
less ...
Language
All
English
86
German
3
Author
All
Härdle, Wolfgang
88
López Cabrera, Brenda
16
Hafner, Christian M.
11
Borak, Szymon
8
Detlefsen, Kai
8
Franke, Jürgen
8
Osipenko, Maria
7
Fengler, Matthias R.
6
Schmidt, Peter
5
Wang, Weining
5
Ritter, Matthias
4
Belomestny, Denis
3
Fengler, Matthias
3
Grith, Maria
3
Hlávka, Zdeněk
3
Mammen, Enno
3
Okhrin, Yarema
3
Packham, Natalie
3
Yatchew, Adonis John
3
Zheng, Jun
3
Benth, Fred Espen
2
Burda, Michael C.
2
Ma, Shujie
2
Matic, Jovanka Lili
2
Mysickova, Alena
2
Müller, Marlene
2
Nagy, Odett
2
Okhrin, Ostap
2
Saef, Danial
2
Schienle, Melanie
2
Sizov, Sergej
2
Teng, Huei-Wen
2
Werwatz, Axel
2
Winkel, Julian
2
Benko, Michal
1
Chen, Cathy Y. H.
1
Chen, Ying
1
Choroś-Tomczyk, Barbara
1
Giacomini, Enzo
1
Han, Qian
1
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Published in...
All
SFB 649 discussion paper
22
Discussion papers of interdisciplinary research project 373
7
Universitext
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Applied quantitative finance : theory and computational tools
2
IRTG 1792 discussion paper
2
Journal of econometrics
2
Journal of empirical finance
2
The Oxford handbook of the macroeconomics of global warming
2
Applied mathematical finance
1
Applied quantitative finance
1
CORE discussion paper : DP
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Finance and stochastics
1
Insurance / Mathematics & economics
1
International Journal of Financial Studies : open access journal
1
International journal of theoretical and applied finance
1
Journal of applied econometrics
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Review of derivatives research
1
Risks : open access journal
1
SFB
1
SFB 649 Discussion Paper 2005-011
1
SFB 649 Discussion Paper 2005-012
1
SFB 649 Discussion Paper 2005-020
1
SFB 649 Discussion Paper 2005-021
1
SFB 649 Discussion Paper 2005-022
1
SFB 649 Discussion Paper 2006-001
1
SFB 649 Discussion Paper 2006-002
1
SFB 649 Discussion Paper 2008-038
1
SFB 649 Discussion Paper 2008-044
1
SFB 649 Discussion Paper 2009-001
1
SFB 649 Discussion Paper 2009-046
1
SFB 649 Discussion Paper 2010-003
1
SFB 649 Discussion Paper 2011-013
1
SFB 649 Discussion Paper 2012-027
1
SFB 649 Discussion Paper 2013-026
1
SFB 649 Discussion Paper 2017-005
1
Statistical tools for finance and insurance
1
more ...
less ...
Source
All
ECONIS (ZBW)
89
Showing
1
-
10
of
89
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting the term structure of option implied volatility : the power of an adaptive method
Chen, Ying
;
Han, Qian
;
Niu, Linlin
- In:
Journal of empirical finance
49
(
2018
),
pp. 157-177
Persistent link: https://www.econbiz.de/10012117736
Saved in:
2
Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang
;
Hafner, Christian M.
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 189-207
Persistent link: https://www.econbiz.de/10001486714
Saved in:
3
Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang
-
1997
Persistent link: https://www.econbiz.de/10000971105
Saved in:
4
Semiparametric analysis of German East-West migration intentions : facts and theory
Burda, Michael C.
;
Härdle, Wolfgang
;
Müller, Marlene
; …
- In:
Journal of applied econometrics
13
(
1998
)
5
,
pp. 525-541
Persistent link: https://www.econbiz.de/10001250503
Saved in:
5
Einführung in die Statistik der Finanzmärkte
Franke, Jürgen
;
Härdle, Wolfgang
;
Hafner, Christian M.
-
2001
Persistent link: https://www.econbiz.de/10001599509
Saved in:
6
Common factors governing VDAX movements and the maximum loss
Härdle, Wolfgang
;
Schmidt, Peter
-
2000
Persistent link: https://www.econbiz.de/10001555314
Saved in:
7
Einführung in die Statistik der Finanzmärkte
Franke, Jürgen
;
Härdle, Wolfgang
-
2004
-
2. Aufl.
Persistent link: https://www.econbiz.de/10001786475
Saved in:
8
The analysis of implied volatilites
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Schmidt, Peter
-
2001
Persistent link: https://www.econbiz.de/10001631320
Saved in:
9
The analysis of implied volatilities
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Schmidt, Peter
- In:
Applied quantitative finance : theory and computational …
,
(pp. 127-144)
.
2002
Persistent link: https://www.econbiz.de/10001749982
Saved in:
10
How precise are price distributions predicted by implied binomial trees?
Härdle, Wolfgang
;
Zheng, Jun
- In:
Applied quantitative finance : theory and computational …
,
(pp. 145-170)
.
2002
Persistent link: https://www.econbiz.de/10001749985
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
