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~subject:"Volatilität"
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Analysis of numerical errors
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Volatilität
Schätztheorie
40,701
Estimation theory
40,072
Theorie
33,853
Theory
33,044
Simulation
22,537
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19,658
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10,950
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10,787
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9,254
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6,468
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5,720
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5,698
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4,879
Optionspreistheorie
4,555
Option pricing theory
4,493
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4,454
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4,420
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4,306
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USA
3,700
Monte-Carlo-Simulation
3,620
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3,617
Monte Carlo simulation
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3,595
United States
3,559
Statistischer Fehler
3,537
Statistical error
3,388
Bayes-Statistik
3,043
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3,016
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2,939
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2,892
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2,838
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136
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McAleer, Michael
82
Koopman, Siem Jan
54
Asai, Manabu
50
Todorov, Viktor
41
Chan, Joshua
40
Chiarella, Carl
40
Cui, Zhenyu
37
Andersen, Torben
36
Escobar, Marcos
29
Gupta, Rangan
29
Tauchen, George Eugene
29
Härdle, Wolfgang
28
Lux, Thomas
28
Shephard, Neil G.
28
Hafner, Christian M.
27
Mumtaz, Haroon
27
Li, Jia
25
Lucas, André
25
Marcellino, Massimiliano
25
Clark, Todd E.
24
Linton, Oliver
24
Rodriguez, Gabriel
24
Yu, Jun
24
Barndorff-Nielsen, Ole E.
23
Bos, Charles S.
23
Benth, Fred Espen
22
Fouque, Jean-Pierre
22
Alòs, Elisa
21
Carriero, Andrea
21
Kumar, Dilip
21
Platen, Eckhard
21
Renault, Eric
21
Renò, Roberto
21
Jacquier, Antoine (Jack)
20
Kang, Boda
20
Takahashi, Akihiko
20
Diebold, Francis X.
19
Ghysels, Eric
19
Martin, Gael M.
19
Nguyen, Duy
19
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National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
5
Birkbeck College / Department of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Ekonomiska forskningsinstitutet <Stockholm>
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Nuffield College
3
Rodney L. White Center for Financial Research
3
University of Chicago / Graduate School of Business
3
Chambre de commerce et d'industrie de Paris
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Christian-Albrechts-Universität zu Kiel
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Econometrisch Instituut <Rotterdam>
2
Institut für Schweizerisches Bankwesen <Zürich>
2
International Center for Financial Asset Management and Engineering
2
University of British Columbia / Finance Division
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University of Canterbury / Dept. of Economics and Finance
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Erasmus Research Institute of Management
1
European University Institute / Department of Economics
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Federal Reserve Bank of Cleveland
1
Federal Reserve System / Board of Governors
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Gottfried Wilhelm Leibniz Universität Hannover
1
HFDF <1, 1995, Zürich>
1
HFDF <2, 1998, Zürich>
1
Institutt for Foretaksøkonomi <Bergen, Norwegen>
1
Internationaler Währungsfonds / Research Department
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
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National Centre of Competence in Research North South <Bern>
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University of Exeter / Department of Economics
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Universität Trier
1
Universität Ulm
1
Université de Montréal / Département de sciences économiques
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Journal of econometrics
213
International journal of theoretical and applied finance
156
Quantitative finance
125
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
106
Discussion paper / Tinbergen Institute
95
Finance research letters
84
Applied mathematical finance
76
Energy economics
74
Journal of empirical finance
70
Economics letters
69
Finance and stochastics
63
Economic modelling
61
Journal of financial econometrics : official journal of the Society for Financial Econometrics
60
Computational economics
59
Journal of economic dynamics & control
59
Econometric reviews
57
The North American journal of economics and finance : a journal of financial economics studies
57
The journal of computational finance
57
Journal of banking & finance
55
Mathematical finance : an international journal of mathematics, statistics and financial theory
55
International journal of forecasting
47
Journal of mathematical finance
46
The journal of futures markets
46
Working paper
45
Applied economics
44
Journal of forecasting
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
Annals of finance
40
European journal of operational research : EJOR
40
Risks : open access journal
40
International journal of financial engineering
37
CREATES research paper
36
Insurance / Mathematics & economics
36
International review of financial analysis
35
Journal of financial econometrics
35
Journal of risk and financial management : JRFM
35
Research paper series / Swiss Finance Institute
35
Econometrics : open access journal
32
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
29
Applied economics letters
28
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ECONIS (ZBW)
6,470
EconStor
83
USB Cologne (EcoSocSci)
3
USB Cologne (business full texts)
2
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1
Numerical analysis of volatility change point estimators for discretely sampled stochastic differential equations
Iacus, Stefano Maria
;
Yoshida, Nakahiro
- In:
Economic notes : economic review of Banca Monte dei …
39
(
2010
)
1/2
,
pp. 107-127
Persistent link: https://www.econbiz.de/10008826253
Saved in:
2
Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models
Zhou, Xiaocong
;
Nakajima, Jouchi
;
West, Mike
- In:
International journal of forecasting
30
(
2014
)
4
,
pp. 963-980
Persistent link: https://www.econbiz.de/10010517774
Saved in:
3
Realized volatility forecasting : Robustness to measurement errors
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 44-57
Persistent link: https://www.econbiz.de/10012692572
Saved in:
4
Estimation of long memory in integrated variance
Rossi, Eduardo
;
Santucci de Magistris, Paolo
- In:
Econometric reviews
33
(
2014
)
7
,
pp. 785-814
Persistent link: https://www.econbiz.de/10010363876
Saved in:
5
Measurement errors and monetary policy : then and now
Amir Ahmadi, Pooyan
;
Matthes, Christian
;
Wang, Mu-Chun
- In:
Journal of economic dynamics & control
79
(
2017
),
pp. 66-78
Persistent link: https://www.econbiz.de/10011817602
Saved in:
6
Estimating diffusion models of stochastic volatility
Engle, Robert F.
;
Lee, Gary G. J.
-
1995
Persistent link: https://www.econbiz.de/10000930719
Saved in:
7
Estimation of the stochastic volatility by Markov Chain Monte Carlo
Boscher, Hans
- In:
Econometrics in theory and practice : Festschrift for …
,
(pp. 189-203)
.
1998
Persistent link: https://www.econbiz.de/10001301445
Saved in:
8
Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
-
2004
Persistent link: https://www.econbiz.de/10002479501
Saved in:
9
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
10
Markov-Chain Approximation and Estimation of Nonlinear, Non-Gaussian State Space Models
Farmer, Leland
-
2014
accuracy
and computational efficiency for empirically relevant sample sizes. This finding has important implications for the …
Persistent link: https://www.econbiz.de/10013048908
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