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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~subject:"Schätzung"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
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Bootstrap approach
Schätzung
Volatilität
Zeitreihenanalyse
Estimation theory
8
Schätztheorie
8
Time series analysis
5
Volatility
5
Estimation
3
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
2
Stochastischer Prozess
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(Powers of) volatility estimation
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Black-Scholes model
1
Black-Scholes-Modell
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Central limit theorem
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Correctionsto the Black-Scholes type models
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Derivat
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Derivative
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Einkommensverteilung
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Exponential drift
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Fourier analysis
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Fourier methods
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Gini coefficient
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Gini's cograduation index
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English
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Mancino, Maria Elvira
2
Albano, Giuseppina
1
Albeverio, Sergio
1
Alòs, Elisa
1
Cacace, Filippo
1
Cifarelli, D. Michele
1
Cordoni, Francesco
1
Di Persio, Luca
1
Germani, Alfredo
1
Jacod, Jean
1
Livieri, Giulia
1
Marmi, Stefano
1
Papi, Marco
1
Pellegrini, Gregorio
1
Perna, Cira
1
Rocca, Michele la
1
Severino, Federico
1
Wang, Tai-Ho
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Decisions in economics and finance : DEF ; a journal of applied mathematics
Journal of econometrics
327
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
115
Economics letters
113
Econometric reviews
91
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
69
International journal of forecasting
52
Econometric theory
47
Economic modelling
40
Journal of time series econometrics
39
Computational economics
37
The econometrics journal
36
Applied economics letters
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
Discussion papers / CEPR
29
Finance research letters
29
Applied economics
22
Discussion paper / Centre for Economic Policy Research
21
Empirical economics : a quarterly journal of the Institute for Advanced Studies
21
European journal of operational research : EJOR
21
Journal of financial econometrics
21
Journal of quantitative economics
20
Journal of empirical finance
19
Journal of forecasting
19
Energy economics
18
The North American journal of economics and finance : a journal of financial economics studies
18
Journal of banking & finance
17
Quantitative finance
17
Insurance / Mathematics & economics
16
Journal of risk
14
Journal of applied econometrics
12
Working paper / National Bureau of Economic Research, Inc.
11
Essays in honor of Joon Y. Park : econometric theory
10
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Journal of econometric methods
10
Journal of economic dynamics & control
10
Regional science & urban economics
10
Theoretical economics letters
10
Robustness in econometrics
9
International journal of economics and finance
8
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1
Small sample properties of ML estimator in Vasicek and CIR models : a simulation experiment
Albano, Giuseppina
;
Rocca, Michele la
;
Perna, Cira
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 5-19
Persistent link: https://www.econbiz.de/10012065150
Saved in:
2
Volatility and volatility-linked derivatives : estimation,modeling, and pricing
Alòs, Elisa
;
Mancino, Maria Elvira
;
Wang, Tai-Ho
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 321-349
Persistent link: https://www.econbiz.de/10012127219
Saved in:
3
Estimation of volatility in a high-frequency setting : a short review
Jacod, Jean
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 351-385
Persistent link: https://www.econbiz.de/10012127222
Saved in:
4
Asymptotic results for the Fourier estimator of the integrated quarticity
Livieri, Giulia
;
Mancino, Maria Elvira
;
Marmi, Stefano
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 471-502
Persistent link: https://www.econbiz.de/10012127239
Saved in:
5
On parameter estimation of Heston's stochastic volatilitymodel : a polynomial filtering method
Cacace, Filippo
;
Germani, Alfredo
;
Papi, Marco
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 503-525
Persistent link: https://www.econbiz.de/10012127257
Saved in:
6
Asymptotic expansion for some local volatility models arising in finance
Albeverio, Sergio
;
Cordoni, Francesco
;
Di Persio, Luca
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 527-573
Persistent link: https://www.econbiz.de/10012127266
Saved in:
7
Estimation of the regression slope by means of Gini's cograduation index
Cifarelli, D. Michele
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
2
,
pp. 113-142
Persistent link: https://www.econbiz.de/10011642412
Saved in:
8
Isometric operators on Hilbert spaces and Wold decomposition of stationary times series
Severino, Federico
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
2
,
pp. 203-234
Persistent link: https://www.econbiz.de/10011642454
Saved in:
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