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subject:"Bootstrap approach"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Quantitative finance"
~source:"econis"
~subject:"Derivat"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Derivat
Statistical distribution
Estimation theory
57
Schätztheorie
57
Estimation
22
Schätzung
22
Volatility
18
Volatilität
18
Portfolio selection
17
Portfolio-Management
17
Forecasting model
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Option pricing theory
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Canabarro, Askery
1
Capriotti, Luca
1
Chen, Wilson Ye
1
Chi, Xie
1
Chu, Chih-Kang
1
Escobar, Marcos
1
Favreau, Charles
1
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Glasserman, Paul
1
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1
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1
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1
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1
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1
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1
Podobnik, Boris
1
Polak, Pawel
1
Rastegari, Javad
1
Sbrana, Giacomo
1
Schlütter, Sebastian
1
Shelton, Austin
1
Sisson, Scott A.
1
Stanley, H. Eugene
1
Stentoft, Lars
1
Stoikov, Sasha
1
Walker, Patrick S.
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Wang, Gang-Jin
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Journal of banking & finance
Quantitative finance
Journal of econometrics
87
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Econometric reviews
29
Insurance / Mathematics & economics
29
Economics letters
24
The econometrics journal
15
European journal of operational research : EJOR
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Econometric theory
11
International journal of forecasting
11
Computational economics
10
Finance research letters
10
Journal of financial econometrics
10
Applied economics
8
Journal of mathematical finance
7
Operations research
7
Computational Management Science : CMS
6
Scandinavian actuarial journal
6
Economic modelling
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of quantitative economics
5
Journal of risk
5
The journal of operational risk
5
ASTIN bulletin : the journal of the International Actuarial Association
4
Astin bulletin : the journal of the International Actuarial Association
4
Journal of forecasting
4
Journal of time series econometrics
4
Operations research letters
4
Applied economics letters
3
Asia-Pacific financial markets
3
Discussion paper / Centre for Economic Policy Research
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Discussion papers / CEPR
3
INFORMS journal on optimization
3
International journal of financial engineering
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International journal of quality & reliability management
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Journal of applied econometrics
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Journal of economic inequality
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Journal of empirical finance
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ECONIS (ZBW)
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1
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
2
Dynamic quantile function models
Chen, Wilson Ye
;
Peters, Gareth
;
Gerlach, Richard H.
; …
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1665-1691
Persistent link: https://www.econbiz.de/10013367940
Saved in:
3
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
4
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
5
The limitations of estimating implied densities from option prices
Shelton, Austin
;
Kane, Hayden
;
Favreau, Charles
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
Saved in:
6
A path-integral approximation for non-linear diffusions
Capriotti, Luca
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10012194852
Saved in:
7
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
8
Estimating a covariance matrix for market risk management and the case of credit default swaps
Neuberg, Richard
;
Glasserman, Paul
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 77-92
Persistent link: https://www.econbiz.de/10012194621
Saved in:
9
The micro-price : a high-frequency estimator of future prices
Stoikov, Sasha
- In:
Quantitative finance
18
(
2018
)
12
,
pp. 1959-1966
Persistent link: https://www.econbiz.de/10012262894
Saved in:
10
Short term prediction of extreme returns based on the recurrence interval analysis
Jiang, Zhi-Qiang
;
Wang, Gang-Jin
;
Canabarro, Askery
; …
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 353-370
Persistent link: https://www.econbiz.de/10011906380
Saved in:
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