//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"International journal of theoretical and applied finance"
subject:"Volatility"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Asymptotic expansion"
~subject:"Capital income"
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
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Asymptotic expansion
Capital income
Estimation theory
124
Schätztheorie
124
Theorie
90
Theory
90
Nichtparametrisches Verfahren
26
Nonparametric statistics
26
Regression analysis
19
Regressionsanalyse
19
Volatilität
19
Stochastic process
18
Stochastischer Prozess
18
Time series analysis
18
Zeitreihenanalyse
18
Estimation
15
Schätzung
15
Deutschland
12
Germany
12
Option pricing theory
12
Optionspreistheorie
12
Statistical distribution
9
Statistische Verteilung
9
Statistical test
8
Statistischer Test
8
Portfolio selection
7
Portfolio-Management
7
Yield curve
7
Zinsstruktur
7
Börsenkurs
6
Markov chain
6
Markov-Kette
6
Share price
6
USA
6
United States
6
Kapitaleinkommen
5
Risikomaß
5
Risk measure
5
Core
4
Exchange rate
4
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
16
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Language
All
English
24
Author
All
Härdle, Wolfgang
3
Spokojnyj, Vladimir G.
3
Gatheral, Jim
2
Albani, Vinícius
1
Ammou, Samir Ben
1
Baldeaux, jan
1
Buescu, Cristin
1
Bunke, Olaf
1
Cezaro, Adriano de
1
Chen, Tzu-ying
1
Dankenbring, Henning
1
El Qalli, Yassine
1
Frahm, Gabriel
1
Friedman, Craig
1
Grammig, Joachim
1
Grunspan, Cyril
1
Guhr, Thomas
1
Han, Chuan-Hsiang
1
Herwartz, Helmut
1
How, Desmond
1
Huang, Jinggang
1
Koné, Fatoumata J.
1
Kortas, Hedi
1
Lillestøl, Jostein
1
Lim, Kian-Guan
1
Liu, Wei-han
1
Mabrouk, Anouar Ben
1
Matić, Ivan
1
McWalter, Thomas A.
1
Mercurio, Danilo
1
Münnix, Michael C.
1
Nielsen, Jens Perch
1
Pelsser, Antoon André Jean
1
Radoičić, Radoš
1
Schäfer, Rudi
1
Stefanica, Dan
1
Takahashi, Akihiko
1
Takehara, Kohta
1
Taksar, Michael I.
1
Terry, Eric
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of econometrics
138
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Journal of empirical finance
35
Economics letters
33
Discussion paper / Tinbergen Institute
28
Econometric reviews
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Finance research letters
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Economic modelling
18
Journal of banking & finance
18
Quantitative finance
18
CREATES research paper
16
Journal of financial econometrics
16
Journal of forecasting
16
Econometric theory
15
Journal of risk and financial management : JRFM
15
International journal of forecasting
14
The European journal of finance
13
The econometrics journal
13
Econometrics : open access journal
12
Journal of financial economics
12
NBER Working Paper
12
The North American journal of economics and finance : a journal of financial economics studies
12
International journal of economics and financial issues : IJEFI
11
Journal of mathematical finance
11
SFB 649 discussion paper
11
Working paper / National Bureau of Economic Research, Inc.
11
Computational economics
10
NBER working paper series
10
The review of financial studies
10
Journal of financial and quantitative analysis : JFQA
9
Journal of risk
9
Working paper
9
Working papers
9
Cambridge working papers in economics
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Effective asymptotics analysis for finance
Grunspan, Cyril
;
Van der Hoeven, Joris
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012270910
Saved in:
2
Moment approximations of displaced forward-LIBOR rates with application to swaptions
Van Appel, Jacques
;
McWalter, Thomas A.
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012496904
Saved in:
3
Arbitrage pricing theory in ergodic markets
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011903768
Saved in:
4
Convex regularization of local volatility estimation
Albani, Vinícius
;
Cezaro, Adriano de
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011686808
Saved in:
5
Tighter bounds for implied volatility
Gatheral, Jim
;
Matić, Ivan
;
Radoičić, Radoš
; …
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011733970
Saved in:
6
VaR/CVaR estimation under stochastic volatility models
Han, Chuan-Hsiang
;
Liu, Wei-han
;
Chen, Tzu-ying
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010363922
Saved in:
7
An application of the method of moments to range-based volatility estimation using daily high, low, opening, and closing (HLOC) prices
Buescu, Cristin
;
Taksar, Michael I.
;
Koné, Fatoumata J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009784042
Saved in:
8
A general computation scheme for a high-order asymptotic expansion method
Takahashi, Akihiko
;
Takehara, Kohta
;
Toda, Masashi
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-25
Persistent link: https://www.econbiz.de/10009672591
Saved in:
9
Exact simulation of the 3/2 model
Baldeaux, jan
- In:
International journal of theoretical and applied finance
15
(
2012
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009672611
Saved in:
10
The heat-kernel most-likely-path approximation
Gatheral, Jim
;
Wang, Tai-Ho
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009541999
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->