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subject:"Germany"
type_genre:"Collection of articles written by one author"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Induktive Statistik"
~subject:"Kapitaleinkommen"
~subject:"Kointegration"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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Germany
Induktive Statistik
Kapitaleinkommen
Kointegration
Stochastic process
Estimation theory
39
Schätztheorie
39
Volatility
13
Volatilität
13
Option pricing theory
11
Optionspreistheorie
11
Portfolio selection
7
Portfolio-Management
7
Theorie
7
Theory
7
Stochastischer Prozess
6
Risikomaß
5
Risk measure
5
Yield curve
5
Zinsstruktur
5
Börsenkurs
3
Estimation
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Schätzung
3
Share price
3
Simulation
3
Analysis of variance
2
Asymptotic expansion
2
Black-Scholes model
2
Black-Scholes-Modell
2
Capital income
2
Credit risk
2
Derivat
2
Derivative
2
Entropie
2
Entropy
2
Experiment
2
Kreditrisiko
2
Kullback-Leibler divergence
2
Market microstructure
2
Marktmikrostruktur
2
Measurement
2
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Collection of articles written by one author
Aufsatz in Zeitschrift
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9
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English
9
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Albanese, Claudio
1
Baldeaux, jan
1
Chen, Tzu-ying
1
Frahm, Gabriel
1
Friedman, Craig
1
Grandits, Peter
1
Guhr, Thomas
1
Han, Chuan-Hsiang
1
Huang, Jinggang
1
Kainhofer, Reinhold
1
Liu, Wei-han
1
Münnix, Michael C.
1
Pelsser, Antoon André Jean
1
Schäfer, Rudi
1
Takahashi, Akihiko
1
Takehara, Kohta
1
Temnov, Grigory
1
Toda, Masashi
1
Zhang, Yangyong
1
van Haastrecht, Alexander
1
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International journal of theoretical and applied finance
Journal of econometrics
237
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
101
Economics letters
60
Econometric theory
58
Econometric reviews
54
The econometrics journal
38
Econometrics : open access journal
34
Economic modelling
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Journal of empirical finance
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
Applied economics letters
28
Journal of the American Statistical Association : JASA
27
Quantitative economics : QE ; journal of the Econometric Society
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
Computational economics
20
Finance research letters
20
International journal of forecasting
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Journal of financial econometrics
16
Applied economics
15
Empirical economics : a quarterly journal of the Institute for Advanced Studies
15
European journal of operational research : EJOR
15
Insurance / Mathematics & economics
15
International journal of economics and financial issues : IJEFI
15
Journal of applied econometrics
15
Journal of forecasting
14
Journal of banking & finance
13
Journal of risk and financial management : JRFM
13
Oxford bulletin of economics and statistics
13
Quantitative finance
13
Journal of financial economics
11
Mathematics of operations research
11
Operations research
11
The European journal of finance
11
Journal of mathematical finance
10
Journal of time series econometrics
10
The review of economics and statistics
10
International journal of economics and finance
9
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
Statistical causes for the Epps effect in microstructure noise
Münnix, Michael C.
;
Schäfer, Rudi
;
Guhr, Thomas
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10009541998
Saved in:
6
Kernel convergence estimates for diffusions with continuous coefficients
Albanese, Claudio
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 979-1004
Persistent link: https://www.econbiz.de/10009407684
Saved in:
7
On the impact of hidden trends for a compound poisson model with pareto-type claims
Grandits, Peter
;
Kainhofer, Reinhold
;
Temnov, Grigory
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 959-978
Persistent link: https://www.econbiz.de/10008905099
Saved in:
8
Estimating univariate distributions via relative entropy minimization : case studies on financial and economic data
Friedman, Craig
;
Zhang, Yangyong
;
Huang, Jinggang
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 163-193
Persistent link: https://www.econbiz.de/10008860416
Saved in:
9
Efficient, almost exact simulation of the heston stochastic volatility model
van Haastrecht, Alexander
;
Pelsser, Antoon André Jean
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10008860425
Saved in:
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