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subject:"Option pricing theory"
~isPartOf:"Applied economics letters"
~subject:"Estimation"
~subject:"Schätztheorie"
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Option pricing theory
Estimation
Schätztheorie
Statistical distribution
42
Statistische Verteilung
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Theorie
23
Theory
23
Schätzung
9
Estimation theory
7
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Barker, Terry
1
Blazsek, Szabolcs
1
Brähler, Gernot
1
Chen, Wen-Chin
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Dacuycuy, Lawrence B.
1
De-Ramon, Sebastian J. A.
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Göttsche, Max
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Applied economics letters
Journal of econometrics
87
Insurance / Mathematics & economics
51
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Economics letters
32
Discussion paper / Tinbergen Institute
31
International journal of theoretical and applied finance
30
Econometric reviews
25
Econometric theory
25
International journal of forecasting
25
Quantitative finance
24
Statistics in transition : an international journal of the Polish Statistical Association
24
Applied economics
23
CEMMAP working papers / Centre for Microdata Methods and Practice
23
Journal of banking & finance
21
Computational economics
20
Discussion paper / Center for Economic Research, Tilburg University
20
The journal of futures markets
20
European journal of operational research : EJOR
19
Journal of the American Statistical Association : JASA
18
Risks : open access journal
18
Finance research letters
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Economic modelling
16
Journal of mathematical finance
15
The North American journal of economics and finance : a journal of financial economics studies
15
The econometrics journal
15
Discussion papers of interdisciplinary research project 373
14
Econometrics : open access journal
14
Journal of empirical finance
14
SFB 649 discussion paper
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
14
Working paper
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Review of derivatives research
13
Applied mathematical finance
12
Discussion paper series / IZA
12
International review of economics & finance : IREF
12
Journal of economic dynamics & control
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Firms' subjective uncertainty and forecast errors : survey evidence from Japan
Morikawa, Masayuki
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 33-36
Persistent link: https://www.econbiz.de/10013552960
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2
Prediction accuracy of volatility using the score-driven Meixner distribution : an application to the Dow Jones
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 111-117
Persistent link: https://www.econbiz.de/10012803390
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3
Benchmarking collateral of triple-a rated securities
Sarmiento, Camilo
- In:
Applied economics letters
27
(
2020
)
7
,
pp. 555-558
Persistent link: https://www.econbiz.de/10012205727
Saved in:
4
Estimating the trend in US real GDP using the l1 trend filtering
Yamada, Hiroshi
- In:
Applied economics letters
24
(
2017
)
10/12
,
pp. 713-716
Persistent link: https://www.econbiz.de/10011714160
Saved in:
5
Dynamic hedging in stock index futures via copula multiplicative error model
Chen, Wen-Chin
;
Liu, Kai-ping
;
Yang, Yung-lieh
;
Lai, Yi-hao
- In:
Applied economics letters
21
(
2014
)
10/12
,
pp. 801-805
Persistent link: https://www.econbiz.de/10010416262
Saved in:
6
Deficit versus social statistics: empirical evidence for the effectiveness of Benford's law
Rauch, Bernhard
;
Göttsche, Max
;
Brähler, Gernot
; …
- In:
Applied economics letters
21
(
2014
)
1/3
,
pp. 147-151
Persistent link: https://www.econbiz.de/10010239505
Saved in:
7
Movie producers and the statistical distribution of achievement
McKenzie, Jordi
- In:
Applied economics letters
17
(
2010
)
16/18
,
pp. 1657-1661
Persistent link: https://www.econbiz.de/10009232165
Saved in:
8
Normal log-normal mixture, leptokurtosis and skewness
Yang, Minxian
- In:
Applied economics letters
15
(
2008
)
7/9
,
pp. 737-742
Persistent link: https://www.econbiz.de/10003741693
Saved in:
9
On wage density comparisons : bandwidth selectors and test outcomes
Dacuycuy, Lawrence B.
- In:
Applied economics letters
14
(
2007
)
1/3
,
pp. 203-208
Persistent link: https://www.econbiz.de/10003448473
Saved in:
10
Nonparametric conditional density estimation of labour force participation
Kumar, Anil
- In:
Applied economics letters
13
(
2006
)
13
,
pp. 835-841
Persistent link: https://www.econbiz.de/10003385709
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