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subject:"Option pricing theory"
~isPartOf:"Econometric reviews"
~subject:"Estimation"
~subject:"Volatilität"
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Search: subject_exact:"Häufigkeitsverteilung"
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Option pricing theory
Estimation
Volatilität
Statistical distribution
58
Statistische Verteilung
58
Theorie
33
Theory
33
Estimation theory
22
Schätztheorie
22
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Bayes-Statistik
6
Bayesian inference
6
Regression analysis
6
Regressionsanalyse
6
Bootstrap approach
5
Bootstrap-Verfahren
5
Induktive Statistik
5
Statistical inference
5
Stochastic process
5
Stochastischer Prozess
5
Time series analysis
5
Zeitreihenanalyse
5
Capital income
4
Kapitaleinkommen
4
ARCH model
3
ARCH-Modell
3
Autocorrelation
3
Autokorrelation
3
Core
3
Entropie
3
Entropy
3
Forecasting model
3
Panel
3
Panel study
3
Prognoseverfahren
3
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English
9
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Veiga, Helena
2
Bao, Yong
1
Bermudez, P. de Zea
1
Chen, Qiang
1
Fabozzi, Frank J.
1
González-Rivera, Gloria
1
Griffiths, William E.
1
Hajargasht, Gholamreza
1
Hsu, Yu-Chin
1
Hu, Meidi
1
Lai, Tsung-Chih
1
Li, Song
1
Lieli, Robert P.
1
Marín, J. Miguel
1
Mazzeu, João Henrique Gonçalves
1
Nakajima, Jouchi
1
Račev, Svetlozar T.
1
Ruiz, Esther
1
Shirvani, Abootaleb
1
Silvapulle, Mervyn J.
1
Silvapulle, Paramsothy
1
Song, Xiaojun
1
Ullah, Aman
1
Wang, Yun
1
Zhang, Xibin
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Econometric reviews
Journal of econometrics
55
International journal of theoretical and applied finance
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Applied economics
25
Finance research letters
22
Journal of banking & finance
22
Quantitative finance
22
Discussion paper / Tinbergen Institute
21
International journal of forecasting
21
The journal of futures markets
20
Computational economics
19
Economic modelling
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
Insurance / Mathematics & economics
18
The North American journal of economics and finance : a journal of financial economics studies
18
Risks : open access journal
17
Economics letters
16
International review of financial analysis
16
Journal of empirical finance
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
International review of economics & finance : IREF
14
Review of derivatives research
14
The European journal of finance
14
Working paper
14
Energy economics
13
Journal of mathematical finance
13
Journal of risk and financial management : JRFM
13
Journal of economic dynamics & control
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of forecasting
12
International journal of financial engineering
11
Journal of international financial markets, institutions & money
11
Research paper series / Swiss Finance Institute
11
Applied economics letters
10
Applied mathematical finance
10
European journal of operational research : EJOR
10
SFB 649 discussion paper
10
Swiss Finance Institute Research Paper
10
The journal of computational finance
10
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ECONIS (ZBW)
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1
Estimation and inference for distribution and quantile functions in endogenous treatment effect models
Hsu, Yu-Chin
;
Lai, Tsung-Chih
;
Lieli, Robert P.
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 22-50
Persistent link: https://www.econbiz.de/10013167577
Saved in:
2
Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
Saved in:
3
A bootstrap approach for Generalized Autocontour testing Implications for VIX forecast densities
Mazzeu, João Henrique Gonçalves
;
González-Rivera, Gloria
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 971-990
Persistent link: https://www.econbiz.de/10012406197
Saved in:
4
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
5
Minimum distance estimation of parametric Lorenz curves based on grouped data
Hajargasht, Gholamreza
;
Griffiths, William E.
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 344-361
Persistent link: https://www.econbiz.de/10012181422
Saved in:
6
A nonparametric specification test for the volatility functions of diffusion processes
Chen, Qiang
;
Hu, Meidi
;
Song, Xiaojun
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 557-576
Persistent link: https://www.econbiz.de/10012181335
Saved in:
7
Bayesian analysis of multivariate stochastic volatility with skew return distribution
Nakajima, Jouchi
- In:
Econometric reviews
36
(
2017
)
5
,
pp. 546-562
Persistent link: https://www.econbiz.de/10011795262
Saved in:
8
Distribution of the mean reversion estimator in the Ornstein-Uhlenbeck process
Bao, Yong
;
Ullah, Aman
;
Wang, Yun
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 1039-1056
Persistent link: https://www.econbiz.de/10011795564
Saved in:
9
Bayesian approaches to nonparametric estimation of densities on the unit interval
Li, Song
;
Silvapulle, Mervyn J.
;
Silvapulle, Paramsothy
; …
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 394-412
Persistent link: https://www.econbiz.de/10011373275
Saved in:
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