//--> //--> //-->
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
subject:"Panel"
~isPartOf:"Finance and stochastics"
~subject:"Stochastischer Prozess"
~subject:"Volatilität"
~type:"article"
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
Panel
Stochastischer Prozess
Volatilität
Estimation theory
18
Schätztheorie
18
Volatility
8
Option pricing theory
7
Optionspreistheorie
7
Stochastic process
5
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Theorie
3
Theory
3
Time series analysis
3
Zeitreihenanalyse
3
Estimation
2
High-frequency data
2
Market microstructure
2
Marktmikrostruktur
2
Mathematical programming
2
Mathematische Optimierung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Noise Trading
2
Noise trading
2
Schätzung
2
Yield curve
2
Zinsstruktur
2
(Tensorized) Chebyshev polynomials
1
Analysis
1
Arbitrage Pricing
1
Arbitrage pricing
1
Asymptotic normality
1
Asymptotics
1
Ausreißer
1
Bias
1
Bias correction
1
Black-Scholes model
1
Black-Scholes-Modell
1
Complexity reduction
1
Confidence sets
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Azencott, Robert
1
Filipović, Damir
1
Fukasawa, Masaaki
1
Gao, Kun
1
Gloter, Arnaud
1
Hafner, Christian M.
1
Härdle, Wolfgang
1
Lee, Roger
1
Liu, Zhi
1
Mancini, Cecilia
1
Marie, Nicolas
1
Mattiussi, Vanessa
1
Ren, Peng
1
Renò, Roberto
1
Söhl, Jakob
1
Tappe, Stefan
1
Timofeyev, Ilya
1
more ...
less ...
Published in...
All
Finance and stochastics
Journal of econometrics
293
Economics letters
127
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
Econometric reviews
84
The econometrics journal
53
Econometric theory
46
Economic modelling
39
Applied economics letters
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Econometrics : open access journal
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Journal of empirical finance
22
Empirical economics : a quarterly journal of the Institute for Advanced Studies
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
International journal of forecasting
19
Journal of risk and financial management : JRFM
19
Applied economics
18
Computational economics
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
European journal of operational research : EJOR
17
Oxford bulletin of economics and statistics
17
Quantitative economics : QE ; journal of the Econometric Society
17
Quantitative finance
17
Finance research letters
16
Journal of banking & finance
16
Journal of financial econometrics
16
International journal of theoretical and applied finance
15
Journal of applied econometrics
15
Journal of forecasting
15
Regional science & urban economics
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 productivity analysis
11
Mathematics of operations research
11
Energy economics
10
Journal of econometric methods
10
Journal of mathematical finance
10
Journal of the American Statistical Association : JASA
10
Operations research
10
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
Marie, Nicolas
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10013489500
Saved in:
2
Realised volatility and parametric estimation of Heston SDEs
Azencott, Robert
;
Ren, Peng
;
Timofeyev, Ilya
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 723-755
Persistent link: https://www.econbiz.de/10012518091
Saved in:
3
Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations
Liu, Zhi
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 427-469
Persistent link: https://www.econbiz.de/10011944390
Saved in:
4
Spot volatility estimation using delta sequences
Mancini, Cecilia
;
Mattiussi, Vanessa
;
Renò, Roberto
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 261-293
Persistent link: https://www.econbiz.de/10011417938
Saved in:
5
Asymptotics of implied volatility to arbitrary order
Gao, Kun
;
Lee, Roger
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 349-392
Persistent link: https://www.econbiz.de/10010340727
Saved in:
6
Confidence sets in nonparametric calibration of exponential Lévy models
Söhl, Jakob
- In:
Finance and stochastics
18
(
2014
)
3
,
pp. 617-649
Persistent link: https://www.econbiz.de/10010395982
Saved in:
7
Asymptotic analysis for stochastic volatility : martingale expansion
Fukasawa, Masaaki
- In:
Finance and stochastics
15
(
2011
)
4
,
pp. 635-654
Persistent link: https://www.econbiz.de/10009423291
Saved in:
8
Existence of Lévy term structure models
Filipović, Damir
;
Tappe, Stefan
- In:
Finance and stochastics
12
(
2008
)
1
,
pp. 83-115
Persistent link: https://www.econbiz.de/10003592553
Saved in:
9
Efficient estimation of drift parameters in stochastic volatility models
Gloter, Arnaud
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 495-519
Persistent link: https://www.econbiz.de/10003645519
Saved in:
10
Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang
;
Hafner, Christian M.
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 189-207
Persistent link: https://www.econbiz.de/10001486714
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->