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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Application of operations research to financial markets"
~subject:"ARCH model"
~subject:"Deutschland"
~type_genre:"Aufsatz im Buch"
~type_genre:"Bibliography included"
~type_genre:"Sammlung"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
ARCH model
Deutschland
Estimation theory
2
Schätztheorie
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
ARCH-Modell
1
Affine GARCH models
1
Analysis of variance
1
Diffusion limits
1
Forecasting model
1
Functional linear regression
1
Functional principal component regression
1
High-frequency financial data
1
Kleinste-Quadrate-Methode
1
Least squares method
1
Option pricing theory
1
Optionspreistheorie
1
Ordinary least squares
1
Penalised least squares
1
Prognoseverfahren
1
Realized variance
1
Regression analysis
1
Regressionsanalyse
1
Swap
1
Variance dependent pricing kernels
1
Variance swaps
1
Varianzanalyse
1
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Aufsatz im Buch
Bibliography included
Sammlung
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English
2
Author
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Andrikopoulos, Alexandru
1
Cui, Zhenyu
1
Kearney, Fearghal
1
Ortega, Juan-Pablo
1
Shang, Han Lin
1
Yang, Yang
1
Published in...
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Application of operations research to financial markets
Order statistics: applications
11
Handbook of financial time series
10
Essays in honor of Joon Y. Park : econometric theory
9
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
6
Europäische Hochschulschriften / 5
6
Robustness in econometrics
6
Bootstrap inference in time series econometrics
5
Handbook of econometrics ; Vol. 2
5
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
5
Reihe Quantitative Ökonomie : Ökon
5
Schriften zur angewandten Ökonometrie
5
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
4
Handbook of applied econometrics and statistical inference
4
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
4
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
4
Statistical methods in finance
4
Count data autoregression modelling
3
Econometric analysis of financial markets
3
Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
3
Finanzmarktanwendungen neuronaler Netze und ökonometrischer Verfahren : Ergebnisse des 4. Karlsruher Ökonometrie-Workshops
3
Macroeconomic forecasting in the era of big data : theory and practice
3
Neuere Entwicklungen in der angewandten Ökonometrie : Beiträge zum 1. Karlsruher Ökonometrie-Workshop
3
On testing and forecasting in fractionally integrated time series models
3
Quantitative Verfahren im Finanzmarktbereich
3
Allokation im marktwirtschaftlichen System
2
Analyse saisonaler Zeitreihen
2
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
2
Betriebswirtschaftliche Aspekte lose gekoppelter Systeme und Eletronic Business
2
Cross-sectional methods and applications
2
DUV / Wirtschaftswissenschaft
2
Econometric analysis of financial and economic time series ; part a
2
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
2
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
2
Essays in honor of Peter C. B. Phillips
2
Essays in honor of Subal Kumbhakar
2
Essays in nonlinear time series econometrics
2
Growth and cycle in the Euro-zone
2
Handbook of research methods and applications in empirical finance
2
Handbook of research methods and applications in empirical macroeconomics
2
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Closed-form variance swap prices under general affine GARCH models and their continuous-time limits
Andrikopoulos, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Application of operations research to financial markets
,
(pp. 27-57)
.
2019
Persistent link: https://www.econbiz.de/10012157341
Saved in:
2
Intraday forecasts of a volatility index : functional time series methods with dynamic updating
Shang, Han Lin
;
Yang, Yang
;
Kearney, Fearghal
- In:
Application of operations research to financial markets
,
(pp. 331-354)
.
2019
Persistent link: https://www.econbiz.de/10012160005
Saved in:
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