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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Finance and stochastics"
~subject:"ARCH-Modell"
~subject:"Volatility"
~type_genre:"Rezension"
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Search: subject_exact:"Estimation theory"
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Share price
ARCH-Modell
Volatility
Estimation theory
18
Schätztheorie
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8
Option pricing theory
7
Optionspreistheorie
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Stochastic process
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(Tensorized) Chebyshev polynomials
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Azencott, Robert
1
Fukasawa, Masaaki
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1
Lee, Roger
1
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1
Mancini, Cecilia
1
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1
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1
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1
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Finance and stochastics
Journal of econometrics
154
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Econometric theory
49
Economics letters
42
Journal of empirical finance
35
Econometric reviews
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of banking & finance
24
Economic modelling
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Finance research letters
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Quantitative finance
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The econometrics journal
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Journal of financial econometrics
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Journal of forecasting
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International journal of forecasting
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International journal of economics and financial issues : IJEFI
16
Journal of risk and financial management : JRFM
15
The North American journal of economics and finance : a journal of financial economics studies
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
International journal of theoretical and applied finance
14
Applied economics
13
Journal of mathematical finance
13
Journal of risk
13
Computational economics
12
Econometrics : open access journal
12
Applied economics letters
11
Journal of time series econometrics
11
The European journal of finance
11
International review of financial analysis
10
Applied financial economics
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of economic dynamics & control
9
Journal of financial economics
9
The journal of finance : the journal of the American Finance Association
9
Journal of applied econometrics
8
Journal of financial and quantitative analysis : JFQA
8
The journal of risk model validation
8
The review of financial studies
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ECONIS (ZBW)
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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
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:
7
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:
8
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:
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