//--> //--> //-->
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:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Working papers on finance"
~person:"Audrino, Francesco"
~person:"Maheswaran, S."
~subject:"ARCH-Modell"
~subject:"Random Walk"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Volatility
ARCH-Modell
Random Walk
Estimation theory
5
Schätztheorie
5
ARCH model
3
Forecasting model
3
Prognoseverfahren
3
USA
3
United States
3
Estimation
2
Schätzung
2
1990-2003
1
1996-2003
1
Aktienmarkt
1
Bias
1
Bond market
1
Correlation
1
Dynamic programming
1
Dynamische Optimierung
1
Korrelation
1
Market microstructure
1
Marktmikrostruktur
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Multivariate Analyse
1
Multivariate analysis
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Option trading
1
Optionsgeschäft
1
Rentenmarkt
1
Stock market
1
Systematischer Fehler
1
Time series analysis
1
US dollar
1
US-Dollar
1
Volatilität
1
Yield curve
1
Zeitreihenanalyse
1
Zinsstruktur
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
4
Author
All
Audrino, Francesco
Maheswaran, S.
Trojani, Fabio
2
Bühlmann, Peter
1
Colangelo, Dominik
1
Published in...
All
Working papers on finance
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
5
Economic modelling
3
Journal of quantitative economics
2
Cogent economics & finance
1
Decision
1
Finance India : the quarterly journal of Indian Institute of Finance
1
Financial markets and portfolio management
1
IIMB management review
1
International journal of financial engineering
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Macroeconomics and finance in emerging market economies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
University of St. Gallen Department of Economics Discussion Paper
1
University of St.Gallen, Department of Economics, Discussion Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2008
Persistent link: https://www.econbiz.de/10003903347
Saved in:
2
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2008
Persistent link: https://www.econbiz.de/10003903349
Saved in:
3
A general multivariate threshold GARCH model with dynamic conditional correlations
Audrino, Francesco
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674253
Saved in:
4
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674257
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->