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subject:"Volatility"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Devisenmarkt"
~subject:"Systematischer Fehler"
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Search: subject_exact:"Estimation theory"
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Volatility
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Estimation theory
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International journal of financial engineering
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
Robust nonparametric estimation for the volatility of financial market
Kao, Chunyu
;
Song, Yuping
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014251158
Saved in:
2
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
Saved in:
3
Fast generation of implied volatility surface : optimize the traditional numerical analysis and machine learning
Yen, Jerome
;
Chen, Bangren
;
Wu, KangZahng
;
Yen, Joseph
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012662246
Saved in:
4
Exclusion bias in the estimation of peer effects
Caeyers, Bet
;
Fafchamps, Marcel
-
2016
Persistent link: https://www.econbiz.de/10011540343
Saved in:
5
Testing of binary regime switching models using squeeze duration analysis
Das, Milan Kumar
;
Goswami, Anindya
- In:
International journal of financial engineering
6
(
2019
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012028860
Saved in:
6
VIX derivatives valuation and estimation based on closed-form series expansions
Zhao, Zhe
;
Cui, Zhenyu
;
Florescu, Ionuţ
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011923012
Saved in:
7
Pricing volatility swaps in the Heston's stochastic volatility model with regime switching : a saddlepoint approximation method
Zhang, Mengzhe
;
Chan, Leunglung
- In:
International journal of financial engineering
3
(
2016
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011673092
Saved in:
8
Seam bias, multiple-state, multiple-spell duration models and the employment dynamics of disadvantaged women
Ham, John C.
;
Li, Xianghong
;
Shore-Sheppard, Lara D.
-
2009
Persistent link: https://www.econbiz.de/10003864624
Saved in:
9
Estimating derivatives in nonseparable models with limited dependent variables
Altonji, Joseph G.
;
Ichimura, Hidehiko
;
Otsu, Taisuke
-
2008
Persistent link: https://www.econbiz.de/10003739204
Saved in:
10
Estimation of affine term structure models with spanned or unspanned stochastic volatility
Creal, Drew
;
Wu, Jing Cynthia
-
2014
Persistent link: https://www.econbiz.de/10010360896
Saved in:
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