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~isPartOf:"CREATES research paper"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Estimation"
~subject:"Mathematical analysis"
~subject:"Zinsstruktur"
~type_genre:"Non-commercial literature"
~type_genre:"Thesis"
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Estimation
Mathematical analysis
Zinsstruktur
Stochastic process
126
Stochastischer Prozess
126
Theorie
64
Theory
64
Volatility
44
Volatilität
44
Option pricing theory
28
Optionspreistheorie
28
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18
Schätztheorie
18
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15
Martingal
12
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12
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Platen, Eckhard
7
Chiarella, Carl
6
Nikitopoulos, Christina Sklibosios
4
Chege Maina, Samuel
2
Fanelli, Viviana
2
Grasselli, Martino
2
Kristensen, Dennis
2
Kruse, Robinson
2
Musti, Silvana
2
Papapantoleon, Antonis
2
Schlögl, Erik
2
Skovmand, David
2
Alfeus, Mesias
1
Andersen, Torben
1
Andreasen, Martin Møller
1
Badran, Alexander
1
Baldeaux, Jan
1
Baltazar-Larios, Fernando
1
Barndorff-Nielsen, Ole E.
1
Basse, Tobias
1
Benth, Fred Espen
1
Benzoni, Luca
1
Bolko, Anine E.
1
Bruti-Liberati, Nicola
1
Callot, Laurent
1
Chavez, Sergio
1
Cheang, Gerald
1
Cheng, Benjamin
1
Christensen, Bent Jesper
1
Christensen, Kim
1
Fergusson, Kevin
1
Floor Brix, Anne
1
Frömmel, Michael
1
Gnoatto, Alessandro
1
Haldrup, Niels
1
Hsiao, Chih-ying
1
Kallestrup-Lamb, Malene
1
Kanaya, Shin
1
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1
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CREATES research paper
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Working paper
27
Discussion papers of interdisciplinary research project 373
24
Discussion paper / Tinbergen Institute
21
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
19
CAMA working paper series
17
SFB 649 discussion paper
16
Research paper series / Swiss Finance Institute
12
CESifo working papers
10
Discussion paper
8
Discussion paper series / IZA
8
Econometric Institute research papers
8
CIRJE discussion papers / F series
6
CoFE discussion papers
6
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
Swiss Finance Institute Research Paper
6
Working paper / National Bureau of Economic Research, Inc.
6
Discussion paper / Centre for Economic Policy Research
5
Documento de trabajo
5
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
5
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4
Finance and economics discussion series
4
HWWA discussion paper
4
Kiel working paper
4
Lecture notes in economics and mathematical systems : LNEMS
4
Passauer Diskussionspapiere / Betriebswirtschaftliche Reihe : Diskussionsbeitrag ...
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Reihe Quantitative Ökonomie : Ökon
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Working papers / Federal Reserve Bank of Philadelphia, Research Department
4
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3
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
Discussion papers in economics
3
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
3
Documents de travail / Banque de France
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ECONIS (ZBW)
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1
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
Saved in:
2
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
3
The walking debt crisis
Basse, Tobias
;
Kruse, Robinson
;
Wegener, Christoph
-
2017
Persistent link: https://www.econbiz.de/10011624094
Saved in:
4
A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
-
2017
Persistent link: https://www.econbiz.de/10011778187
Saved in:
5
Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777909
Saved in:
6
A penny saved is a penny earned : less expensive zero coupon bonds
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778099
Saved in:
7
Application of maximum likelihood estimation to stochastic short rate models
Fergusson, Kevin
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344233
Saved in:
8
Deterministic and stochastic trends in the Lee-Carter mortality model
Callot, Laurent
;
Haldrup, Niels
;
Kallestrup-Lamb, Malene
-
2014
Persistent link: https://www.econbiz.de/10010433248
Saved in:
9
Estimating stochastic volatility models using predictionbased estimating functions
Lunde, Asger
;
Floor Brix, Anne
-
2013
Persistent link: https://www.econbiz.de/10009763883
Saved in:
10
Consistent modeling of VIX and equity derivatives using a 3, 2 plus jumps model
Baldeaux, Jan
;
Badran, Alexander
-
2012
Persistent link: https://www.econbiz.de/10009564457
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