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Search: subject:"CALIBRATION"
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calibration
465
Calibration
420
Theorie
170
Theory
157
Optionspreistheorie
135
Option pricing theory
130
Volatilität
101
Volatility
100
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89
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64
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63
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59
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59
equations
58
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54
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52
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51
standard deviation
50
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49
time series
46
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44
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43
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42
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40
correlations
39
survey
39
Credit risk
38
Model calibration
38
probabilities
38
Estimation
34
covariance
34
forecasting
33
Experiment
32
standard deviations
31
model calibration
30
CALIBRATION
29
Schätzung
28
normal distribution
28
Kreditrisiko
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Free
672
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566
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782
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58
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10
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7
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4
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Author
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Moneta, Alessio
10
Cozzi, Marco
9
Fagiolo, Giorgio
8
Gallegati, Mauro
8
Salyer, Kevin
8
Shmaya, Eran
8
Krämer, Walter
7
Merz, Joachim
7
Casarin, Roberto
6
Dorofeenko, Victor
6
Franke, Reiner
6
Guillaume, Florence
6
Güttler, André
6
Lamperti, Francesco
6
Ravazzolo, Francesco
6
Roventini, Andrea
6
Sadiraj, Vjollca
6
Stachurski, John
6
Windrum, Paul
6
Aadland, David
5
Albrecht, James
5
Boel, Paola
5
Burgard, Jan Pablo
5
Chan-Lau, Jorge A.
5
Creedy, John
5
Dovern, Jonas
5
Foster, Dean P.
5
Fouque, Jean-Pierre
5
Kamihigashi, Takashi
5
Lindé, Jesper
5
Manner, Hans
5
Münnich, Ralf T.
5
Recchioni, Maria Cristina
5
Schneider, Friedrich
5
Stolze, Henning
5
Söderström, Ulf
5
Teichmann, Josef
5
Turinici, Gabriel
5
Vroman, Susan
5
Wüthrich, Mario V.
5
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Institution
All
International Monetary Fund (IMF)
77
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
23
C.E.P.R. Discussion Papers
9
Society for Computational Economics - SCE
9
EconWPA
8
HAL
8
Handelshögskolan, Örebro Universitet
7
Center for Agricultural and Rural Development (CARD), Iowa State University
6
International Monetary Fund
6
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
6
Economics Department, Queen's University
5
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
5
London School of Economics (LSE)
5
Université Paris-Dauphine (Paris IX)
5
Economics Department, University of California-Davis
4
Internationaler Währungsfonds
4
Society for Economic Dynamics - SED
4
Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI)
3
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
3
Cowles Foundation for Research in Economics, Yale University
3
Frankfurt School of Finance and Management
3
Graduate School of Economics, Osaka University
3
Institut for Miljø og Erhvervsøkonomi, Syddansk Universitet
3
Institut für Weltwirtschaft (IfW)
3
Nationalekonomiska Institutionen, Uppsala Universitet
3
Research Institute for Economics and Business Administration, Kobe University
3
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
3
CESifo
2
Centre Emile Bernheim, Solvay Brussels School of Economics and Management
2
Collegio Carlo Alberto, Università degli Studi di Torino
2
Department of Applied Economics, Utah State University
2
Department of Economics and Business, Universitat Pompeu Fabra
2
Department of Economics, Andrew Young School of Policy Studies
2
Dipartimento del Tesoro, Ministero dell'Economia e delle Finanze
2
Dipartimento di Economia Politica e Statistics, Facoltà di Economia "Richard M. Goodwin"
2
Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna
2
EcoMod Network
2
European Association of Agricultural Economists - EAAE
2
European Central Bank
2
Forschungsinstitut Freie Berufe, Fakultät Wirtschaftswissenschaften
2
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Published in...
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IMF Working Papers
74
Water Resources Management
34
MPRA Paper
23
International Journal of Theoretical and Applied Finance (IJTAF)
20
Quantitative finance
19
International journal of theoretical and applied finance
18
International journal of forecasting
17
Agricultural Water Management
13
Working Paper
13
Applied Mathematical Finance
12
The journal of computational finance
12
Computational economics
11
Natural Hazards
11
European journal of operational research : EJOR
10
Journal of economic dynamics & control
10
Management Science
10
CEPR Discussion Papers
9
Applied Energy
8
Journal of Artificial Societies and Social Simulation
8
Quantitative Finance
8
Review of derivatives research
8
Risks : open access journal
8
Economic modelling
7
Journal of Multivariate Analysis
7
Psychometrika
7
Working Papers / Handelshögskolan, Örebro Universitet
7
Annals of the Institute of Statistical Mathematics
6
CESifo Working Paper
6
CPQF Working Paper Series
6
Center for Agricultural and Rural Development (CARD) Publications
6
Energy economics
6
Journal of Risk and Financial Management
6
Journal of mathematical finance
6
Mathematics and Computers in Simulation (MATCOM)
6
Renewable Energy
6
Risks
6
SFB 649 Discussion Paper
6
SFB 649 Discussion Papers
6
Stata Journal
6
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
6
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Source
All
RePEc
694
ECONIS (ZBW)
485
EconStor
128
BASE
80
Other ZBW resources
3
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91
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91
Mind the wealth gap : a new allocation method to match micro and macro statistics on household wealth
Cantarella, Michele
;
Neri, Andrea
;
Ranalli, Maria Giovanna
-
2021
Persistent link: https://www.econbiz.de/10012878861
Saved in:
92
Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility
Sushko, Stepan S.
-
2021
Persistent link: https://www.econbiz.de/10012940057
Saved in:
93
Impact of tax reforms in applied models : which functional forms should be chosen for the demand system? : theory and application for Morocco
Abdelkhalek, Touhami
;
Boccanfuso, Dorothée
-
2021
Persistent link: https://www.econbiz.de/10012436114
Saved in:
94
Quantifying the model risk inherent in the
calibration
and recalibration of option pricing models
Feng, Yu
;
Rudd, Ralph
;
Baker, Christopher
;
Mashalaba, …
- In:
Risks : open access journal
9
(
2021
)
1/13
,
pp. 1-20
given point in time (
calibration
error) and the model risk due to the recalibration of model parameters (in contradiction to …
Persistent link: https://www.econbiz.de/10012422987
Saved in:
95
Slovak Republic : selected issues
Internationaler Währungsfonds
-
2021
Persistent link: https://www.econbiz.de/10012604213
Saved in:
96
Invariance of unemployment and vacancy dynamics with respect to diminishing returns to labor at the firm level
Bruegemann, Bjoern
-
2021
holds for several standard
calibration
strategies developed for the model with constant returns, alternative bargaining …
Persistent link: https://www.econbiz.de/10012510772
Saved in:
97
Quanto pricing beyond Black-Scholes
Fink, Holger Maria
;
Mittnik, Stefan
- In:
Journal of risk and financial management : JRFM
14
(
2021
)
3
,
pp. 1-27
, we propose a new
calibration
procedure, carry out extensive analyses of parameter stability and assess the goodness of …
Persistent link: https://www.econbiz.de/10012520134
Saved in:
98
How to design a fiscal strategy in a resource-rich country : guidance note on the excel template
Basdevant, Olivier
;
Hooley, John
;
Imamoglu, Eslem
-
2021
This guidance note describes how to use the Excel-based template developed by the Fiscal Affairs Department (FAD) of the IMF accompanying the note 'How to Design a Fiscal Strategy in a Resource-Rich Country.' This template uses data inputs to generate simulations of fiscal policy dynamics. It...
Persistent link: https://www.econbiz.de/10012533620
Saved in:
99
On the application of Wishart process to the pricing of equity derivatives : the multi-asset case
La Bua, Gaetano
;
Marazzina, Daniele
- In:
Computational management science
18
(
2021
)
2
,
pp. 149-176
Persistent link: https://www.econbiz.de/10012543391
Saved in:
100
Sensitivity to calibrated parameters
Jørgensen, Thomas H.
-
2021
Persistent link: https://www.econbiz.de/10012549077
Saved in:
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