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Search: subject:"Characteristic function"
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Subject
All
Characteristic function
83
characteristic function
79
Optionspreistheorie
36
Option pricing theory
35
Estimation theory
32
Schätztheorie
32
Empirical characteristic function
30
Theorie
28
Stochastic process
26
Stochastischer Prozess
26
Volatility
26
Volatilität
26
Characteristic Function
25
Theory
25
Statistical distribution
19
Statistische Verteilung
19
stochastic volatility
15
Core
12
Game theory
12
Probability theory
12
Wahrscheinlichkeitsrechnung
12
Estimation
11
Kooperatives Spiel
11
empirical characteristic function
11
Cooperative game
10
Spieltheorie
10
Statistical test
10
Statistischer Test
10
option pricing
10
Heston
9
Lévy process
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Option trading
9
Optionsgeschäft
9
Schätzung
9
Shapley value
9
Bootstrap
8
Fourier inversion
8
Goodness-of-fit
8
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Online availability
All
Undetermined
148
Free
121
Type of publication
All
Article
182
Book / Working Paper
108
Type of publication (narrower categories)
All
Article in journal
68
Aufsatz in Zeitschrift
68
Working Paper
42
Graue Literatur
25
Non-commercial literature
25
Arbeitspapier
24
Article
9
Aufsatz im Buch
5
Book section
5
research-article
3
Conference paper
1
Konferenzbeitrag
1
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Language
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English
160
Undetermined
130
Author
All
Xu, Dinghai
10
Lord, Roger
9
Hoderlein, Stefan
8
Kahl, Christian
8
Breunig, Christoph
7
Broda, Simon A.
6
Meintanis, Simos
6
Wystup, Uwe
6
Forges, Françoise
5
Gupta, Arjun
5
Manuel, Conrado
5
Orzach, Ram
5
Zhylyevskyy, Oleksandr
5
Appaia, Loganathan
4
Brink, René van den
4
Chander, Parkash
4
Drakatos, Stylianos Th.
4
Figueiredo, Annibal
4
Fountas, Ioannis E.
4
Griebsch, Susanne
4
Hong, Yongmiao
4
Hušková, Marie
4
Kampisioulis, Panagiotis K.
4
Knight, John
4
Krichene, Noureddine
4
Caldana, Ruggero
3
Carrasco, Marine
3
Ewerhart, Christian
3
Florens, Jean-Pierre
3
Fusai, Gianluca
3
González-Aranguena, Enrique
3
Henze, Norbert
3
Kan, Raymond
3
Leucht, Anne
3
Meintanis, Simos G.
3
Nguyen, Truc
3
Pagliarani, Stefano
3
Pozo, Mónica del
3
Roozegar, Rasool
3
Serena, Marco
3
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Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
7
International Monetary Fund (IMF)
6
Department of Economics, University of Waterloo
5
Tinbergen Instituut
5
Department of Economics, Iowa State University
3
Dipartimento di Informatica e Studi Aziendali, Università degli Studi di Trento
3
Econometric Society
3
Cowles Foundation for Research in Economics, Yale University
2
Fondazione ENI Enrico Mattei (FEEM)
2
Frankfurt School of Finance and Management
2
Tinbergen Institute
2
University of Bonn, Germany
2
Université Paris-Dauphine (Paris IX)
2
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centro de Estudios Monetarios y Financieros (CEMFI)
1
Departamento de Economía de la Empresa, Universidad Carlos III de Madrid
1
Department of Econometrics and Business Statistics, Monash Business School
1
Department of Economics, University of California-San Diego (UCSD)
1
EconWPA
1
Finance Press
1
HAL
1
Institut for Miljø og Erhvervsøkonomi, Syddansk Universitet
1
Institute for Monetary and Economic Studies, Bank of Japan
1
Internationella Handelshögskolan, Högskolan i Jönköping
1
London School of Economics (LSE)
1
School of Management, Yale University
1
Society for Computational Economics - SCE
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
Swiss Finance Institute
1
Université Paris-Dauphine
1
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Published in...
All
Annals of the Institute of Statistical Mathematics
11
International journal of theoretical and applied finance
10
Metrika
10
Journal of Multivariate Analysis
9
Discussion paper / Tinbergen Institute
7
Journal of econometrics
7
MPRA Paper
7
Tinbergen Institute Discussion Papers
7
Computational Statistics & Data Analysis
6
IMF Working Papers
6
Physica A: Statistical Mechanics and its Applications
6
Tinbergen Institute Discussion Paper
6
Statistics & Probability Letters
5
Working Paper
5
Working Papers / Department of Economics, University of Waterloo
5
CPQF Working Paper Series
4
Computational economics
4
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
4
Journal of mathematical finance
3
Staff General Research Papers / Department of Economics, Iowa State University
3
Statistical Papers / Springer
3
The journal of computational finance
3
Annals of Economics and Finance
2
Applied Mathematical Finance
2
Computational Statistics
2
Cowles Foundation Discussion Papers
2
DISA Working Papers
2
Discussion Paper Serie B
2
Econometric Reviews
2
Econometric Society 2004 North American Winter Meetings
2
Econometric reviews
2
Economic Quality Control
2
Economics Papers from University Paris Dauphine
2
Economics letters
2
European journal of operational research : EJOR
2
Finance and Stochastics
2
International Game Theory Review (IGTR)
2
International Journal of Quality & Reliability Management
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
International journal of quality & reliability management
2
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Source
All
RePEc
160
ECONIS (ZBW)
98
EconStor
27
Other ZBW resources
4
BASE
1
Showing
91
-
100
of
290
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date (newest first)
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91
Parliamentary coalitions, an n-person game approach to politics
Fountas, Ioannis E.
;
Kampisioulis, Panagiotis K.
; …
- In:
Spoudai : journal of economics and business
62
(
2012
)
3/4
,
pp. 16-29
coalitions. Same basic data about the coalition form and the
characteristic
function
is necessary in order to connect n …
Persistent link: https://www.econbiz.de/10010255257
Saved in:
92
Continuous empirical
characteristic
function
estimation of GARCH models
Xu, Dinghai
-
2012
Persistent link: https://www.econbiz.de/10009612399
Saved in:
93
Parliamentary Coalitions, An n-person Game Approach to Politics
Fountas, Ioannis E.
;
Kampisioulis, Panagiotis K.
; …
- In:
SPOUDAI Journal of Economics and Business
62
(
2012
)
3-4
,
pp. 16-29
coalitions. Same basic data about the coalition form and the
characteristic
function
is necessary in order to connect n …
Persistent link: https://www.econbiz.de/10010854584
Saved in:
94
Independence Test for High Dimensional Random Vectors
Pan, G.
;
Gao, J.
;
Yang, Y.
;
Guo, M.
-
Department of Econometrics and Business Statistics, …
-
2012
statistic is based on the
characteristic
function
of the empirical spectral distribution of the sample covariance matrix. The …
Persistent link: https://www.econbiz.de/10009650288
Saved in:
95
Efficient Pricing of European-Style Options Under Heston's Stochastic Volatility Model
Zhylyevskyy, Oleksandr
-
Department of Economics, Iowa State University
-
2012
the
characteristic
function
of the underlying stock's log-price and by exploiting the
characteristic
function
's symmetry …. The value of a European-style call is computed using a parity relationship. The required
characteristic
function
is …
Persistent link: https://www.econbiz.de/10009421255
Saved in:
96
Fourier--type estimation of the power garch model with stable--paretian innovations
Francq, Christian
;
Meintanis, Simos
-
Volkswirtschaftliche Fakultät, …
-
2012
structure of the conditional
characteristic
function
of the observations driven by these models we propose minimum distance … estimation based on the empirical
characteristic
function
of corresponding residuals. Consistency of the estimators is proved …
Persistent link: https://www.econbiz.de/10011113582
Saved in:
97
Simple techniques for likelihood analysis of univariate and multivariate stable distributions: with extensions to multivariate stochastic volatility and dynamic factor models
Tsionas, Mike
-
Volkswirtschaftliche Fakultät, …
-
2012
-scale mixtures and (ii) versions of approximate Bayesian computation (ABC) using the
characteristic
function
and the asymptotic form …
Persistent link: https://www.econbiz.de/10011258174
Saved in:
98
The triangular model with random coefficients
Hoderlein, Stefan
;
Holzmann, Hajo
;
Meister, Alexander
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 144-169
Persistent link: https://www.econbiz.de/10011917439
Saved in:
99
Why cannot we have a strongly consistent family of skew normal (and higher order) distributions
Thongchai Dumrongpokaphan
;
Kreinovich, Vladik
- In:
Robustness in econometrics
,
(pp. 69-77)
.
2017
Persistent link: https://www.econbiz.de/10011800956
Saved in:
100
Fourier-type tests involving martingale difference processes
Hlávka, Zdeněk
;
Hušková, Marie
;
Kirch, Claudia
; …
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 469-492
Persistent link: https://www.econbiz.de/10011795250
Saved in:
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