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Search: subject:"characteristic function"
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Subject
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Characteristic function
83
characteristic function
79
Optionspreistheorie
36
Option pricing theory
35
Estimation theory
33
Schätztheorie
33
Empirical characteristic function
30
Theorie
28
Stochastic process
27
Stochastischer Prozess
27
Volatility
27
Volatilität
27
Characteristic Function
25
Theory
25
Statistical distribution
19
Statistische Verteilung
19
stochastic volatility
15
Core
12
Estimation
12
Game theory
12
Probability theory
12
Wahrscheinlichkeitsrechnung
12
empirical characteristic function
12
Kooperatives Spiel
11
Cooperative game
10
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Schätzung
10
Spieltheorie
10
Statistical test
10
Statistischer Test
10
option pricing
10
Heston
9
Lévy process
9
Option trading
9
Optionsgeschäft
9
Shapley value
9
Bootstrap
8
Fourier inversion
8
Goodness-of-fit
8
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Online availability
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Undetermined
149
Free
121
Type of publication
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Article
183
Book / Working Paper
108
Type of publication (narrower categories)
All
Article in journal
69
Aufsatz in Zeitschrift
69
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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English
161
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)
99
EconStor
27
Other ZBW resources
4
BASE
1
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51
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291
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51
On the identification of models with conditional characteristic functions
Han, Hyojin
- In:
Economics letters
186
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012500866
Saved in:
52
A generalization of option pricing to price-limit markets
Guo, Jia-Hau
;
Chang, Lung-Fu
- In:
Review of derivatives research
23
(
2020
)
2
,
pp. 145-161
Persistent link: https://www.econbiz.de/10012229795
Saved in:
53
Pricing vulnerable options with stochastic volatility and stochastic interest rate
Ma, Chaoqun
;
Yue, Shengjie
;
Wu, Hui
;
Ma, Yong
- In:
Computational economics
56
(
2020
)
2
,
pp. 391-429
Persistent link: https://www.econbiz.de/10012272041
Saved in:
54
Stock index options pricing under jump patterns driven by market states
Lin, Chao-Yang
;
Liu, Huimei
;
Lee, Jia-Ching
;
Lin, Shih-kuei
- In:
Emerging markets, finance & trade : a journal of the …
56
(
2020
)
4
,
pp. 840-859
Persistent link: https://www.econbiz.de/10012211508
Saved in:
55
The extended Shapley value for generalized cooperative games under precedence constraints
Zou, Zhengxing
;
Zhang, Qiang
;
Borkotokey, Surajit
;
Yu, …
- In:
Operational research : an international journal
20
(
2020
)
2
,
pp. 899-925
Persistent link: https://www.econbiz.de/10012214723
Saved in:
56
Empirical characteristic functions-based estimation and distance correlation for locally stationary processes
Jentsch, Carsten
;
Leucht, Anne
;
Meyer, Marco
;
Beering, …
-
2016
In this paper, we propose a kernel-type estimator for the local
characteristic
function
of locally stationary processes …
Persistent link: https://www.econbiz.de/10011588694
Saved in:
57
Specification testing in random coefficient models
Breunig, Christoph
;
Hoderlein, Stefan
-
2016
be omitted altogether. Our tests are nonparametric in nature, and use sieve estimators of the
characteristic
function
. We …
Persistent link: https://www.econbiz.de/10011531875
Saved in:
58
Specification testing in random coefficient models
Breunig, Christoph
;
Hoderlein, Stefan
-
2016
be omitted altogether. Our tests are nonparametric in nature, and use sieve estimators of the
characteristic
function
. We …
Persistent link: https://www.econbiz.de/10011437705
Saved in:
59
Nonparametric specification testing in random parameter models
Breunig, Christoph
;
Hoderlein, Stefan
-
2016
Persistent link: https://www.econbiz.de/10011508496
Saved in:
60
Empirical characteristic functions-based estimation and distance correlation for locally stationary processes
Jentsch, Carsten
;
Leucht, Anne
;
Meyer, Marco
;
Beering, …
-
2016
-
Version: November 1, 2016
In this paper, we propose a kernel-type estimator for the local
characteristic
function
of locally stationary processes …
Persistent link: https://www.econbiz.de/10011570173
Saved in:
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