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Nichtparametrisches Verfahren
573
Nonparametric statistics
573
Estimation theory
343
Schätztheorie
343
Theorie
156
Theory
156
Regression analysis
155
Regressionsanalyse
155
Estimation
124
Schätzung
123
Time series analysis
85
Zeitreihenanalyse
85
Volatility
74
Volatilität
74
Option pricing theory
69
Optionspreistheorie
69
Statistical test
58
Statistischer Test
58
Panel
54
Panel study
54
Stochastic process
48
Stochastischer Prozess
48
Causality analysis
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Kausalanalyse
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Statistical distribution
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Bootstrap approach
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Bootstrap-Verfahren
37
IV-Schätzung
35
Method of moments
32
Momentenmethode
32
Cointegration
27
Kointegration
27
Induktive Statistik
26
Nonparametric estimation
26
Statistical inference
26
Nonparametric identification
24
Bayes-Statistik
23
Bayesian inference
23
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619
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Article in journal
624
Aufsatz in Zeitschrift
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Konferenzbeitrag
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Collection of articles of several authors
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Sammelwerk
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3
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626
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Linton, Oliver
27
Chen, Xiaohong
18
Gao, Jiti
13
Li, Qi
13
Lewbel, Arthur
12
Robinson, Peter M.
12
Simar, Léopold
12
Phillips, Peter C. B.
11
Florens, Jean-Pierre
10
Hoderlein, Stefan
10
Su, Liangjun
10
Chen, Songnian
9
Todorov, Viktor
9
Cai, Zongwu
8
Fan, Yanqin
8
Horowitz, Joel
8
Hu, Yingyao
8
Li, Degui
8
Sasaki, Yuya
8
White, Halbert
8
Xiao, Zhijie
8
Hsiao, Cheng
7
Sun, Yiguo
7
Gouriéroux, Christian
6
Lee, Sokbae
6
Mammen, Enno
6
Racine, Jeffrey
6
Aït-Sahalia, Yacine
5
Breunig, Christoph
5
D'Haultfœuille, Xavier
5
Delgado, Miguel A.
5
Dong, Chaohua
5
Gallant, A. Ronald
5
Hong, Han
5
Jensen, Mark J.
5
Kristensen, Dennis
5
Lavergne, Pascal
5
Li, Tong
5
Parmeter, Christopher F.
5
Peng, Bin
5
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Journal of econometrics
International journal of theoretical and applied finance
471
The journal of futures markets
267
Mathematical finance : an international journal of mathematics, statistics and financial theory
258
The journal of computational finance
256
Applied mathematical finance
246
CEMMAP working papers / Centre for Microdata Methods and Practice
245
Journal of banking & finance
226
Finance and stochastics
222
The journal of derivatives : the official publication of the International Association of Financial Engineers
206
Quantitative finance
205
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
203
European journal of operational research : EJOR
196
Economics letters
180
Econometric theory
177
Insurance / Mathematics & economics
171
Review of derivatives research
170
Journal of economic dynamics & control
144
Econometric reviews
139
Computational economics
135
Finance research letters
133
SFB 649 discussion paper
124
Discussion paper / Tinbergen Institute
118
International journal of financial engineering
117
Energy economics
112
Journal of mathematical finance
111
NBER working paper series
109
Journal of the American Statistical Association : JASA
108
Risks : open access journal
108
Applied economics
102
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
102
Research paper series / Swiss Finance Institute
100
Discussion paper series / IZA
96
Economic modelling
96
Working paper / Department of Econometrics and Business Statistics, Monash University
96
The North American journal of economics and finance : a journal of financial economics studies
95
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
89
NBER Working Paper
89
The European journal of finance
89
Journal of financial economics
88
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ECONIS (ZBW)
626
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1
Nonparametric state price density estimation using constrained least squares and the bootstrap
Yatchew, Adonis John
;
Härdle, Wolfgang
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 579-599
Persistent link: https://www.econbiz.de/10003359592
Saved in:
2
Nonparametric inference of discretely sampled stable Lévy processes
Zhao, Zhibiao
;
Wu, Wei Biao
- In:
Journal of econometrics
153
(
2009
)
1
,
pp. 83-92
Persistent link: https://www.econbiz.de/10003892656
Saved in:
3
Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints
Fengler, Matthias R.
;
Hin, Lin-Yee
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 242-261
Persistent link: https://www.econbiz.de/10011339347
Saved in:
4
Semi-parametric estimation of American option prices
Gagliardini, Patrick
;
Ronchetti, Diego
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 57-82
Persistent link: https://www.econbiz.de/10009719634
Saved in:
5
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
6
American options with stochastic dividends and volatility : a nonparametric investigation
Broadie, Mark
(
contributor
)
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 53-92
Persistent link: https://www.econbiz.de/10001437745
Saved in:
7
Nonparametric option pricing under shape restrictions
Aït-Sahalia, Yacine
;
Duarte, Jefferson
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 9-47
Persistent link: https://www.econbiz.de/10001772140
Saved in:
8
Estimation of risk-neutral densities using positive convolution approximation
Bondarenko, Oleg
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 85-112
Persistent link: https://www.econbiz.de/10001772142
Saved in:
9
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
10
Sieve estimation of option-implied state price density
Luo, Junwen
;
Qu, Zhongjun
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 88-112
Persistent link: https://www.econbiz.de/10013275364
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