//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"econis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A jump-diffusion Libor model a...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Statistical method
8,275
Statistische Methode
8,275
Theorie
1,667
Theory
1,665
EU countries
833
EU-Staaten
833
Deutschland
669
Germany
658
Statistical theory
605
Statistische Methodenlehre
605
Statistik
540
USA
512
United States
508
Messung
505
Welt
503
World
503
Measurement
491
Datenerhebung
438
Schätztheorie
432
Estimation theory
430
Data collection
421
Volkswirtschaftliche Gesamtrechnung
418
National accounts
414
Prognoseverfahren
390
Forecasting model
387
Schätzung
301
Estimation
300
Zeitreihenanalyse
284
Time series analysis
278
Wirtschaftsstatistik
271
Arbeitsmarktstatistik
267
Labour statistics
265
Applied statistics
252
Economic statistics
235
Ökonometrie
216
OECD countries
207
OECD-Staaten
207
Wirtschaftsindikator
196
Adjustment
193
Anpassung
193
more ...
less ...
Online availability
All
Free
2,147
Undetermined
1,412
Type of publication
All
Book / Working Paper
5,067
Article
3,215
Journal
247
Type of publication (narrower categories)
All
Article in journal
2,634
Aufsatz in Zeitschrift
2,634
Graue Literatur
2,307
Non-commercial literature
2,307
Arbeitspapier
1,298
Working Paper
1,298
Amtsdruckschrift
705
Government document
705
Aufsatz im Buch
594
Book section
594
Collection of articles of several authors
465
Sammelwerk
465
Konferenzschrift
305
Conference proceedings
244
Statistik
231
Lehrbuch
185
Hochschulschrift
173
Textbook
155
Thesis
133
Aufsatzsammlung
104
Statistics
88
No longer published / No longer aquired
85
Handbook
84
Handbuch
84
Bibliografie enthalten
38
Bibliography included
38
Mehrbändiges Werk
30
Multi-volume publication
30
Collection of articles written by one author
28
Sammlung
28
Bibliografie
26
Festschrift
24
Case study
21
Fallstudie
21
Einführung
20
Systematic review
20
Übersichtsarbeit
20
Amtliche Publikation
17
Forschungsbericht
15
Conference paper
14
more ...
less ...
Language
All
English
6,731
German
1,156
French
189
Russian
111
Polish
104
Italian
85
Hungarian
69
Spanish
61
Norwegian
19
Czech
18
Bulgarian
13
Danish
13
Slovak
13
Swedish
13
Ukrainian
8
Portuguese
7
Romanian
6
Arabic
5
Japanese
5
Finnish
4
Croatian
4
Lithuanian
4
Dutch
4
Slovenian
4
Estonian
3
Malay (macrolanguage)
2
Serbian
2
Hebrew
1
Thai
1
more ...
less ...
Author
All
Sarstedt, Marko
20
Dang, Hai-Anh H.
17
Domański, Czesław
17
Carson, Carol S.
15
Duclos, Jean-Yves
15
Heckman, James J.
15
Krueger, Alan B.
15
Lippe, Peter von der
14
Manski, Charles F.
13
Diewert, Walter E.
12
Frölich, Markus
12
Ringle, Christian M.
12
Burkhauser, Richard V.
11
Feng, Shuaizhang
11
Gilboa, Itzhak
11
Holz, Carsten A.
11
Laimer, Peter
11
Marcellino, Massimiliano
11
Smeral, Egon
11
Waal, Ton de
11
Wagner, Gert G.
11
Abraham, Katharine G.
10
Brakel, Jan A. van den
10
Carletto, Calogero
10
Feunou, Bruno
10
Huber, Martin
10
Johansen, Søren
10
Kapetanios, George
10
Laliberté, Lucie
10
Larrimore, Jeff
10
Meinel, Gotthard
10
Schmeidler, David
10
Scholtus, Sander
10
Doucouliagos, Chris
9
Durlauf, Steven N.
9
Einmahl, John H. J.
9
Graff, Michael
9
Krämer, Walter
9
Lechner, Michael
9
McAleer, Michael
9
more ...
less ...
Institution
All
OECD
392
Europäische Kommission / Statistisches Amt
237
National Bureau of Economic Research
53
Deutschland / Statistisches Bundesamt
45
International Energy Agency
42
Europäische Kommission
36
Schweiz / Bundesamt für Statistik
36
Vereinte Nationen / Statistics Division
29
Ungarn / Központi Statisztikai Hivatal
26
Istituto Nazionale di Statistica
23
Organisation for Economic Co-operation and Development
21
Europäische Zentralbank
20
Internationaler Währungsfonds
19
International Monetary Fund
18
Österreichisches Institut für Wirtschaftsforschung
18
Norwegen / Statistisk sentralbyrå
17
Vereinte Nationen / Statistical Office
17
Vereinte Nationen / Statistical Commission
15
Statistik Austria
12
Europäische Kommission / Gemeinsame Forschungsstelle
11
Institut national de la statistique et des études économiques <Frankreich>
10
Deutschland <Bundesrepublik> / Statistisches Bundesamt
9
American Statistical Association
8
Australien / Bureau of Statistics
8
Banca d'Italia
8
Dänemark / Statistik
8
Europäische Union / Rat
8
Statistical and Social Inquiry Society of Ireland
8
Verband Deutscher Städtestatistiker
8
Vereinte Nationen
8
Vereinte Nationen / Wirtschaftskommission für Europa
8
International Transport Forum
7
Internationales Arbeitsamt
7
OECD / Statistics Directorate
7
Polen / Główny Urząd Statystyczny
7
Europäisches Währungsinstitut
6
FAO
6
Nacionalen Statističeski Institut <Sofia>
6
Royal Statistical Society
6
Springer International Publishing
6
more ...
less ...
Published in...
All
Wirtschaft und Statistik : WISTA
100
Staff working paper / Bank of Canada
80
OECD Tax Statistics
66
Discussion paper / Central Bureau voor de Statistiek
50
SpringerLink / Bücher
47
NBER working paper series
46
Working paper / National Bureau of Economic Research, Inc.
42
NBER Working Paper
40
Discussion paper series / IZA
39
Kom / Kommission der Europäischen Gemeinschaften
39
Statistics in transition : an international journal of the Polish Statistical Association
39
OECD International Direct Investment Statistics
35
International Trade by Commodity Statistics
34
International journal of production research
34
IMF working papers
33
United Nations publication
32
European journal of operational research : EJOR
29
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
28
Voprosy statistiki : naučno-informacionnyj žurnal
28
Statisztikai szemle : a Központi Statisztikai Hivatal tudományos folyóirata
27
Working paper
27
Organizational research methods : ORM
25
Springer eBook Collection
25
OECD International Development Statistics
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Journal of econometrics
23
Monthly labor review : MLR
23
OECD Employment and Labour Market Statistics
23
Statistical journal of the United Nations Economic Commission for Europe
23
IZA Discussion Paper
21
The review of income and wealth : journal of the International Association for Research in Income and Wealth
21
INSEE méthodes
20
Journal of the American Statistical Association : JASA
20
Manuals and guidelines
20
Discussion paper
19
Jahrbücher für Nationalökonomie und Statistik
19
Oxford bulletin of economics and statistics
19
The journal of portfolio management : JPM
19
Journal of applied econometrics
18
OECD National Accounts Statistics
18
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
478
USB Cologne (EcoSocSci)
168
Other ZBW resources
30
EconStor
28
BASE
23
Showing
1
-
10
of
8,529
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
JDOI variance reduction method and the pricing of American-style options
Auster, Johan
;
Mathys, Ludovic
;
Maeder, Fabio
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 639-656
Persistent link: https://www.econbiz.de/10013367843
Saved in:
2
Time-changed Lévy LIBOR market model : pricing and joint estimation of the cap surface and swaption cube
Leippold, Markus
;
Strømberg, Jacob
- In:
Journal of financial economics
111
(
2014
)
1
,
pp. 224-250
Persistent link: https://www.econbiz.de/10010255531
Saved in:
3
A mean-field extension of the LIBOR market model
Desmettre, Sascha
;
Hochgerner, Simon
;
Omerovic, Sanela
; …
- In:
International journal of theoretical and applied …
25
(
2022
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10013189919
Saved in:
4
A parametric n-dimensional Markov-functional model in the terminal measure
Kaisajuntti, Linus
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 327-358
Persistent link: https://www.econbiz.de/10010187661
Saved in:
5
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
Saved in:
6
Convenient multiple directions of stratification
Jourdain, Benjamin
;
Lapeyre, Bernard
;
Sabino, Piergiacomo
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 867-897
Persistent link: https://www.econbiz.de/10009380998
Saved in:
7
Testing weak exogeneity in cointegrated panels
Moral-Benito, Enrique
;
Servén, Luis
- In:
Applied economics
47
(
2015
)
28/30
,
pp. 3116-3228
Persistent link: https://www.econbiz.de/10011289328
Saved in:
8
A Monte Carlo method using PDE expansions for a diversifed equity index model
Heath, David C.
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344801
Saved in:
9
Valuation of R&D investment opportunities with the threat of compentitors entry in real option analysis
Villani, Giovanni
- In:
Computational economics
43
(
2014
)
3
,
pp. 330-355
Persistent link: https://www.econbiz.de/10010258806
Saved in:
10
Likelihood-based estimation of dynamic panels with predetermined regressors
Moral-Benito, Enrique
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 451-472
Persistent link: https://www.econbiz.de/10010337857
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->