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~subject:"Estimation"
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Estimation
Simulation
19,791
Optionspreistheorie
14,726
Option pricing theory
14,268
Theorie
11,883
Theory
11,587
Monte Carlo simulation
6,203
Monte-Carlo-Simulation
5,637
Volatilität
4,366
Volatility
4,295
Stochastischer Prozess
4,168
Stochastic process
4,101
Optionsgeschäft
2,884
Option trading
2,867
simulation
2,519
Derivat
2,478
Derivative
2,475
Schätztheorie
2,203
Estimation theory
2,163
Schätzung
1,860
USA
1,729
United States
1,672
Portfolio-Management
1,669
Portfolio selection
1,650
Deutschland
1,455
Prognoseverfahren
1,319
Hedging
1,318
Forecasting model
1,295
Germany
1,271
Markov chain
1,266
Markov-Kette
1,261
Agentenbasierte Modellierung
1,223
Agent-based modeling
1,217
CAPM
1,168
Black-Scholes-Modell
1,115
Mathematische Optimierung
1,087
Mathematical programming
1,084
Black-Scholes model
1,060
Zinsstruktur
1,059
Yield curve
1,046
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Free
592
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398
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Article
952
Book / Working Paper
879
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892
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892
Graue Literatur
496
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496
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454
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453
Hochschulschrift
147
Thesis
127
Aufsatz im Buch
49
Book section
49
Bibliografie enthalten
23
Bibliography included
23
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23
Sammlung
23
Conference paper
10
Konferenzbeitrag
10
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8
Sammelwerk
8
Amtsdruckschrift
3
Aufsatzsammlung
3
Government document
3
Konferenzschrift
3
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2
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2
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2
Übersichtsarbeit
2
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1
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1
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1
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1
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English
1,711
German
105
Undetermined
10
French
6
Italian
2
Spanish
1
Author
All
Engle, Robert F.
20
Härdle, Wolfgang
16
Rosenberg, Joshua V.
15
Todorov, Viktor
14
Frühwirth-Schnatter, Sylvia
11
Koopman, Siem Jan
11
Berka, Martin
10
Devereux, Michael B.
10
Weber, Andrea
10
Jacobs, Kris
9
Korn, Olaf
9
Pesaran, M. Hashem
9
Winter-Ebmer, Rudolf
9
Buch, Claudia M.
8
Chan, Felix
8
Craig, Ben R.
8
Dijk, Herman K. van
8
Kano, Kazuko
8
Kano, Takashi
8
McAleer, Michael
8
Mertens, Elmar
8
Takechi, Kazutaka
8
Trojani, Fabio
8
Willis, Jonathan L.
8
Bollerslev, Tim
7
Bühler, Wolfgang
7
Dumas, Bernard
7
Fischer, Manfred M.
7
Fleming, Jeff
7
Herwartz, Helmut
7
Lesage, James P.
7
Madan, Dilip B.
7
Nakajima, Jouchi
7
Pamminger, Christoph
7
Pierdzioch, Christian
7
Barone-Adesi, Giovanni
6
Billio, Monica
6
Engel, Charles
6
Herbst, Edward P.
6
Kane, Alex
6
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National Bureau of Economic Research
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Ekonomiska forskningsinstitutet <Stockholm>
4
Verlag Dr. Kovač
3
Centre for Analytical Finance <Århus>
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Umeå universitet
2
Bank of Canada
1
Centre for Economic Policy Research
1
Chambre de commerce et d'industrie de Paris
1
Collegio Carlo Alberto, Università degli Studi di Torino
1
ESCP-EAP European School of Management
1
Econometrisch Instituut <Rotterdam>
1
Eric Cuvillier <Firma>
1
European University Institute / Department of Law
1
Forschungsstelle für Internationales Management
1
Fraunhofer-Institut für System- und Innovationsforschung
1
Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
1
Goethe-Universität Frankfurt am Main
1
Handelns Utredningsinstitut (HUI Research)
1
Institutionen för Skogsekonomi <Ume°a>
1
Internationaler Währungsfonds / Research Department
1
Konjunkturinstitutet <Stockholm>
1
Nationalekonomiska Institutionen <Lund>
1
Research Institute for Development and Finance <Tokio>
1
Shaker Verlag
1
Southern Agricultural Economics Association - SAEA
1
Springer Fachmedien Wiesbaden
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Umeå Universitet / Institutionen för Nationalekonomi
1
University of Hong Kong / School of Economics and Finance
1
Universität Hamburg / Fakultät für Betriebswirtschaft
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
École des Hautes Études Commerciales <Lausanne>
1
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Published in...
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The journal of futures markets
38
Journal of econometrics
34
Journal of banking & finance
26
Journal of applied econometrics
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Discussion paper / Tinbergen Institute
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Applied economics
15
Working paper
15
Quantitative finance
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Economics letters
13
Journal of empirical finance
13
Economic modelling
12
Finance research letters
12
International journal of theoretical and applied finance
12
Journal of financial economics
12
SFB 649 discussion paper
12
Working paper / National Bureau of Economic Research, Inc.
12
Journal of economic dynamics & control
11
The journal of finance : the journal of the American Finance Association
11
Computational economics
10
Discussion paper / Centre for Economic Policy Research
10
The econometrics journal
10
CAMA working paper series
9
CESifo working papers
9
Discussion paper series / IZA
9
International journal of forecasting
9
NBER working paper series
9
Research paper series / Swiss Finance Institute
9
Review of quantitative finance and accounting
9
The European journal of finance
9
Discussion paper
8
Discussion papers of interdisciplinary research project 373
8
Econometric reviews
8
European journal of operational research : EJOR
8
Gabler Edition Wissenschaft
8
International review of financial analysis
8
Review of derivatives research
8
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Source
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ECONIS (ZBW)
1,818
RePEc
12
EconStor
1
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1
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10
of
1,831
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date (oldest first)
1
Application of the Heath-Platen estimator in the Fong-Vasicek short rate model
Coskun, Sema
;
Korn, Ralf
;
Desmettre, Sascha
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012064963
Saved in:
2
Impact of bias in the estimation of American-style options by Monte Carlo
simulation
Anukal Chiralaksanakul
- In:
Journal of modelling in management
11
(
2016
)
2
,
pp. 644-659
Persistent link: https://www.econbiz.de/10011529578
Saved in:
3
A nonparametric kernel regression approach for pricing options on stock market index
Kung, James J.
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 902-913
Persistent link: https://www.econbiz.de/10011432797
Saved in:
4
Estimating stochastic volatility with jumps and asymmetry in Asian markets
Saranya, K.
;
Prasanna, P. Krishna
- In:
Finance research letters
25
(
2018
),
pp. 145-153
Persistent link: https://www.econbiz.de/10012003495
Saved in:
5
Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
Saved in:
6
Modeling intraday stochastic volatility and conditional duration contemporaneously with regime shifts
Trojan, Sebastian
-
2014
Persistent link: https://www.econbiz.de/10010437483
Saved in:
7
Stock price dynamics of listed growth companies : evidence from the options market
Baule, Rainer
;
Tallau, Christian
- In:
The IUP journal of applied finance : IJAF
19
(
2013
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10009696959
Saved in:
8
Estimating correlated jumps and stochastic volatilities
Witzany, Jiří
- In:
Prague economic papers : a bimonthly journal of …
22
(
2013
)
2
,
pp. 251-283
Persistent link: https://www.econbiz.de/10010226453
Saved in:
9
Market-conform valuation of options
Herwig, Tobias
-
2006
Persistent link: https://www.econbiz.de/10003204143
Saved in:
10
Interest rate derivatives for the fractional Cox-Ingersoll-Ross model
Bishwal, Jaya Prakasah Narayan
- In:
Algorithmic finance
10
(
2023
)
1/2
,
pp. 53-66
Persistent link: https://www.econbiz.de/10014474576
Saved in:
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