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Estimation theory
Prognoseverfahren
41,262
Volatility
40,965
Volatilität
40,697
Forecasting model
40,268
Theorie
23,409
Theory
22,918
Schätzung
13,587
Estimation
13,265
Börsenkurs
12,218
Share price
12,045
Kapitaleinkommen
10,709
Capital income
10,668
Zeitreihenanalyse
8,240
Time series analysis
8,023
USA
7,872
United States
7,623
Aktienmarkt
7,103
Stock market
7,022
ARCH-Modell
6,910
ARCH model
6,828
Welt
6,679
World
6,546
Prognose
6,462
Forecast
6,169
Wechselkurs
5,901
Exchange rate
5,784
Optionspreistheorie
4,953
Option pricing theory
4,850
Stochastischer Prozess
4,365
Stochastic process
4,280
Wirtschaftsprognose
3,928
Economic forecast
3,847
Risk
3,572
Portfolio-Management
3,552
Portfolio selection
3,524
Risiko
3,516
Schätztheorie
3,247
Konjunktur
2,962
Business cycle
2,895
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Free
1,202
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889
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Article
1,798
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1,402
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Article in journal
1,698
Aufsatz in Zeitschrift
1,698
Graue Literatur
675
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675
Arbeitspapier
647
Working Paper
647
Aufsatz im Buch
97
Book section
97
Hochschulschrift
62
Thesis
48
Collection of articles of several authors
20
Sammelwerk
20
Aufsatzsammlung
17
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16
Sammlung
16
Conference paper
13
Konferenzbeitrag
13
Bibliografie enthalten
12
Bibliography included
12
Forschungsbericht
7
Konferenzschrift
7
Amtsdruckschrift
4
Government document
4
Lehrbuch
4
Textbook
4
Systematic review
3
Übersichtsarbeit
3
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2
Handbook
2
Handbuch
2
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1
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1
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English
3,136
German
59
French
4
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2
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1
Dutch
1
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Author
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Swanson, Norman R.
41
Koopman, Siem Jan
27
Corradi, Valentina
23
Diebold, Francis X.
23
Marcellino, Massimiliano
20
Teräsvirta, Timo
20
Todorov, Viktor
19
Li, Jia
18
Koop, Gary
17
Cai, Zongwu
16
Clark, Todd E.
16
Kumar, Dilip
16
McCracken, Michael W.
16
Phillips, Peter C. B.
16
Li, Yingying
15
Xu, Ke-Li
15
Andersen, Torben
14
Croux, Christophe
14
Gao, Jiti
14
Huber, Florian
14
Linton, Oliver
14
Maheswaran, S.
14
Tauchen, George Eugene
14
Brandt, Michael W.
13
Hafner, Christian M.
13
Hyndman, Rob J.
13
Härdle, Wolfgang
13
Rossi, Barbara
13
Kapetanios, George
12
Kim, Donggyu
12
Chevillon, Guillaume
11
Ghysels, Eric
11
Hendry, David F.
11
Lee, Cheng F.
11
Lucas, André
11
Mancino, Maria Elvira
11
West, Kenneth D.
11
Athanasopoulos, George
10
Hurvich, Clifford M.
10
Jordà, Òscar
10
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National Bureau of Economic Research
16
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Birkbeck College / Department of Economics
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
European University Institute / Department of Law
3
Rodney L. White Center for Financial Research
3
Rutgers University / Department of Economics
3
Umeå Universitet / Institutionen för Nationalekonomi
3
Ekonomiska forskningsinstitutet <Stockholm>
2
HFDF <1, 1995, Zürich>
2
OECD
2
Umeå universitet
2
Air Force Project Rand
1
Australasian Economic Modelling Conference <1992, Cairns>
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Department of Agricultural Economics, Cornell University Agricultural Experiment Station
1
Deutschland / Bundesministerium der Finanzen
1
European University Institute / Department of Economics
1
Europäische Kommission / Statistisches Amt
1
Federal Reserve Bank of Cleveland
1
Foerder Institute for Economic Research <Tēl-Āvîv>
1
HFDF <2, 1998, Zürich>
1
Institut für Industriebetriebsforschung <Hamburg>
1
Institut für Weltwirtschaft
1
International Institute for Applied Systems Analysis
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Leonard N. Stern School of Business / Information Systems Department
1
Nuffield College
1
Parliament
1
School of Economics <Bundoora, Victoria> / Department of Economics
1
Springer Fachmedien Wiesbaden
1
University of California, San Diego / Department of Economics
1
University of Chicago / Graduate School of Business
1
University of Chicago / Graduate School of Business / Department of Economics
1
University of Exeter / Department of Economics
1
University of Warwick / Department of Economics
1
Universität Trier
1
Universität zu Köln
1
Vereinte Nationen / Research Institute for Social Development
1
Victoria University of Wellington / School of Economics and Finance
1
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Published in...
All
Journal of econometrics
179
International journal of forecasting
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Journal of forecasting
74
Economics letters
45
Discussion paper / Tinbergen Institute
43
Journal of empirical finance
33
Econometric reviews
32
Econometric theory
26
CREATES research paper
24
Working paper / Department of Econometrics and Business Statistics, Monash University
24
Economic modelling
23
Finance research letters
23
The econometrics journal
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Quantitative finance
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Journal of financial econometrics
18
Journal of banking & finance
17
European journal of operational research : EJOR
16
Computational economics
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of risk and financial management : JRFM
15
Journal of the American Statistical Association : JASA
15
Working papers / Rutgers University, Department of Economics
15
Econometrics : open access journal
14
Working paper
14
Applied economics
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Insurance / Mathematics & economics
13
International journal of theoretical and applied finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Discussion paper
12
International Journal of Energy Economics and Policy : IJEEP
12
NBER working paper series
12
Risks : open access journal
12
SFB 649 discussion paper
12
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
Working papers
12
Discussion papers / CEPR
11
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Source
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ECONIS (ZBW)
3,200
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1
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10
of
3,200
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date (newest first)
date (oldest first)
1
Black-scholes option pricing models : an empirical study of DAX options
Munch, Kris
-
1997
Persistent link: https://www.econbiz.de/10000953053
Saved in:
2
The Black-Scholes model of option prices if individuals' utilities are admitted
Abraham, Haim
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
24
(
2000
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10001480377
Saved in:
3
Künstliche neuronale Netze und ihre Beziehungen zur Statistik
Widmann, Gabriele
-
2001
Persistent link: https://www.econbiz.de/10001543805
Saved in:
4
Taming the skew : higher-order moments in modeling asset price processes in finance
Das, Sanjiv R.
;
Sundaram, Rangarajan K.
-
1997
Persistent link: https://www.econbiz.de/10000626665
Saved in:
5
Estimation and prediction of a non-constant
volatility
Abramov, Vyacheslav M.
;
Klebaner, Fima C.
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003609524
Saved in:
6
A spectral estimation of tempered stable stochastic
volatility
models and option pricing
Li, Junye
;
Favero, Carlo A.
;
Ortu, Fulvio
-
2010
Persistent link: https://www.econbiz.de/10011334802
Saved in:
7
On implied
volatility
for options : some reasons to smile and more to correct
Chen, Song Xi
;
Xu, Zheng
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010258291
Saved in:
8
Asymptotics of implied
volatility
to arbitrary order
Gao, Kun
;
Lee, Roger
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 349-392
Persistent link: https://www.econbiz.de/10010340727
Saved in:
9
An application of nonparametric
volatility
estimators to option pricing
Kenmoe, Romuald N.
;
Sanfelici, Simona
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 393-412
Persistent link: https://www.econbiz.de/10010412432
Saved in:
10
Local parametric analysis of derivatives pricing and hedging
Bossaerts, Peter L.
;
Hillion, Pierre Henri
- In:
Journal of financial markets
6
(
2003
)
4
,
pp. 573-605
Persistent link: https://www.econbiz.de/10001780139
Saved in:
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