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Kalman filter
Optionspreistheorie
14,803
Option pricing theory
14,344
Theorie
5,932
Theory
5,734
Volatilität
5,142
Optionsgeschäft
5,121
Volatility
5,085
Option trading
4,912
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3,791
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3,750
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3,600
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3,538
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2,870
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2,865
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2,735
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2,162
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2,111
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1,766
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1,707
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1,679
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1,663
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1,597
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1,588
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1,582
Welt
1,412
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1,399
Börsenkurs
1,271
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1,255
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1,240
CAPM
1,215
Forecasting model
1,214
Black-Scholes-Modell
1,200
Zinsstruktur
1,174
Yield curve
1,169
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1,148
Kapitaleinkommen
1,010
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Risiko
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Koopman, Siem Jan
83
Fiorentini, Gabriele
17
Sentana, Enrique
17
Felipe, Jesus
14
Hindrayanto, Irma
14
Laubach, Thomas
14
Wel, Michel van der
13
Shephard, Neil
12
Schlicht, Ekkehart
11
Jungbacker, Borus
10
Lanzafame, Matteo
9
Ooms, Marius
9
Poncela, Pilar
9
Ruiz, Esther
9
Coenen, Günter
8
Hoffmann, Mathias
8
Bhar, Ramaprasad
7
Campos, Eduardo Lima
7
Cysne, Rubens Penha
7
Everaert, Gerdie
7
Galesi, Alessandro
7
Napolitano, Oreste
7
Serna, Gregorio
7
Théoret, Raymond
7
Christoffel, Kai
6
Dossche, Maarten
6
Doz, Catherine
6
Garnier, Julien
6
Giannone, Domenico
6
Lautier, Delphine
6
Población, Javier
6
Reichlin, Lucrezia
6
Riani, Marco
6
Srinivasan, Naveen
6
Warne, Anders
6
Barndorff-Nielsen, Ole E.
5
Bonasia, Mariangela
5
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5
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5
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5
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15
European Central Bank
12
Tinbergen Institute
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8
EconWPA
8
Society for Computational Economics - SCE
8
HAL
7
Department of Economics, Oxford University
6
Deutsche Bundesbank
6
Economics Group, Nuffield College, University of Oxford
6
Banque de France
5
Centro de Estudios Monetarios y Financieros (CEMFI)
5
Econometric Society
5
Université Paris-Dauphine (Paris IX)
5
Banca d'Italia
4
Faculty of Economics, University of Cambridge
4
de Nederlandsche Bank
4
CESifo
3
Center for Financial Studies
3
Centre for Dynamic Macroeconomic Analysis, University of St. Andrews
3
Faculteit Economie en Bedrijfskunde, Universiteit Gent
3
Hong Kong Monetary Authority
3
Magyar Nemzeti Bank (MNB)
3
School of Economics and Management, University of Aarhus
3
Suomen Pankki
3
Česká Národní Banka
3
Banco Central de Reserva del Perú
2
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
2
Departamento de Economía de la Empresa, Universidad Carlos III de Madrid
2
Departamento de Estadistica, Universidad Carlos III de Madrid
2
Department of Econometrics and Business Statistics, Monash Business School
2
Department of Economics, Florida International University
2
Department of Economics, Sciences économiques
2
Dipartimento di Studi Economici "Salvatore Vinci", Università degli Studi di Napoli - "Parthenope"
2
Division of Economics, Nanyang Technological University
2
Départment d'économétrie et d'économie politique (DEEP), Faculté des Hautes Études Commerciales (HEC)
2
Départment des sciences administratives, Université du Québec en Outaouais (UQO)
2
Economics Department, Organisation de Coopération et de Développement Économiques (OCDE)
2
Economics Department, Queen's University
2
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Tinbergen Institute Discussion Papers
29
Discussion paper / Tinbergen Institute
23
Tinbergen Institute Discussion Paper
22
ECB Working Paper
16
Empirical Economics
13
International journal of forecasting
12
MPRA Paper
12
Working Paper Series / European Central Bank
12
Working Paper
11
Economic modelling
10
Applied economics
8
CEPR Discussion Papers
8
Computational economics
8
Studies in Nonlinear Dynamics & Econometrics
8
Economics Letters
7
Economics letters
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of econometrics
7
Econometric reviews
6
Economics Papers / Economics Group, Nuffield College, University of Oxford
6
Economics Series Working Papers / Department of Economics, Oxford University
6
Journal of forecasting
6
MNB Working Papers
6
Post-Print / HAL
6
Computational Economics
5
Computational Statistics & Data Analysis
5
Economic systems
5
Economics Papers from University Paris Dauphine
5
Energy economics
5
Finance research letters
5
Journal of banking & finance
5
SERIEs - Journal of the Spanish Economic Association
5
The North American journal of economics and finance : a journal of financial economics studies
5
Working Papers / Centro de Estudios Monetarios y Financieros (CEMFI)
5
Working papers / Banque de France
5
ADB Economics Working Paper Series
4
Applied Energy
4
CESifo Working Paper
4
CFS Working Paper Series
4
Cambridge Working Papers in Economics
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Source
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RePEc
528
ECONIS (ZBW)
430
EconStor
137
BASE
11
Other ZBW resources
8
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1
Volatility bursts : a discrete-time option model with multiple volatility components
Lilla, Francesca
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 678-713
Persistent link: https://www.econbiz.de/10014314782
Saved in:
2
Harvesting the volatility smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Saved in:
3
How to mine
gold
without digging
Guo, Kevin
;
Leung, Tim
;
Ward, Brian
- In:
International journal of financial engineering
6
(
2019
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012028869
Saved in:
4
What determines the
gold
inflation relation in the long-run?
Kumar, Satish
- In:
Studies in economics and finance
34
(
2017
)
4
,
pp. 430-446
Persistent link: https://www.econbiz.de/10011961089
Saved in:
5
Commodity derivative valuation under a factor model with time-varying market prices of risk
García Mirantes, Andrés
;
Población, Javier
;
Serna, …
- In:
Review of derivatives research
18
(
2015
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10011414114
Saved in:
6
Three-factor commodity forward curve model and its joint P and Q dynamics
Ladokhin, Sergiy
;
Borovkova, Svetlana
- In:
Energy economics
101
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013161542
Saved in:
7
Volatility bursts : a discrete-time option model with multiple volatility components
Lilla, Francesca
-
2021
Persistent link: https://www.econbiz.de/10012584971
Saved in:
8
How do invariant transformations affect the calibration and optimization of the Kalman filtering algorithm used in the estimation of continuous-time affine term structure models?
Juneja, Januj Amar
- In:
Computational management science
18
(
2021
)
1
,
pp. 73-97
Persistent link: https://www.econbiz.de/10012487048
Saved in:
9
Time-varying market price of risk and autoregressive error structure of oil prices
Souza, Carla Gomes Costa de
;
Aiube, Fernando Antônio Lucena
- In:
Estudios de economía aplicada : revista promovida por …
38
(
2020
)
1
,
pp. 133-141
Persistent link: https://www.econbiz.de/10012307969
Saved in:
10
Wiener chaos expansion and numerical solutions of the Heath-Jarrow-Morton interest rate model
Kalpinelli, Evangelia A.
;
Frangos, Nikolaos E.
; …
- In:
The journal of computational finance
19
(
2016
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011603168
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