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~subject:"Schätztheorie"
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Schätztheorie
Volatility
40,903
Volatilität
40,635
Theorie
25,372
Theory
24,733
Stochastischer Prozess
17,191
Stochastic process
16,750
Optionspreistheorie
14,803
Option pricing theory
14,344
Börsenkurs
9,986
Schätzung
9,848
Share price
9,826
Estimation
9,618
Kapitaleinkommen
7,516
Capital income
7,488
Evolutionsökonomik
7,188
Evolutionary economics
7,108
ARCH-Modell
6,669
ARCH model
6,595
Aktienmarkt
6,019
Stock market
5,954
USA
5,545
Welt
5,419
United States
5,380
World
5,312
Wechselkurs
4,781
Exchange rate
4,681
Prognoseverfahren
4,407
Forecasting model
4,341
Zeitreihenanalyse
4,237
Portfolio-Management
4,197
Portfolio selection
4,165
Time series analysis
4,122
Risk
3,694
Risiko
3,660
Derivat
3,382
Derivative
3,374
Optionsgeschäft
3,356
Option trading
3,335
Estimation theory
2,981
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Online availability
All
Free
1,176
Undetermined
802
Type of publication
All
Article
1,620
Book / Working Paper
1,406
Type of publication (narrower categories)
All
Article in journal
1,536
Aufsatz in Zeitschrift
1,536
Working Paper
664
Arbeitspapier
623
Graue Literatur
621
Non-commercial literature
621
Aufsatz im Buch
81
Book section
81
Hochschulschrift
51
Thesis
41
Collection of articles written by one author
14
Sammlung
14
Collection of articles of several authors
13
Sammelwerk
13
Aufsatzsammlung
9
Forschungsbericht
6
Amtsdruckschrift
5
Bibliografie enthalten
5
Bibliography included
5
Conference paper
5
Government document
5
Konferenzbeitrag
5
Konferenzschrift
4
Systematic review
4
Übersichtsarbeit
4
Handbook
3
Handbuch
3
Conference proceedings
2
Dissertation u.a. Prüfungsschriften
1
Einführung
1
Lehrbuch
1
Mehrbändiges Werk
1
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1
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1
Reference book
1
Textbook
1
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English
2,992
German
32
French
3
Undetermined
1
Author
All
Phillips, Peter C. B.
31
Koopman, Siem Jan
23
Ringle, Christian M.
23
Sarstedt, Marko
22
Todorov, Viktor
19
Härdle, Wolfgang
18
Li, Jia
18
Reiß, Markus
17
Kumar, Dilip
16
Li, Yingying
15
Tauchen, George Eugene
15
Teräsvirta, Timo
15
Brandt, Michael W.
14
Lucas, André
14
Maheswaran, S.
14
Diebold, Francis X.
13
Ghysels, Eric
13
Hafner, Christian M.
13
Nolte, Ingmar
13
Croux, Christophe
12
Hair, Joseph F.
12
Kim, Donggyu
12
McAleer, Michael
12
Sentana, Enrique
12
Christopeit, Norbert
11
Linton, Oliver
11
Mancino, Maria Elvira
11
Spokojnyj, Vladimir G.
11
Swanson, Norman R.
11
Wagner, Martin
11
Andersen, Torben
10
Andrews, Donald W. K.
10
Bibinger, Markus
10
Hurvich, Clifford M.
10
Liu, Zhi
10
Massmann, Michael
10
Silvennoinen, Annastiina
10
Takahashi, Akihiko
10
Wolf, Michael
10
Yu, Jun
10
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Institution
All
National Bureau of Economic Research
20
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Birkbeck College / Department of Economics
5
Center for Economic Research <Tilburg>
3
European University Institute / Department of Economics
3
Rodney L. White Center for Financial Research
3
Centre for Analytical Finance <Århus>
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Federal Reserve System / Division of Research and Statistics
2
Nuffield College
2
University of Exeter / Department of Economics
2
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Deutsche Forschungsgemeinschaft
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of Cleveland
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Leonard N. Stern School of Business / Information Systems Department
1
New York University / Mathematical Finance Seminar
1
New York University Mathematical Finance Seminar
1
Oxford Financial Research Centre
1
School of Economics <Bundoora, Victoria> / Department of Economics
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Springer Fachmedien Wiesbaden
1
State University of New York at Albany / Department of Economics
1
Symposium on Operations Research <24, 1999, Magdeburg>
1
Universitetet i Oslo / Økonomisk institutt
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 Southampton / Department of Economics
1
University of Strathclyde / Department of Economics
1
Universität Trier
1
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Published in...
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Journal of econometrics
164
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Economics letters
57
Discussion paper / Tinbergen Institute
49
Econometric reviews
49
Econometric theory
37
CREATES research paper
30
Economic modelling
29
European journal of operational research : EJOR
29
Journal of empirical finance
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
The econometrics journal
21
Finance research letters
20
International journal of forecasting
19
International journal of theoretical and applied finance
19
NBER Working Paper
19
SFB 649 discussion paper
19
Econometrics : open access journal
18
Journal of forecasting
17
Journal of risk and financial management : JRFM
17
Quantitative finance
17
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
17
Cowles Foundation discussion paper
16
Journal of banking & finance
16
NBER working paper series
16
Working paper / National Bureau of Economic Research, Inc.
16
Computational economics
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
Journal of financial econometrics
15
Discussion papers of interdisciplinary research project 373
14
Insurance / Mathematics & economics
13
SFB 649 Discussion Paper
13
Applied economics letters
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Finance and stochastics
12
Journal of mathematical finance
12
Mathematics of operations research
12
The North American journal of economics and finance : a journal of financial economics studies
12
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Source
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ECONIS (ZBW)
2,982
EconStor
41
USB Cologne (EcoSocSci)
3
Showing
1
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10
of
3,026
Sort
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articles prioritized
date (newest first)
date (oldest first)
1
Pricing Bounds for VIX Derivatives via Least Squares Monte Carlo
Guo, Ivan
-
2016
Derivatives on the Chicago Board Options Exchange
volatility
index (VIX) have gained significant popularity over the …
Persistent link: https://www.econbiz.de/10012980091
Saved in:
2
Optimum Weighting for the Least Squares Monte Carlo Approach to American Options Under the CEV Model
Barden, Jason
-
2015
In this paper we propose the optimum weighting scheme for pricing American options under a local
volatility
model …. American options are priced under the constant elasticity of variance
volatility
model using Monte Carlo simulation. The …
Persistent link: https://www.econbiz.de/10013018846
Saved in:
3
Predictable dynamics in the implied
volatility
surface based on weighted least squares : evidence from soybean meal futures options in China
Sui, Cong
;
Lung, Peter P.
;
Yang, Mo
- In:
Emerging markets, finance & trade : a journal of the …
56
(
2020
)
11
,
pp. 2625-2638
Persistent link: https://www.econbiz.de/10012262896
Saved in:
4
Parametric estimation of hidden Markov models by least squares type estimation and deconvolution
Chesneau, Christophe
;
El Kolei, Salima
;
Navarro, Fabien
-
2017
Persistent link: https://www.econbiz.de/10012200019
Saved in:
5
Macroeconomic uncertainty and vector autoregressions
Forni, Mario
;
Gambetti, Luca
;
Sala, Luca
-
2021
Persistent link: https://www.econbiz.de/10012417673
Saved in:
6
Improving the term structure of interest rates : two-factor models
Gómez-Valle, Lourdes
;
Martínez-Rodríguez, Julia
- In:
International journal of finance & economics : IJFE
15
(
2010
)
3
,
pp. 275-287
Persistent link: https://www.econbiz.de/10008702343
Saved in:
7
Tools and techniques
Aït-Sahalia, Yacine
(
ed.
);
Hansen, Lars Peter
(
ed.
)
-
2010
Persistent link: https://www.econbiz.de/10003898678
Saved in:
8
Nonparametric transition-based tests for jump diffusions
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Peng, Heng
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1102-1116
Persistent link: https://www.econbiz.de/10003902802
Saved in:
9
Efficient, almost exact simulation of the heston stochastic
volatility
model
van Haastrecht, Alexander
;
Pelsser, Antoon André Jean
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10008860425
Saved in:
10
The Heston stochastic
volatility
model for single assets and for asset portfolios: parameter estimation and an application to the Italian financial market
Ballestra, Luca Vincenzo
;
Ferri, Roberto
;
Pacelli, Graziella
- In:
The international journal of business and finance …
1
(
2007
)
2
,
pp. 11-23
Persistent link: https://www.econbiz.de/10003955535
Saved in:
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