//--> //--> //--> //-->
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
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
Fast Rank Reduction of Paramet...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Schätztheorie
35,795
Estimation theory
35,170
Theorie
17,459
Theory
16,943
Derivat
13,926
Derivative
13,892
Schätzung
7,225
Estimation
7,109
Correlation
6,931
Korrelation
6,790
Zeitreihenanalyse
6,310
Time series analysis
6,215
Entwicklungstheorie
5,952
Development theory
4,818
Regressionsanalyse
4,202
Regression analysis
4,185
Volatilität
3,924
USA
3,890
Volatility
3,890
United States
3,783
Nichtparametrisches Verfahren
3,420
Nonparametric statistics
3,330
Ranking-Verfahren
3,048
Ranking method
2,964
Optionspreistheorie
2,897
Option pricing theory
2,855
Portfolio-Management
2,654
Portfolio selection
2,624
Prognoseverfahren
2,560
Welt
2,557
Forecasting model
2,526
Börsenkurs
2,524
World
2,503
Share price
2,484
Hedging
2,258
Kapitaleinkommen
2,050
Capital income
2,043
ARCH-Modell
2,004
Panel
1,992
ARCH model
1,985
more ...
less ...
Online availability
All
Free
21,193
Undetermined
10,364
Type of publication
All
Book / Working Paper
33,878
Article
32,557
Journal
155
Other
6
Type of publication (narrower categories)
All
Article in journal
28,263
Aufsatz in Zeitschrift
28,263
Working Paper
12,895
Graue Literatur
12,559
Non-commercial literature
12,559
Arbeitspapier
12,039
Aufsatz im Buch
2,797
Book section
2,797
Hochschulschrift
1,777
Thesis
1,419
Collection of articles of several authors
887
Sammelwerk
887
Lehrbuch
467
Aufsatzsammlung
453
Textbook
425
Bibliografie enthalten
422
Bibliography included
422
Konferenzschrift
348
Collection of articles written by one author
311
Sammlung
311
Amtsdruckschrift
248
Government document
248
Conference proceedings
212
Conference paper
190
Konferenzbeitrag
190
Systematic review
186
Übersichtsarbeit
186
Glossar enthalten
137
Glossary included
137
Dissertation u.a. Prüfungsschriften
124
Rezension
110
Handbook
109
Handbuch
109
Forschungsbericht
104
Article
94
Festschrift
87
Bibliografie
75
Mehrbändiges Werk
72
Multi-volume publication
72
Case study
58
more ...
less ...
Language
All
English
60,439
German
3,094
Undetermined
1,642
French
609
Spanish
392
Italian
122
Polish
100
Portuguese
96
Russian
42
Dutch
36
Swedish
22
Hungarian
17
Danish
12
Norwegian
12
Finnish
9
Croatian
8
Chinese
8
Czech
7
Romanian
6
Thai
4
Arabic
3
Japanese
3
Lithuanian
3
Slovak
3
Albanian
2
Turkish
2
Afrikaans
1
Modern Greek (1453-)
1
Indonesian
1
Kazakh
1
Macedonian
1
Serbian
1
Ukrainian
1
more ...
less ...
Author
All
Phillips, Peter C. B.
307
Pesaran, M. Hashem
200
McAleer, Michael
198
Härdle, Wolfgang
175
Gao, Jiti
170
Linton, Oliver
146
Andrews, Donald W. K.
139
Newey, Whitney K.
132
Gouriéroux, Christian
125
Kapetanios, George
119
Baltagi, Badi H.
115
Chernozhukov, Victor
115
Chen, Xiaohong
104
Heckman, James J.
100
Koopman, Siem Jan
100
Swanson, Norman R.
96
Fabozzi, Frank J.
94
Imbens, Guido
93
Engle, Robert F.
89
Lütkepohl, Helmut
89
Robinson, Peter M.
89
White, Halbert
87
Lechner, Michael
85
Franses, Philip Hans
84
Dette, Holger
83
Wooldridge, Jeffrey M.
83
Diebold, Francis X.
82
Otsu, Taisuke
82
Lee, Lung-fei
79
Bera, Anil K.
77
Li, Qi
77
Ullah, Aman
77
Croux, Christophe
76
Nielsen, Morten Ørregaard
76
Teräsvirta, Timo
76
Horowitz, Joel
74
Simar, Léopold
72
Stock, James H.
72
Su, Liangjun
71
Dufour, Jean-Marie
69
more ...
less ...
Institution
All
International Monetary Fund (IMF)
615
National Bureau of Economic Research
586
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
135
International Monetary Fund
126
International Monetary Fund / External Relations Dept
98
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
51
Ekonomiska forskningsinstitutet <Stockholm>
45
Institute of Social Studies (ISS)
34
OECD
31
European University Institute / Department of Economics
28
Umeå universitet
28
Center for Economic Research <Tilburg>
24
University of New England / Department of Econometrics
23
Weltbank
23
Deutsche Forschungsgemeinschaft
21
Philippinen / National Census and Statistics Office
21
Bangladesch / Parisaṅkhyāna Byuro
20
Basel Committee on Banking Supervision
20
London School of Economics and Political Science
18
Centre for Microdata Methods and Practice <London>
17
Edward Elgar Publishing
17
International Institute of Social Studies of Erasmus University (ISS), The Hague
17
Springer Fachmedien Wiesbaden
17
Centre for Analytical Finance <Århus>
15
Centre for Quantitative Economics & Computing
15
Econometrisch Instituut <Rotterdam>
15
Organisation for Economic Co-operation and Development
14
University of Exeter / Department of Economics
14
World Bank
14
Federal Reserve System / Division of Research and Statistics
13
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
13
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
13
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
13
International Organization of Securities Commissions
12
Universität Basel / Institut für Statistik und Ökonometrie
12
Forschungsinstitut zur Zukunft der Arbeit
11
HAL
11
Institut für Weltwirtschaft
11
Birkbeck College / Department of Economics
10
Chambre de commerce et d'industrie de Paris
10
more ...
less ...
Published in...
All
Journal of econometrics
1,729
Economics letters
1,098
Econometric theory
747
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
643
IMF Working Papers
522
Econometric reviews
482
NBER Working Paper
479
NBER working paper series
466
The journal of futures markets
446
CEMMAP working papers / Centre for Microdata Methods and Practice
378
Discussion paper / Tinbergen Institute
373
Working paper / National Bureau of Economic Research, Inc.
367
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
341
Journal of the American Statistical Association : JASA
337
European journal of operational research : EJOR
325
Journal of banking & finance
313
Applied economics
301
Applied economics letters
292
The econometrics journal
277
Discussion paper series / IZA
265
Working paper
259
Série des documents de travail / Centre de Recherche en Économie et Statistique
255
Economic modelling
244
Journal of applied econometrics
239
International journal of theoretical and applied finance
233
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
227
Cowles Foundation discussion paper
226
Finance research letters
217
Discussion paper
216
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
215
Discussion paper / Center for Economic Research, Tilburg University
213
Energy economics
212
Oxford bulletin of economics and statistics
202
International journal of forecasting
189
Working paper / Department of Econometrics and Business Statistics, Monash University
176
Journal of quantitative economics : official journal of the Indian Econometric Society
174
The review of economics and statistics
174
Computational economics
168
Working paper series
166
Econometrics : open access journal
162
more ...
less ...
Source
All
ECONIS (ZBW)
63,432
RePEc
1,362
EconStor
983
USB Cologne (EcoSocSci)
679
USB Cologne (business full texts)
40
BASE
39
OLC EcoSci
32
Other ZBW resources
25
ArchiDok
4
more ...
less ...
Showing
51
-
60
of
66,596
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
51
A parsimonious multi-asset Heston model : calibration and
derivative
pricing
Dimitroff, Georgi
;
Lorenz, Stefan
;
Szimayer, Alexander
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1299-1333
Persistent link: https://www.econbiz.de/10009541994
Saved in:
52
Correlation
asymmetry and implication on hedging
Trabelsi, Abdelwahed
;
Ennabli, Asma
- In:
International journal of financial markets and derivatives
6
(
2017
)
1
,
pp. 30-56
Persistent link: https://www.econbiz.de/10011862371
Saved in:
53
A fundamental approach to corporate bond options
Simozar, Saied
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014574997
Saved in:
54
The Q-measure dynamics of forward rates
Rebonato, Riccardo
- In:
Annual review of financial economics
15
(
2023
),
pp. 493-522
Persistent link: https://www.econbiz.de/10014426352
Saved in:
55
Robust and accurate Monte Carlo simulation of (cross-) Gammas for Bermudan swaptions in the LIBOR market model
Korn, Ralf
;
Liang, Qian
- In:
The journal of computational finance
17
(
2013/2014
)
3
,
pp. 87-110
Persistent link: https://www.econbiz.de/10010366276
Saved in:
56
Efficient hedging for defaultable securities and its application to equity-linked life insurance contracts
Melʹnikov, Aleksandr V.
;
Nosrati, Amir
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011404363
Saved in:
57
Theory of derived development : an alternative view of India's development experience
Moorthy, U. N.
- In:
Emerging issues of Indian economic development
,
(pp. 22-42)
.
2001
Persistent link: https://www.econbiz.de/10001690787
Saved in:
58
Derivatives, the shape of international capital flows and the virtues of prudential regulation
Dodd, Randall
-
2002
Persistent link: https://www.econbiz.de/10001712129
Saved in:
59
Fast and Accurate Exercise Policies for Bermudan Swaptions in Libor Market Model
Karlsson, Patrik
-
2015
This paper describes an American Monte Carlo approach for obtaining fast and accurate exercise policies for pricing of callable LIBOR Exotics (e.g., Bermudan swaptions) in the LIBOR market model using the Stochastic Grid Bundling Method (SGBM). SGBM is a bundling and regression based Monte Carlo...
Persistent link: https://www.econbiz.de/10013022125
Saved in:
60
Portfolio Insurance Contracts Linked to Hedge Funds
Ezzili, Chekib
-
2016
We provide a quite general framework for pricing CPPI contracts linked to hedge funds, assessing the gap risk proper to this payoff. We enrich our framework while assuming the existence of a lag between the current estimated NAV and the executed NAV
Persistent link: https://www.econbiz.de/10012985854
Saved in:
First
Prev
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->