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institution:"Københavns Universitet / Økonomisk Institut"
type_genre:"Non-commercial literature"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Robert Schuman Centre for Advanced Studies"
~subject:"Cointegration"
~subject:"Schätztheorie"
~type_genre:"Collection of articles written by one author"
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Search: subject_exact:"Theory"
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Cointegration
Schätztheorie
Theorie
193
Theory
193
Option pricing theory
14
Optionspreistheorie
14
USA
13
United States
13
Yield curve
11
Zinsstruktur
11
Estimation
10
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Schätzung
10
Volatility
9
Volatilität
9
Estimation theory
8
Geldpolitik
8
Incomplete market
8
Monetary policy
8
Stochastic process
8
Stochastischer Prozess
8
Time series analysis
8
Unvollkommener Markt
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Zeitreihenanalyse
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ARCH model
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ARCH-Modell
7
CAPM
7
Core
7
EU countries
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EU-Staaten
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Game theory
7
Spieltheorie
7
Statistical test
7
Statistischer Test
7
Kointegration
6
Welt
6
World
6
Einkommensverteilung
5
Forecasting model
5
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Book / Working Paper
14
Type of publication (narrower categories)
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Non-commercial literature
Collection of articles written by one author
Graue Literatur
14
Arbeitspapier
12
Working Paper
12
Collection of articles of several authors
2
Sammelwerk
2
Language
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English
14
Author
All
Jusélius, Katarina
3
Kongsted, Hans Christian
2
Sørensen, Helle
2
Bohn Nielsen, Heino
1
Engsted, Tom
1
Johansen, Søren
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Sørensen, Michael
1
Tanggaard, Carsten
1
Taulbjerg, Jes
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Københavns Universitet / Økonomisk Institut
Centre for Analytical Finance <Århus>
Robert Schuman Centre for Advanced Studies
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
38
European University Institute / Department of Economics
33
Ekonomiska forskningsinstitutet <Stockholm>
27
Umeå universitet
20
University of New England / Department of Econometrics
18
Center for Economic Research <Tilburg>
16
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
University of Exeter / Department of Economics
10
Forschungsinstitut zur Zukunft der Arbeit
9
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
9
Universität Basel / Institut für Statistik und Ökonometrie
9
Birkbeck College / Department of Economics
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
Federal Reserve System / Division of Research and Statistics
7
Centre for Microdata Methods and Practice <London>
6
Rutgers University / Department of Economics
6
Johns Hopkins University / Department of Economics
5
Rodney L. White Center for Financial Research
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
Umeå Universitet / Institutionen för Nationalekonomi
5
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
5
Universitetet i Oslo / Økonomisk institutt
5
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Brown University / Department of Economics
4
Chambre de commerce et d'industrie de Paris
4
Deutsche Forschungsgemeinschaft
4
Universität Mannheim / Institut für Volkswirtschaft und Statistik
4
Australian National University / Faculty of Economics
3
Australian National University / Faculty of Economics and Commerce
3
Centre for Quantitative Economics & Computing
3
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
3
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
3
European University Institute / Department of Law
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Institut für Höhere Studien
3
Institut für Weltwirtschaft
3
National Bureau of Economic Research
3
School of Economics <Quezon>
3
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
Discussion papers / Department of Economics, University of Copenhagen
4
Source
All
ECONIS (ZBW)
14
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1
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
2
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
3
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
Saved in:
4
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
5
Analyzing I(2) systems by transformed vector autoregressions
Kongsted, Hans Christian
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10001716142
Saved in:
6
Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660135
Saved in:
7
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001701167
Saved in:
8
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
Saved in:
9
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
10
Testing the nominal-to-read transformation
Kongsted, Hans Christian
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001687895
Saved in:
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