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subject:"Estimation"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre"
~subject:"Markov-Kette"
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Search: subject_exact:"Theory"
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Subject
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Estimation
Markov-Kette
Theorie
77
Theory
77
Option pricing theory
14
Optionspreistheorie
14
Schätzung
12
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Deutschland
5
Estimation theory
5
Germany
5
Markov chain
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Schätztheorie
5
CAPM
4
Option trading
4
Optionsgeschäft
4
Bias
3
Cointegration
3
Einheitswurzeltest
3
Ernährungsindustrie
3
Food industry
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
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Type of publication
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Book / Working Paper
17
Type of publication (narrower categories)
All
Arbeitspapier
17
Graue Literatur
17
Non-commercial literature
17
Working Paper
17
Language
All
English
16
German
1
Author
All
Glauben, Thomas
3
Christiansen, Charlotte
2
Loy, Jens-Peter
2
Tanggaard, Carsten
2
Brunetti, Celso
1
Brümmer, Bernhard
1
Busch, Thomas
1
Di Miscia, Orazio
1
Hansen, Niels Richard
1
Kessler, Mathieu
1
Körner, Julia
1
Mikkelsen, Peter
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Sørensen, Michael
1
Thijssen, Geert J.
1
Weiss, Christoph R.
1
Wittkopp, Antje
1
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Institution
All
Centre for Analytical Finance <Århus>
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
National Bureau of Economic Research
485
Ekonomiska forskningsinstitutet <Stockholm>
47
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
35
Forschungsinstitut zur Zukunft der Arbeit
32
Springer Fachmedien Wiesbaden
28
Internationaler Währungsfonds / Research Department
22
Birkbeck College / Department of Economics
16
Federal Reserve System / Board of Governors
13
Institut für Weltwirtschaft
13
Umeå universitet
11
University of Oxford / Institute of Economics and Statistics
11
Verlag Dr. Kovač
11
Institut für Höhere Studien
10
Friedrich-Schiller-Universität Jena
9
Universität Mannheim
9
Centre for Economic Performance
8
Christian-Albrechts-Universität zu Kiel
8
European University Institute / Department of Economics
8
Trinity College Dublin / Department of Economics
8
University of Reading / Department of Economics
8
Centre for Economic Policy Research
7
Eric Cuvillier <Firma>
7
Federal Reserve System / Division of Research and Statistics
7
Goethe-Universität Frankfurt am Main
7
University of Exeter / Department of Economics
7
Center for Economic Research <Tilburg>
6
Centre for Quantitative Economics & Computing
6
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
6
International Monetary Fund
6
Leibniz-Institut für Wirtschaftsforschung Halle
6
Australian National University / Faculty of Economics and Commerce
5
Deutschland / Bundeswehr / Universität Hamburg
5
Edward Elgar Publishing
5
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
5
Shaker Verlag
5
Umeå Universitet / Institutionen för Nationalekonomi
5
University of Dundee / Department of Economic Studies
5
University of Otago / Commerce Division
5
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
12
FE-Workingpaper / University of Kiel, Department of Food Economics and Consumption Studies
5
Source
All
ECONIS (ZBW)
17
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1
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
2
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
3
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
4
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
5
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:
6
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
7
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
8
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
9
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
Saved in:
10
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
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