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subject:"Estimation"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Federal Reserve System / Division of Research and Statistics"
~subject:"ARCH-Modell"
~subject:"Markov-Kette"
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Subject
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Estimation
ARCH-Modell
Markov-Kette
Theorie
136
Theory
136
Option pricing theory
15
Optionspreistheorie
15
Schätzung
14
USA
14
United States
14
Yield curve
14
Zinsstruktur
14
Estimation theory
12
Geldpolitik
12
Monetary policy
12
Schätztheorie
12
Stochastic process
12
Stochastischer Prozess
12
Volatility
10
Volatilität
10
CAPM
7
Forecasting model
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Prognoseverfahren
7
Statistical test
7
Statistischer Test
7
ARCH model
6
Time series analysis
6
Zeitreihenanalyse
6
Börsenkurs
5
Capital income
5
Kapitaleinkommen
5
Markov chain
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Rational expectations
5
Rationale Erwartung
5
Risiko
5
Risk
5
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Book / Working Paper
23
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Arbeitspapier
23
Working Paper
23
Graue Literatur
21
Non-commercial literature
21
Language
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English
23
Author
All
Christiansen, Charlotte
2
Rahbek, Anders
2
Tanggaard, Carsten
2
Baily, Martin Neil
1
Bartelsman, Eric J.
1
Brunetti, Celso
1
Busch, Thomas
1
Di Miscia, Orazio
1
Estevão, Marcelo M.
1
Fuhrer, Jeffrey C.
1
Gordy, Michael B.
1
Haltiwanger, John C.
1
Hansen, Niels Richard
1
Jensen, Morten Berg
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Lunde, Asger
1
Mikkelsen, Peter
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Orphanides, Athanasios
1
Porter, Richard D.
1
Swamy, Paravastu A. V. B.
1
Sørensen, Michael
1
Tavlas, George S.
1
Tolver Jensen, Søren
1
Wilson, Beth Anne
1
Zhou, Chunsheng
1
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Institution
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Centre for Analytical Finance <Århus>
Federal Reserve System / Division of Research and Statistics
National Bureau of Economic Research
491
Ekonomiska forskningsinstitutet <Stockholm>
54
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
42
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
European University Institute / Department of Economics
10
Institut für Höhere Studien
10
Friedrich-Schiller-Universität Jena
9
Universität Mannheim
9
Centre for Economic Performance
8
Christian-Albrechts-Universität zu Kiel
8
Trinity College Dublin / Department of Economics
8
University of Reading / Department of Economics
8
Center for Economic Research <Tilburg>
7
Centre for Economic Policy Research
7
Econometrisch Instituut <Rotterdam>
7
Eric Cuvillier <Firma>
7
Goethe-Universität Frankfurt am Main
7
University of Exeter / Department of Economics
7
Centre for Quantitative Economics & Computing
6
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
6
Instituto Valenciano de Investigaciones Económicas
6
International Monetary Fund
6
Leibniz-Institut für Wirtschaftsforschung Halle
6
Shakai-Keizai-Kenkyūsho <Osaka>
6
Australian National University / Faculty of Economics and Commerce
5
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
5
Deutschland / Bundeswehr / Universität Hamburg
5
Edward Elgar Publishing
5
Federal Reserve Bank of San Francisco
5
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
5
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
16
Finance and economics discussion series
7
Source
All
ECONIS (ZBW)
23
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1
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
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:
4
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
5
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
Saved in:
6
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
7
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:
8
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:
9
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:
10
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
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