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subject:"Estimation"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Trinity College Dublin / Department of Economics"
~subject:"Markov-Kette"
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Estimation
Markov-Kette
Theorie
121
Theory
121
Schätzung
15
Option pricing theory
14
Optionspreistheorie
14
Stochastic process
11
Stochastischer Prozess
11
Yield curve
11
Zinsstruktur
11
Statistical test
8
Statistischer Test
8
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Time series analysis
7
Volatility
7
Volatilität
7
Zeitreihenanalyse
7
ARCH model
6
ARCH-Modell
6
Ireland
6
Irland
6
CAPM
5
Estimation theory
5
Markov chain
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Risiko
5
Risk
5
Schätztheorie
5
Option trading
4
Optionsgeschäft
4
Statistical distribution
4
Statistische Verteilung
4
USA
4
United States
4
Bias
3
Bubbles
3
Cointegration
3
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4
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Book / Working Paper
20
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Arbeitspapier
19
Graue Literatur
19
Non-commercial literature
19
Working Paper
19
Language
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English
20
Author
All
Christiansen, Charlotte
2
Tanggaard, Carsten
2
Brunetti, Celso
1
Brülhart, Marius
1
Busch, Thomas
1
Castiglione, Concetta
1
Di Miscia, Orazio
1
Figini, Paolo
1
Galstyan, Vahagn
1
Görg, Holger
1
Hansen, Niels Richard
1
Kelly, Mary
1
Kessler, Mathieu
1
Mikkelsen, Peter
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Newman, Carol
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
O'Toole, Francis
1
Purfield, Catriona
1
Strobl, Eric
1
Struck, Clemens
1
Sørensen, Michael
1
Velic, Adnan
1
Waldron, Patrick
1
Zieba, Marta
1
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Institution
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Centre for Analytical Finance <Århus>
Trinity College Dublin / Department of Economics
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
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
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
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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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
12
Trinity economic papers / Technical paper
4
Trinity economics papers : TEP
4
Source
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ECONIS (ZBW)
20
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1
To augment or not to augment? : a conjecture on asymmetric technical change
Struck, Clemens
;
Velic, Adnan
-
Trinity College Dublin / Department of Economics
-
2017
Persistent link: https://www.econbiz.de/10011609515
Saved in:
2
LIML estimation of import demand and export supply elasticities
Galstyan, Vahagn
-
Trinity College Dublin / Department of Economics
-
2016
Persistent link: https://www.econbiz.de/10011450629
Saved in:
3
ICT investments and technical efficiency in Italian manufacturing firms : the productivity paradox revisited
Castiglione, Concetta
-
2008
Persistent link: https://www.econbiz.de/10003996460
Saved in:
4
Understanding production in the performing arts : a production function for German public theatres
Zieba, Marta
;
Newman, Carol
-
2007
Persistent link: https://www.econbiz.de/10003996414
Saved in:
5
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:
6
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
7
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
8
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
9
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:
10
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:
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