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subject:"Estimation"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Markov-Kette"
~subject:"Regressionsanalyse"
~subject:"Volatility"
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Estimation
Markov-Kette
Regressionsanalyse
Volatility
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Schätztheorie
5
CAPM
4
Option trading
4
Optionsgeschäft
4
Cointegration
3
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regression analysis
3
Statistical distribution
3
Statistische Verteilung
3
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Book / Working Paper
20
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Arbeitspapier
20
Graue Literatur
20
Non-commercial literature
20
Working Paper
20
Language
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English
20
Author
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Barndorff-Nielsen, Ole E.
2
Christiansen, Charlotte
2
Nielsen, Morten Ørregaard
2
Strunk Hansen, Charlotte
2
Tanggaard, Carsten
2
Brunetti, Celso
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Di Miscia, Orazio
1
Hansen, Niels Richard
1
Hansen, Peter Reinhard
1
Kessler, Mathieu
1
Lunde, Asger
1
Mikkelsen, Peter
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
Shepard, Neil
1
Shephard, Neil G.
1
Sørensen, Helle
1
Sørensen, Michael
1
Tuypens, Bjorn E.
1
Venardos, Emmanouil
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
653
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
56
Ekonomiska forskningsinstitutet <Stockholm>
53
Forschungsinstitut zur Zukunft der Arbeit
33
Springer Fachmedien Wiesbaden
31
Internationaler Währungsfonds / Research Department
26
Birkbeck College / Department of Economics
20
European University Institute / Department of Economics
14
Federal Reserve System / Board of Governors
14
Institut für Weltwirtschaft
14
Federal Reserve System / Division of Research and Statistics
11
Umeå universitet
11
University of Oxford / Institute of Economics and Statistics
11
Verlag Dr. Kovač
11
Center for Economic Research <Tilburg>
10
Institut für Höhere Studien
10
University of Exeter / Department of Economics
10
Universität Mannheim
10
Centre for Economic Policy Research
9
Friedrich-Schiller-Universität Jena
9
Massachusetts Institute of Technology / Department of Economics
9
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
9
Centre for Economic Performance
8
Christian-Albrechts-Universität zu Kiel
8
Eric Cuvillier <Firma>
8
Goethe-Universität Frankfurt am Main
8
Instituto Valenciano de Investigaciones Económicas
8
Rodney L. White Center for Financial Research
8
Trinity College Dublin / Department of Economics
8
University of Reading / Department of Economics
8
World Bank
8
Centre for Quantitative Economics & Computing
7
Federal Reserve Bank of San Francisco
7
Institute of Finance and Accounting <London>
7
International Monetary Fund
7
The Wharton Financial Institutions Center
7
Umeå Universitet / Institutionen för Nationalekonomi
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
6
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
6
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
20
Source
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ECONIS (ZBW)
20
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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
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
3
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
4
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
5
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
6
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:
7
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
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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