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subject:"Estimation"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Schätztheorie"
~subject:"Shock"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzschrift"
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Subject
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Estimation
Schätztheorie
Shock
Theorie
66
Theory
66
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
CAPM
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
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
Regressionsanalyse
3
Unit root test
3
Wahrscheinlichkeitsrechnung
3
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Type of publication
All
Book / Working Paper
12
Type of publication (narrower categories)
All
Graue Literatur
Konferenzschrift
Arbeitspapier
12
Non-commercial literature
12
Working Paper
12
Language
All
English
12
Author
All
Tanggaard, Carsten
3
Nielsen, Jens Perch
2
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Morten Ørregaard
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Sørensen, Helle
1
Sørensen, Michael
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Institution
All
Centre for Analytical Finance <Århus>
Ekonomiska forskningsinstitutet <Stockholm>
62
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
44
Forschungsinstitut zur Zukunft der Arbeit
39
European University Institute / Department of Economics
28
Umeå universitet
26
Center for Economic Research <Tilburg>
22
Internationaler Währungsfonds / Research Department
22
Birkbeck College / Department of Economics
21
National Bureau of Economic Research
21
University of New England / Department of Econometrics
20
Institut für Weltwirtschaft
19
Federal Reserve System / Division of Research and Statistics
15
University of Exeter / Department of Economics
15
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
14
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
11
Aarhus Universitet / Afdeling for Nationaløkonomi
10
Institut für Höhere Studien
10
Centre for Economic Policy Research
9
Universität Basel / Institut für Statistik und Ökonometrie
9
Australian National University / Faculty of Economics and Commerce
8
Centre for Economic Performance
8
Friedrich-Schiller-Universität Jena
8
Rutgers University / Department of Economics
8
Umeå Universitet / Institutionen för Nationalekonomi
8
Centre for Microdata Methods and Practice <London>
7
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
7
Leibniz-Institut für Wirtschaftsforschung Halle
7
Trinity College Dublin / Department of Economics
7
University of Oxford / Institute of Economics and Statistics
7
University of Reading / Department of Economics
7
Universität Mannheim
7
Chambre de commerce et d'industrie de Paris
6
Christian-Albrechts-Universität zu Kiel
6
Johns Hopkins University / Department of Economics
6
Rodney L. White Center for Financial Research
6
The Wharton Financial Institutions Center
6
University of Dundee / Department of Economic Studies
6
Weltbank / Policy Research Department / Macroeconomics and Growth Division
6
Banque de France / Direction des Etudes Economiques et de la Recherche
5
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
12
Source
All
ECONIS (ZBW)
12
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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
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:
4
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:
5
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:
6
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:
7
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:
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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