//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Estimation"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Zinsstruktur"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Zinsstruktur
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Stochastic process
10
Stochastischer Prozess
10
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
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
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
Regressionsanalyse
3
Statistical distribution
3
Statistische Verteilung
3
more ...
less ...
Type of publication
All
Book / Working Paper
18
Type of publication (narrower categories)
All
Arbeitspapier
18
Graue Literatur
18
Non-commercial literature
18
Working Paper
18
Language
All
English
18
Author
All
Mikkelsen, Peter
3
Taulbjerg, Jes
3
Christiansen, Charlotte
2
Di Miscia, Orazio
2
Tanggaard, Carsten
2
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Schmid, Wolfgang
1
Shin Jensen, Malene
1
Tzotchev, Dobromir
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
566
Ekonomiska forskningsinstitutet <Stockholm>
47
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
36
Forschungsinstitut zur Zukunft der Arbeit
32
Springer Fachmedien Wiesbaden
28
Internationaler Währungsfonds / Research Department
23
Birkbeck College / Department of Economics
17
Federal Reserve System / Board of Governors
13
Institut für Weltwirtschaft
13
Verlag Dr. Kovač
12
University of Exeter / Department of Economics
11
University of Oxford / Institute of Economics and Statistics
11
Federal Reserve System / Division of Research and Statistics
10
Institut für Höhere Studien
10
Umeå universitet
10
Friedrich-Schiller-Universität Jena
9
Universität Mannheim
9
Centre for Economic Performance
8
Centre for Economic Policy Research
8
Eric Cuvillier <Firma>
8
Federal Reserve Bank of San Francisco
8
Trinity College Dublin / Department of Economics
8
University of Reading / Department of Economics
8
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
7
Goethe-Universität Frankfurt am Main
7
International Monetary Fund
7
World Bank
7
Australian National University / Faculty of Economics and Commerce
6
Center for Economic Research <Tilburg>
6
Centre for Quantitative Economics & Computing
6
Christian-Albrechts-Universität zu Kiel
6
European University Institute / Department of Economics
6
Leibniz-Institut für Wirtschaftsforschung Halle
6
Rodney L. White Center for Financial Research
6
Banque de France / Direction des Etudes Economiques et de la Recherche
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
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
18
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
3
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
4
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
Saved in:
5
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
6
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:
7
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
8
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
9
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
10
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->