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subject:"Estimation theory"
subject:"Schätzung"
~institution:"Birkbeck College / Department of Economics"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Deutschland"
~subject:"Kapitaleinkommen"
~subject:"Monetary policy"
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Subject
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Estimation theory
Schätzung
Deutschland
Kapitaleinkommen
Monetary policy
Theorie
125
Theory
125
Estimation
23
Option pricing theory
16
Optionspreistheorie
16
Schätztheorie
13
Großbritannien
12
United Kingdom
12
Volatility
12
Volatilität
12
Yield curve
12
Zinsstruktur
12
Börsenkurs
10
Share price
10
Stochastic process
10
Stochastischer Prozess
10
Time series analysis
9
Zeitreihenanalyse
9
Capital income
7
Forecasting model
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Prognoseverfahren
7
Statistical test
7
Statistischer Test
7
USA
7
United States
7
ARCH model
6
ARCH-Modell
6
CAPM
6
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Option trading
5
Optionsgeschäft
5
Risiko
5
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Type of publication
All
Book / Working Paper
39
Type of publication (narrower categories)
All
Arbeitspapier
37
Graue Literatur
37
Non-commercial literature
37
Working Paper
37
Language
All
English
39
Author
All
Gylfi Zoega
4
Sola, Martin
4
Timmermann, Allan
4
Coakley, Jerry
3
Fuertes, Ana María
3
Orszag, Jonathan Michael
3
Tanggaard, Carsten
3
Wall, Howard J.
3
Nielsen, Jens Perch
2
Psaradakis, Zacharias G.
2
Satchell, Stephen
2
Thorvaldur Gylfason
2
Tryggvi Þor Herbertsson
2
Bianchi, Marco
1
Blake, David
1
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Dacco, Roberto
1
Georgellis, Yannis
1
Jensen, Morten Berg
1
Karanasos, Menelaos
1
Karanassou, Marika
1
Knight, John L.
1
Lunde, Asger
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Morten Ørregaard
1
Pesaran, M. Hashem
1
Phelps, Edmund S.
1
Ravn, Morten O.
1
Schmid, Wolfgang
1
Snower, Dennis J.
1
Steeley, James M.
1
Stegenborg Larsen, Kristian
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Sørensen, Michael
1
Tran, Kien C.
1
Tronzano, Marco
1
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Institution
All
Birkbeck College / Department of Economics
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,206
Springer Fachmedien Wiesbaden
101
Ekonomiska forskningsinstitutet <Stockholm>
78
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
European University Institute / Department of Economics
44
Institut für Weltwirtschaft
43
Forschungsinstitut zur Zukunft der Arbeit
41
Internationaler Währungsfonds / Research Department
32
Federal Reserve Bank of San Francisco
31
De Gruyter Oldenbourg
30
Umeå universitet
29
Federal Reserve System / Division of Research and Statistics
28
Deutschland / Bundeswehr / Universität Hamburg
23
Federal Reserve Bank of Cleveland
23
International Monetary Fund
23
Edward Elgar Publishing
22
Friedrich-Schiller-Universität Jena
22
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
22
University of Exeter / Department of Economics
22
Center for Economic Research <Tilburg>
21
Federal Reserve System / Board of Governors
20
University of New England / Department of Econometrics
20
Verlag Dr. Kovač
18
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
17
Centre for Economic Policy Research
16
Verlag Franz Vahlen
16
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
15
Nomos Verlagsgesellschaft
15
Universität Mannheim
15
Deutschland / Statistisches Bundesamt
14
Fördergesellschaft Marketing an der Universität Augsburg
14
Helmut-Schmidt-Universität
14
Metropolis-Verlag für Ökonomie Gesellschaft und Politik GmbH
14
Rodney L. White Center for Financial Research
14
Rutgers University / Department of Economics
14
Springer-Verlag GmbH
14
Institut für Arbeitsmarkt- und Berufsforschung
13
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
13
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Published in...
All
Discussion papers in economics
17
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
14
Discussion paper in financial economics : FE
8
Source
All
ECONIS (ZBW)
39
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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
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
3
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
4
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:
5
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:
6
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:
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
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:
9
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:
10
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
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