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subject:"Estimation theory"
subject:"Schätzung"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Internationaler Währungsfonds / Research Department"
~subject:"Italien"
~type_genre:"Arbeitspapier"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzschrift"
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Subject
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Estimation theory
Schätzung
Italien
Theorie
201
Theory
201
Estimation
29
Welt
15
World
15
Option pricing theory
13
Optionspreistheorie
13
Volatility
13
Volatilität
13
Exchange rate
12
Wechselkurs
12
Yield curve
12
Zinsstruktur
12
Kaufkraftparität
11
Purchasing power parity
11
Capital mobility
10
Economic growth
10
Kapitalmobilität
10
Wirtschaftswachstum
10
USA
9
United States
9
Currency crisis
7
Developing countries
7
Endogenes Wachstumsmodell
7
Endogenous growth model
7
Entwicklungsländer
7
Financial market
7
Finanzmarkt
7
Geldpolitik
7
Human capital
7
Humankapital
7
Monetary policy
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schock
7
Shock
7
Statistical test
7
Statistischer Test
7
Stochastic process
7
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Type of publication
All
Book / Working Paper
35
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
Konferenzschrift
Working Paper
35
Non-commercial literature
31
Language
All
English
35
Author
All
Tanggaard, Carsten
3
Hu, Frederick Zu-liu
2
Milesi-Ferretti, Gian Maria
2
Nielsen, Jens Perch
2
Asea, Patrick K.
1
Bleaney, Michael F.
1
Brunetti, Celso
1
Busch, Thomas
1
Chinn, Menzie David
1
Christiansen, Charlotte
1
Clark, Peter B.
1
Dell'Ariccia, Giovanni
1
Faruqee, Hamid
1
Feldman, Robert A.
1
Garibaldi, Pietro
1
Ghosh, Atish R.
1
Giorgianni, Lorenzo
1
Goldstein, Morris
1
Hu, Zuliu F.
1
Huang, Dongpei
1
Johnston, Louis Dorrance
1
Kim, Se-jik
1
Kwon, Goohoon
1
Li, Li
1
MacDonald, Ronald
1
Masson, Paul R.
1
Mendoza, Enrique G.
1
Mussa, Michael
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Morten Ørregaard
1
Ostry, Jonathan David
1
Reinhart, Vincent
1
Ricci, Luca Antonio
1
Sarel, Michael
1
Scacciavillani, Fabio
1
Schmid, Wolfgang
1
Shirai, Sayuri
1
Snower, Dennis J.
1
Stegenborg Larsen, Kristian
1
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Institution
All
Centre for Analytical Finance <Århus>
Internationaler Währungsfonds / Research Department
Ekonomiska forskningsinstitutet <Stockholm>
59
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
40
Forschungsinstitut zur Zukunft der Arbeit
39
European University Institute / Department of Economics
29
Umeå universitet
27
Birkbeck College / Department of Economics
21
Center for Economic Research <Tilburg>
21
University of New England / Department of Econometrics
20
University of Exeter / Department of Economics
17
Institut für Weltwirtschaft
15
Federal Reserve System / Division of Research and Statistics
14
National Bureau of Economic Research
14
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
14
Federal Reserve System / Board of Governors
13
Institut für Höhere Studien
11
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
11
Universität Basel / Institut für Statistik und Ökonometrie
9
Centre for Economic Performance
8
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
8
Trinity College Dublin / Department of Economics
8
Umeå Universitet / Institutionen för Nationalekonomi
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
Australian National University / Faculty of Economics and Commerce
7
Centre for Economic Policy Research
7
Centre for Microdata Methods and Practice <London>
7
Centro Studi Luca d'Agliano <Turin>
7
Chambre de commerce et d'industrie de Paris
7
Friedrich-Schiller-Universität Jena
7
Società italiana degli economisti
7
University of Oxford / Institute of Economics and Statistics
7
University of Reading / Department of Economics
7
Universität Mannheim
7
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
6
Leibniz-Institut für Wirtschaftsforschung Halle
6
Rodney L. White Center for Financial Research
6
The Wharton Financial Institutions Center
6
University of Otago / Commerce Division
6
Banque de France / Direction des Etudes Economiques et de la Recherche
5
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Published in...
All
IMF working paper
23
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
12
Source
All
ECONIS (ZBW)
35
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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
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