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subject:"Estimation theory"
subject:"Schätzung"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Otago / Commerce Division"
~subject:"Maximum likelihood estimation"
~type_genre:"Aufsatzsammlung"
~type_genre:"Hochschulschrift"
~type_genre:"Working Paper"
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Estimation theory
Schätzung
Maximum likelihood estimation
Theorie
83
Theory
83
Option pricing theory
13
Optionspreistheorie
13
Estimation
12
Yield curve
11
Zinsstruktur
11
Time series analysis
8
Zeitreihenanalyse
8
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Statistical test
7
Statistischer Test
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Schätztheorie
6
Markov chain
5
Markov-Kette
5
Production function
5
Produktionsfunktion
5
CAPM
4
Endogenes Wachstumsmodell
4
Endogenous growth model
4
Human capital
4
Humankapital
4
Maximum-Likelihood-Schätzung
4
Option trading
4
Optionsgeschäft
4
Cointegration
3
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
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Type of publication
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Book / Working Paper
21
Type of publication (narrower categories)
All
Aufsatzsammlung
Hochschulschrift
Working Paper
Arbeitspapier
21
Graue Literatur
20
Non-commercial literature
20
Language
All
English
21
Author
All
Tanggaard, Carsten
3
Knowles, Stephen Mark
2
McDougall, R. Stuart
2
Nielsen, Jens Perch
2
Owen, Dorian
2
Sørensen, Helle
2
Bairam, Erkin İbrahim
1
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Hansen, Paul Colin
1
Kristensen, Dennis
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Morten Ørregaard
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Sørensen, Michael
1
Taulbjerg, Jes
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Institution
All
Centre for Analytical Finance <Århus>
University of Otago / Commerce Division
Ekonomiska forskningsinstitutet <Stockholm>
61
Forschungsinstitut zur Zukunft der Arbeit
39
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
38
European University Institute / Department of Economics
24
Springer Fachmedien Wiesbaden
23
Internationaler Währungsfonds / Research Department
22
Birkbeck College / Department of Economics
21
Center for Economic Research <Tilburg>
21
University of New England / Department of Econometrics
21
Umeå universitet
17
University of Exeter / Department of Economics
17
Institut für Weltwirtschaft
16
Federal Reserve System / Division of Research and Statistics
14
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
14
National Bureau of Economic Research
13
Federal Reserve System / Board of Governors
11
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
11
Verlag Dr. Kovač
11
Institut für Höhere Studien
10
Friedrich-Schiller-Universität Jena
9
Universität Basel / Institut für Statistik und Ökonometrie
9
Universität Mannheim
9
Aarhus Universitet / Afdeling for Nationaløkonomi
8
Centre for Economic Performance
8
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
8
Australian National University / Faculty of Economics and Commerce
7
Centre for Microdata Methods and Practice <London>
7
Chambre de commerce et d'industrie de Paris
7
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
7
Eric Cuvillier <Firma>
7
Goethe-Universität Frankfurt am Main
7
Trinity College Dublin / Department of Economics
7
University of Oxford / Institute of Economics and Statistics
7
University of Reading / Department of Economics
7
Christian-Albrechts-Universität zu Kiel
6
Deutschland / Bundeswehr / Universität Hamburg
6
Leibniz-Institut für Wirtschaftsforschung Halle
6
Rodney L. White Center for Financial Research
6
Shakai-Keizai-Kenkyūsho <Osaka>
6
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
15
Economics discussion papers
6
Source
All
ECONIS (ZBW)
21
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11
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:
12
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
13
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
14
Global polynomial kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543234
Saved in:
15
Boundary and bias correction in kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543238
Saved in:
16
Education and health in an effective-labour empirical growth model
Knowles, Stephen Mark
;
Owen, Dorian
-
1995
Persistent link: https://www.econbiz.de/10000908168
Saved in:
17
Returns to scale in an aggregate production function that includes human capital
Knowles, Stephen Mark
;
Hansen, Paul Colin
-
1995
Persistent link: https://www.econbiz.de/10000908173
Saved in:
18
Seasonal cointegration : an application to the velocity of circulation in New Zealand
McDougall, R. Stuart
-
1994
Persistent link: https://www.econbiz.de/10000898594
Saved in:
19
An empirical survey of the unit root characteristics of disaggregated data
McDougall, R. Stuart
-
1994
Persistent link: https://www.econbiz.de/10000898595
Saved in:
20
The Gibson paradox and the Fisher relation : a taxonomy and long-run empirical evidence
Owen, Dorian
-
1994
Persistent link: https://www.econbiz.de/10000887117
Saved in:
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