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subject:"Estimation theory"
subject:"Schätzung"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Deutschland"
~subject:"Monetary policy"
~subject:"Prognoseverfahren"
~type:"book"
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Subject
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Estimation theory
Schätzung
Deutschland
Monetary policy
Prognoseverfahren
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
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
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Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
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Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
Language
All
English
13
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
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Sørensen, Michael
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,112
Springer Fachmedien Wiesbaden
103
Ekonomiska forskningsinstitutet <Stockholm>
83
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
48
European University Institute / Department of Economics
47
Institut für Weltwirtschaft
43
Forschungsinstitut zur Zukunft der Arbeit
42
Federal Reserve Bank of San Francisco
33
Internationaler Währungsfonds / Research Department
33
De Gruyter Oldenbourg
30
Umeå universitet
30
Federal Reserve System / Division of Research and Statistics
28
Birkbeck College / Department of Economics
26
International Monetary Fund
24
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
24
Deutschland / Bundeswehr / Universität Hamburg
23
Edward Elgar Publishing
22
Friedrich-Schiller-Universität Jena
22
Center for Economic Research <Tilburg>
21
Federal Reserve Bank of Cleveland
21
Federal Reserve System / Board of Governors
21
University of Exeter / Department of Economics
21
University of New England / Department of Econometrics
20
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
18
Verlag Dr. Kovač
18
Rutgers University / Department of Economics
16
Verlag Franz Vahlen
16
Centre for Economic Policy Research
15
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
15
Universität Mannheim
15
Christian-Albrechts-Universität zu Kiel
14
Deutschland / Statistisches Bundesamt
14
Fördergesellschaft Marketing an der Universität Augsburg
14
Helmut-Schmidt-Universität
14
Metropolis-Verlag für Ökonomie Gesellschaft und Politik GmbH
14
Nomos Verlagsgesellschaft
14
Springer-Verlag GmbH
14
Zentrum für Europäische Wirtschaftsforschung
14
European University Institute / Department of Law
13
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
13
Source
All
ECONIS (ZBW)
13
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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
Saved in:
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