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subject:"Geldpolitik"
type_genre:"Arbeitspapier"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"1990-1996"
~subject:"Adverse selection"
~subject:"Großbritannien"
~subject:"Volatility"
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Geldpolitik
1990-1996
Adverse selection
Großbritannien
Volatility
Estimation
9
Schätzung
9
Theorie
7
Theory
7
ARCH model
2
ARCH-Modell
2
Preistheorie
2
Price theory
2
Securities trading
2
Time series analysis
2
USA
2
United States
2
Volatilität
2
Wertpapierhandel
2
Zeitreihenanalyse
2
1871-2000
1
1919-1999
1
Adverse Selektion
1
Bid-ask spread
1
Bubbles
1
CAPM
1
Cointegration
1
Core
1
Correlation
1
Currency option
1
Devisenoption
1
Einheitswurzeltest
1
Exchange rate
1
Forecast
1
Forecasting model
1
Geld-Brief-Spanne
1
Heteroscedasticity
1
Heteroskedastizität
1
Interest rate
1
Kointegration
1
Korrelation
1
Martingal
1
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Book / Working Paper
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Arbeitspapier
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
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English
4
Author
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Tanggaard, Carsten
2
Christiansen, Charlotte
1
Engsted, Tom
1
Myhre Lildholt, Peter
1
Institution
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Centre for Analytical Finance <Århus>
Forschungsinstitut zur Zukunft der Arbeit
53
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
26
Institut für Weltwirtschaft
17
Centre for Economic Performance
13
Public Sector Economics Research Centre <Leicester>
10
Birkbeck College / Department of Economics
9
University of Sheffield / Department of Economics
9
Ekonomiska forskningsinstitutet <Stockholm>
8
University of Reading / Department of Economics
8
University of York / Department of Economics and Related Studies
8
Federal Reserve Bank of St. Louis
7
Institute for Fiscal Studies
7
International Monetary Fund
7
University of Oxford / Institute of Economics and Statistics
7
National Bureau of Economic Research
6
National Institute of Economic and Social Research
6
Queen Mary College / Department of Economics
6
University of Canterbury / Dept. of Economics and Finance
6
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
6
Bonn Graduate School of Economics
4
Centre for Economic Policy Research
4
Deutsches Institut für Wirtschaftsforschung
4
Federal Reserve Bank of Cleveland
4
Federal Reserve Bank of San Francisco
4
Institute of Finance and Accounting <London>
4
Leibniz-Institut für Wirtschaftsforschung Halle
4
University of Exeter / Department of Economics
4
University of Glasgow / Department of Economics
4
University of Warwick / Department of Economics
4
Centre for Growth and Business Cycle Research <Manchester>
3
Chambre de commerce et d'industrie de Paris
3
Institute of European Finance <Bangor, Gwynedd>
3
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
3
Internationaler Währungsfonds / Research Department
3
Johns Hopkins University / Department of Economics
3
Kansantaloustieteen Laitos <Tampere>
3
Nationalekonomiska Institutionen <Lund>
3
Task Force on Low Inflation (LIFT)
3
Türkiye Cumhuriyet Merkez Bankası
3
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
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ECONIS (ZBW)
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Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
2
A new test for speculative bubbles based on return variance decompositions
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660132
Saved in:
3
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:
4
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
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