//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Maximum-Likelihood-Schätzung"
subject:"Monte Carlo simulation"
~institution:"Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"ARCH model"
~subject:"USA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Maximum-Likelihood-Schätzung
Monte Carlo simulation
ARCH model
USA
Estimation theory
14
Schätztheorie
14
Theorie
6
Theory
6
Monte-Carlo-Simulation
4
Option pricing theory
3
Optionspreistheorie
3
Core
2
Estimation
2
Maximum likelihood estimation
2
Probability theory
2
Schätzung
2
Wahrscheinlichkeitsrechnung
2
Analysis of variance
1
Bayes-Statistik
1
Bayesian inference
1
Bias
1
CAPM
1
Canada
1
Currency option
1
Devisenoption
1
Einheitswurzeltest
1
Europa
1
Europe
1
Festverzinsliches Wertpapier
1
Financial economics
1
Induktive Statistik
1
Interest rate
1
Japan
1
Kanada
1
Kapitalmarkttheorie
1
Market microstructure
1
Markov chain
1
Markov-Kette
1
Marktmikrostruktur
1
Noise Trading
1
Noise trading
1
Optionsanleihe
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Graue Literatur
6
Non-commercial literature
6
Arbeitspapier
5
Working Paper
5
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
7
Author
All
Sørensen, Michael
2
Bladt, Mogens
1
Christensen, Bent Jesper
1
Kelly, Leah
1
Platen, Eckhard
1
Poulsen, Rolf
1
Schmid, Wolfgang
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Tzotchev, Dobromir
1
more ...
less ...
Institution
All
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
34
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Ekonomiska forskningsinstitutet <Stockholm>
5
Centre for Quantitative Economics & Computing
3
University of Wisconsin-Madison
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
European University Institute / Department of Economics
2
European University Institute / Department of Law
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of San Francisco
2
Institut für Weltwirtschaft
2
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
2
London School of Economics and Political Science
2
Rodney L. White Center for Financial Research
2
Shakai-Keizai-Kenkyūsho <Osaka>
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
University of Chicago / Graduate School of Business
2
University of Otago / Commerce Division
2
University of Western Australia / Department of Economics
2
Université de Montréal / Département de sciences économiques
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
CONRAD
1
Center for Economic Research <Tilburg>
1
Center for Latin American Development Studies / Boston University
1
Computer Research Center for Economics and Management Science, National Bureau of Economic Research, inc.
1
Cornell University / Department of Agricultural Economics
1
Deutsche Forschungsgemeinschaft
1
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve System / Board of Governors
1
Massachusetts Institute of Technology / Department of Economics
1
National Bureau of Economic Research inc.
1
Nationalekonomiska Institutionen <Lund>
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Tennessee Agricultural Experiment Station
1
Trinity College Dublin / Department of Economics
1
USA / Agency for Health Care Policy and Research
1
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
BIS papers / Bank for International Settlements, Monetary and Economic Department
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Zero-coupon yield curves : technical documentation
2005
Persistent link: https://www.econbiz.de/10013437454
Saved in:
2
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:
3
Statistical inference for discretely observed Markov jump processes
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
Saved in:
4
Estimation for discretely observed diffusions using transform functions
Kelly, Leah
(
contributor
);
Platen, Eckhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763246
Saved in:
5
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:
6
Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724268
Saved in:
7
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->