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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~source:"econis"
~subject:"Maximum likelihood estimation"
~subject:"Panel"
~type_genre:"Arbeitspapier"
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Monte-Carlo-Simulation
Panel study
Maximum likelihood estimation
Panel
Estimation theory
18
Schätztheorie
18
Theorie
9
Theory
9
Maximum-Likelihood-Schätzung
3
Monte Carlo simulation
3
Core
2
Market microstructure
2
Marktmikrostruktur
2
Method of moments
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Option pricing theory
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Optionspreistheorie
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Time series analysis
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CAPM
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Devisenoption
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Dynamische Wirtschaftstheorie
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Econometrics
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Economic dynamics
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Einheitswurzeltest
1
Estimation
1
Financial economics
1
Geld-Brief-Spanne
1
Heteroscedasticity
1
Heteroskedastizität
1
Induktive Statistik
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Arbeitspapier
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English
7
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Sørensen, Michael
3
Bladt, Mogens
1
Christensen, Bent Jesper
1
Kelly, Leah
1
Kiefer, Nicholas Maximilian
1
Platen, Eckhard
1
Schmid, Wolfgang
1
Søndergaard Rasmussen, Nicki
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Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
Discussion paper / Tinbergen Institute
54
CEMMAP working papers / Centre for Microdata Methods and Practice
51
Discussion paper series / IZA
42
Working paper / Department of Econometrics and Business Statistics, Monash University
35
CESifo working papers
30
Working paper
20
Working paper / National Bureau of Economic Research, Inc.
20
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
Discussion paper
15
CREATES research paper
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Cowles Foundation discussion paper
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Discussion paper / Center for Economic Research, Tilburg University
11
Série des documents de travail
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Working paper / Department of Economics, Lund University
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Working paper series
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CEMFI working paper
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Cambridge working papers in economics
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Economics working paper
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Memorandum / Department of Economics, University of Oslo
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Queen's Economics Department working paper
8
Warwick economic research papers
8
Department of Economics working paper series
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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KBI
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Working papers
7
Department of Economics working paper series / McMaster University, Department of Economics
6
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Discussion papers in economics
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Staff reports / Federal Reserve Bank of New York
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Working paper series / Department of Economics, University of Missouri-Columbia
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Discussion paper / Institute of Social and Economic Research
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Discussion papers of interdisciplinary research project 373
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Efficient estimation for ergodic diffusions sampled at high frequency
Sørensen, Michael
(
contributor
)
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2007
Persistent link: https://www.econbiz.de/10003734476
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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
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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
Panel data, local cuts, and orthogeodesic models
Christensen, Bent Jesper
;
Kiefer, Nicholas Maximilian
-
1999
Persistent link: https://www.econbiz.de/10001456531
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