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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~institution:"Centre for Analytical Finance <Århus>"
~language:"eng"
~language:"hun"
~subject:"Bayes-Statistik"
~subject:"Cointegration"
~subject:"Monte-Carlo-Simulation"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Bayes-Statistik
Cointegration
Monte-Carlo-Simulation
Estimation theory
12
Schätztheorie
12
Theorie
5
Theory
5
Monte Carlo simulation
4
Core
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Option pricing theory
2
Optionspreistheorie
2
Analysis of variance
1
Bayesian inference
1
Bias
1
CAPM
1
Currency option
1
Devisenoption
1
Einheitswurzeltest
1
Estimation
1
Financial economics
1
Induktive Statistik
1
Interest rate
1
Kapitalmarkttheorie
1
Market microstructure
1
Markov chain
1
Markov-Kette
1
Marktmikrostruktur
1
Noise Trading
1
Noise trading
1
Optionsanleihe
1
Schätzung
1
Statistical inference
1
Statistical test
1
Statistischer Test
1
Systematischer Fehler
1
Target zone
1
Time series analysis
1
Unit root test
1
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Type of publication
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Book / Working Paper
6
Type of publication (narrower categories)
All
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Language
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English
Hungarian
Author
All
Sørensen, Michael
2
Bladt, Mogens
1
Christensen, Bent Jesper
1
Poulsen, Rolf
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Tzotchev, Dobromir
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
40
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
European University Institute / Department of Economics
5
Centre for Quantitative Economics & Computing
4
Umeå universitet
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
University of Chicago / Graduate School of Business
3
Universität Basel / Institut für Statistik und Ökonometrie
3
Aarhus Universitet / Afdeling for Nationaløkonomi
2
Australian National University / Faculty of Economics
2
Australian National University / Faculty of Economics and Commerce
2
Center for Economic Research <Tilburg>
2
Centre for Microdata Methods and Practice <London>
2
Deutsche Forschungsgemeinschaft
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Federal Reserve System / Board of Governors
2
International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
2
Københavns Universitet / Økonomisk Institut
2
North Atlantic University Union
2
OECD
2
State University of New York at Albany / Department of Economics
2
University of Chicago / Graduate School of Business / Department of Economics
2
University of New England / Department of Econometrics
2
University of Strathclyde / Department of Economics
2
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Computer Research Center for Economics and Management Science, National Bureau of Economic Research, inc.
1
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
1
Econometrisch Instituut <Rotterdam>
1
European University Institute / Department of Law
1
Europäische Kommission / Gemeinsame Forschungsstelle
1
Europäische Kommission / Scientific, Technical and Economic Committee for Fisheries
1
Federal Reserve System / Division of Research and Statistics
1
Gottfried Wilhelm Leibniz Universität Hannover
1
INSEAD
1
Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
1
International Institute for Applied Systems Analysis
1
International Statistical Institute
1
Internationaler Währungsfonds / Policy Development and Review Department
1
Internationaler Währungsfonds / Statistics Department
1
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
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ECONIS (ZBW)
6
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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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2
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:
3
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:
4
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:
5
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:
6
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
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