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subject:"Schätzung"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Entwicklungstheorie"
~subject:"Scientific method"
~subject:"Wohlfahrtsanalyse"
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Subject
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Schätzung
Entwicklungstheorie
Scientific method
Wohlfahrtsanalyse
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
Estimation theory
5
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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Book / Working Paper
7
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Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Language
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English
7
Author
All
Tanggaard, Carsten
2
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
760
Ekonomiska forskningsinstitutet <Stockholm>
44
Forschungsinstitut zur Zukunft der Arbeit
40
Springer Fachmedien Wiesbaden
36
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
30
Edward Elgar Publishing
25
Internationaler Währungsfonds / Research Department
23
Institut für Weltwirtschaft
17
Birkbeck College / Department of Economics
16
Federal Reserve System / Board of Governors
14
Center for Economic Research <Tilburg>
11
Centre for Economic Policy Research
11
University of Oxford / Institute of Economics and Statistics
11
Verlag Dr. Kovač
11
European University Institute / Department of Economics
10
Friedrich-Schiller-Universität Jena
10
Institut für Höhere Studien
10
Umeå universitet
10
Trinity College Dublin / Department of Economics
9
Universität Mannheim
9
Centre for Economic Performance
8
Deutschland / Bundeswehr / Universität Hamburg
8
Eric Cuvillier <Firma>
8
International Monetary Fund
8
University of Dundee / Department of Economic Studies
8
University of Reading / Department of Economics
8
Federal Reserve System / Division of Research and Statistics
7
Goethe-Universität Frankfurt am Main
7
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
7
Umeå Universitet / Institutionen för Nationalekonomi
7
University of Exeter / Department of Economics
7
World Bank
7
Zentrum für Europäische Wirtschaftsforschung
7
Centre for Quantitative Economics & Computing
6
Christian-Albrechts-Universität zu Kiel
6
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
6
Federal Reserve Bank of San Francisco
6
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
6
Leibniz-Institut für Wirtschaftsforschung Halle
6
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
Source
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ECONIS (ZBW)
7
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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
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
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:
4
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:
5
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:
6
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
7
Global polynomial kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543234
Saved in:
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