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subject:"Share price"
subject:"World"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Produktivität"
~subject:"Theory"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Book section"
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Share price
World
Produktivität
Theory
Volatility
Estimation
9
Schätzung
9
Theorie
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
Adverse selection
1
Bid-ask spread
1
Bubbles
1
CAPM
1
Cointegration
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Core
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Currency option
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Devisenoption
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Einheitswurzeltest
1
Exchange rate
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Forecast
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Forecasting model
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Großbritannien
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Heteroscedasticity
1
Heteroskedastizität
1
Interest rate
1
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1
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1
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1
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Book / Working Paper
7
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Arbeitspapier
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Graue Literatur
7
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7
Working Paper
7
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English
7
Author
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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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Centre for Analytical Finance <Århus>
Forschungsinstitut zur Zukunft der Arbeit
53
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
44
Ekonomiska forskningsinstitutet <Stockholm>
38
Institut für Weltwirtschaft
26
Internationaler Währungsfonds / Research Department
23
Birkbeck College / Department of Economics
16
National Bureau of Economic Research
15
Zentrum für Europäische Wirtschaftsforschung
15
Federal Reserve System / Division of Research and Statistics
12
Centre for Economic Performance
11
Federal Reserve System / Board of Governors
11
Trinity College Dublin / Department of Economics
11
Institut für Höhere Studien
9
University of Exeter / Department of Economics
9
University of Oxford / Institute of Economics and Statistics
9
William Davidson Institute <Ann Arbor, Mich.>
9
Federal Reserve Bank of San Francisco
8
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
8
International Monetary Fund
7
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
7
University of Reading / Department of Economics
7
Australian National University / Faculty of Economics and Commerce
6
Centre for Economic Policy Research
6
Deutsches Institut für Wirtschaftsforschung
6
Leibniz-Institut für Wirtschaftsforschung Halle
6
University of Canterbury / Dept. of Economics and Finance
6
Center for Economic Research <Tilburg>
5
Chambre de commerce et d'industrie de Paris
5
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
5
Federal Reserve Bank of Cleveland
5
Hamburgisches Welt-Wirtschafts-Archiv
5
Innocenzo Gasparini Institute for Economic Research <Mailand>
5
Institute of European Finance <Bangor, Gwynedd>
5
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
5
Umeå universitet
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
University of Dundee / Department of Economic Studies
5
University of Otago / Commerce Division
5
University of Strathclyde / Department of Economics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
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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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