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subject:"Stochastischer Prozess"
subject:"Volatility"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"European University Institute / Department of Economics"
~institution:"School of Economics <Bundoora, Victoria> / Department of Economics"
~subject:"Estimation theory"
~subject:"Marktmikrostruktur"
~subject:"Zinsstruktur"
~type_genre:"Graue Literatur"
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Stochastischer Prozess
Volatility
Estimation theory
Marktmikrostruktur
Zinsstruktur
Schätztheorie
34
Theorie
26
Theory
26
Time series analysis
9
Zeitreihenanalyse
9
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Software
3
Core
2
Einheitswurzeltest
2
Forecast
2
Option pricing theory
2
Optionspreistheorie
2
Probability theory
2
Prognose
2
Saisonale Schwankungen
2
Sampling
2
Seasonal variations
2
Stichprobenerhebung
2
Unit root test
2
Wahrscheinlichkeitsrechnung
2
Yield curve
2
1973-1990
1
Australia
1
Australien
1
Bayes-Statistik
1
Bayesian inference
1
Behavioral economics
1
Bewertung
1
Bias
1
CAPM
1
Cointegration
1
Currency derivative
1
Currency option
1
Derivat
1
Derivative
1
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Free
2
Type of publication
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Book / Working Paper
34
Type of publication (narrower categories)
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Graue Literatur
Arbeitspapier
34
Non-commercial literature
34
Working Paper
34
Language
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English
34
Author
All
Maravall Herrero, Agustín
7
Gómez, Víctor
4
Sørensen, Michael
3
Barndorff-Nielsen, Ole E.
2
Ehrbeck, Tilman
2
Fiorentini, Gabriele
2
Shephard, Neil G.
2
Silvapulle, Paramsothy
2
Bladt, Mogens
1
Brüggemann, Ralf
1
Calzolari, Giorgio
1
Canova, Fabio
1
Franses, Philip Hans
1
Gallo, Giampiero M.
1
Haldrup, Niels
1
Hansen, Peter Reinhard
1
Hinloopen, Jeroen
1
Hlouskova, Jaroslava
1
Inder, Brett A.
1
Kelly, Leah
1
Kostial, Kristina
1
Lee, John
1
Lunde, Asger
1
López, J. Humberto
1
Lütkepohl, Helmut
1
Mizon, Grayham E.
1
Monfardini, Chiara
1
Nielsen, Jens Perch
1
Pacini, Barbara
1
Pesavento, Elena
1
Peña, Daniel
1
Planas, Christophe
1
Platen, Eckhard
1
Rossi, Barbara
1
Schlag, Karl H.
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Tanggaard, Carsten
1
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Institution
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Centre for Analytical Finance <Århus>
European University Institute / Department of Economics
School of Economics <Bundoora, Victoria> / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
129
National Bureau of Economic Research
56
Ekonomiska forskningsinstitutet <Stockholm>
27
Umeå universitet
23
University of New England / Department of Econometrics
19
Center for Economic Research <Tilburg>
18
Centre for Microdata Methods and Practice <London>
16
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
10
Forschungsinstitut zur Zukunft der Arbeit
9
Institut für Weltwirtschaft
9
University of Exeter / Department of Economics
9
Universität Basel / Institut für Statistik und Ökonometrie
9
Birkbeck College / Department of Economics
8
Federal Reserve System / Division of Research and Statistics
7
Rutgers University / Department of Economics
7
Umeå Universitet / Institutionen för Nationalekonomi
7
Universitetet i Oslo / Økonomisk institutt
7
European University Institute / Department of Law
6
Europäische Kommission / Statistisches Amt
6
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Banque de France / Direction des Etudes Economiques et de la Recherche
5
Columbia University / Department of Economics
5
Rodney L. White Center for Financial Research
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
University of California, San Diego / Department of Economics
5
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
4
Chambre de commerce et d'industrie de Paris
4
Deutsche Forschungsgemeinschaft
4
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
4
Europäische Kommission / Gemeinsame Forschungsstelle
4
Johns Hopkins University / Department of Economics
4
University of Otago / Commerce Division
4
University of Southampton / Department of Economics
4
Universität Mannheim / Institut für Volkswirtschaft und Statistik
4
Australian National University / Faculty of Economics
3
Australian National University / Faculty of Economics and Commerce
3
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Published in...
All
EUI working paper / ECO
22
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
10
Economics and commerce : discussion papers
2
Source
All
ECONIS (ZBW)
34
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1
Impulse response confidence intervals for persistent data : what have we learned?
Pesavento, Elena
(
contributor
);
Rossi, Barbara
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338291
Saved in:
2
Designing non-parametric estimates and tests for means
Schlag, Karl H.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003365687
Saved in:
3
The performance of panel unit root and stationarity tests : results from a large scale simulation study
Hlouskova, Jaroslava
(
contributor
); …
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002876980
Saved in:
4
Practical problems with reduced rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113163
Saved in:
5
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:
6
Regular and modified kernel-based estimators of integrated variance : the case with independent noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491800
Saved in:
7
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838599
Saved in:
8
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
9
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:
10
Estimation for discretely observed diffusions using transform functions
Kelly, Leah
(
contributor
);
Platen, Eckhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763246
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