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subject:"Volatilität"
type_genre:"Working Paper"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Bayesian inference"
~subject:"Statistical inference"
~subject:"Theorie"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Estimation theory"
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Volatilität
Bayesian inference
Statistical inference
Theorie
Estimation theory
10
Schätztheorie
10
Theory
5
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Core
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Option pricing theory
2
Optionspreistheorie
2
Bayes-Statistik
1
Bias
1
CAPM
1
Currency option
1
Devisenoption
1
Einheitswurzeltest
1
Financial economics
1
Induktive Statistik
1
Kapitalmarkttheorie
1
Market microstructure
1
Markov chain
1
Markov-Kette
1
Marktmikrostruktur
1
Noise Trading
1
Noise trading
1
Optionsanleihe
1
Probability theory
1
Statistical test
1
Statistischer Test
1
Systematischer Fehler
1
Target zone
1
Unit root test
1
Wahrscheinlichkeitsrechnung
1
Warrant bond
1
Yield curve
1
Zielzone
1
Zinsstruktur
1
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Type of publication
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Book / Working Paper
5
Type of publication (narrower categories)
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Working Paper
Conference paper
Konferenzbeitrag
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Language
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English
5
Author
All
Nielsen, Jens Perch
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Sørensen, Helle
1
Sørensen, Michael
1
Tanggaard, Carsten
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
European University Institute / Department of Economics
20
Ekonomiska forskningsinstitutet <Stockholm>
18
University of New England / Department of Econometrics
18
Center for Economic Research <Tilburg>
16
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
Umeå universitet
12
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
Forschungsinstitut zur Zukunft der Arbeit
9
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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
National Bureau of Economic Research
6
Centre for Microdata Methods and Practice <London>
5
Rodney L. White Center for Financial Research
5
Rutgers University / Department of Economics
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
Universitetet i Oslo / Økonomisk institutt
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Chambre de commerce et d'industrie de Paris
4
Deutsche Forschungsgemeinschaft
4
Johns Hopkins University / 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
Centre for Quantitative Economics & Computing
3
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
3
Institut für Höhere Studien
3
Institut für Weltwirtschaft
3
Massachusetts Institute of Technology / Department of Economics
3
School of Economics <Quezon>
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
Brown University / Department of Economics
2
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
2
Columbia University / Department of Economics
2
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
2
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
Source
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ECONIS (ZBW)
5
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1
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:
2
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:
3
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:
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
Boundary and bias correction in kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543238
Saved in:
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