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subject:"Wohlfahrtsanalyse"
type_genre:"Government document"
~institution:"Centre for Analytical Finance <Århus>"
~language:"eng"
~language:"tur"
~subject:"Allgemeines Gleichgewicht"
~subject:"Estimation theory"
~subject:"Simulation"
~type_genre:"Collection of articles of several authors"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzbeitrag"
~type_genre:"Mikroform"
~type_genre:"Sammlung"
~type_genre:"Systematic review"
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Subject
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Wohlfahrtsanalyse
Allgemeines Gleichgewicht
Estimation theory
Simulation
Theorie
66
Theory
66
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Markov chain
5
Markov-Kette
5
Schätztheorie
5
CAPM
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
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
Unit root test
3
Wahrscheinlichkeitsrechnung
3
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Type of publication
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Book / Working Paper
6
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Government document
Collection of articles of several authors
Graue Literatur
Konferenzbeitrag
Mikroform
Sammlung
Systematic review
Arbeitspapier
6
Non-commercial literature
6
Working Paper
6
Language
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English
Turkish
Author
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Nielsen, Jens Perch
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Sørensen, Helle
1
Sørensen, Michael
1
Tanggaard, Carsten
1
Tolver Jensen, Søren
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
Center for Economic Research <Tilburg>
35
Ekonomiska forskningsinstitutet <Stockholm>
35
European University Institute / Department of Economics
28
Forschungsinstitut zur Zukunft der Arbeit
24
Umeå universitet
23
University of New England / Department of Econometrics
18
National Bureau of Economic Research
17
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
University of Exeter / Department of Economics
12
Brown University / Department of Economics
11
Centre for Economic Policy Research
10
Institut für Weltwirtschaft
10
Universitetet i Oslo / Økonomisk institutt
10
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
9
Umeå Universitet / Institutionen för Nationalekonomi
9
Universität Basel / Institut für Statistik und Ökonometrie
9
Birkbeck College / Department of Economics
8
Københavns Universitet / Økonomisk Institut
8
Federal Reserve System / Division of Research and Statistics
7
Rodney L. White Center for Financial Research
7
Rutgers University / Department of Economics
7
Bonn Graduate School of Economics
6
Christian-Albrechts-Universität zu Kiel
6
Columbia University / Department of Economics
6
Deutsche Forschungsgemeinschaft
6
Massachusetts Institute of Technology / Department of Economics
6
Social Systems Research Institute
6
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
6
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
6
University of Strathclyde / Department of Economics
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
5
Centre for International Economic Studies
5
Centre for Microdata Methods and Practice <London>
5
Centre of Policy Studies
5
Federal Reserve Bank of Cleveland
5
Federal Reserve Bank of Kansas City / Research Division
5
Federal Reserve Bank of New York
5
Federal Reserve Bank of Richmond
5
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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
Source
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ECONIS (ZBW)
6
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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
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:
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
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
5
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:
6
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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