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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Exeter / Department of Economics"
~subject:"Markov-Kette"
~subject:"Schätzung"
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Markov-Kette
Schätzung
Theorie
171
Theory
171
Yield curve
17
Zinsstruktur
17
Estimation
14
Estimation theory
14
Schätztheorie
14
Option pricing theory
13
Optionspreistheorie
13
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Stochastic process
10
Stochastischer Prozess
10
Time series analysis
10
Zeitreihenanalyse
10
Volatility
9
Volatilität
9
Statistical test
8
Statistischer Test
8
USA
7
United States
7
ARCH model
6
ARCH-Modell
6
Game theory
6
Risiko
6
Risk
6
Spieltheorie
6
CAPM
5
Geldpolitik
5
Markov chain
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Monetary policy
5
Public goods
5
Rational expectations
5
Rationale Erwartung
5
Öffentliche Güter
5
Agency theory
4
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Type of publication
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Book / Working Paper
19
Type of publication (narrower categories)
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Arbeitspapier
Bibliographie enthalten
Working Paper
19
Graue Literatur
17
Non-commercial literature
17
Language
All
English
19
Author
All
Tzavalis, Elias
4
Christiansen, Charlotte
2
Philippopulos, Apostolēs
2
Tanggaard, Carsten
2
Brunetti, Celso
1
Busch, Thomas
1
Di Miscia, Orazio
1
Driver, Rebecca L.
1
Hansen, Niels Richard
1
Karanikas, Evangelos
1
Kessler, Mathieu
1
Leith, Campbell B.
1
Li, Carmen A.
1
Lockwood, Ben
1
Mikkelsen, Peter
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Snell, Andy
1
Sørensen, Michael
1
Wickens, Michael R.
1
Wren-Lewis, Simon
1
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Institution
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Centre for Analytical Finance <Århus>
University of Exeter / Department of Economics
Ekonomiska forskningsinstitutet <Stockholm>
40
Forschungsinstitut zur Zukunft der Arbeit
32
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
32
Internationaler Währungsfonds / Research Department
22
Birkbeck College / Department of Economics
16
Federal Reserve System / Board of Governors
11
Institut für Weltwirtschaft
10
Institut für Höhere Studien
9
Centre for Economic Performance
8
Federal Reserve System / Division of Research and Statistics
7
National Bureau of Economic Research
7
Trinity College Dublin / Department of Economics
7
University of Oxford / Institute of Economics and Statistics
7
Center for Economic Research <Tilburg>
6
European University Institute / Department of Economics
6
Leibniz-Institut für Wirtschaftsforschung Halle
6
Umeå universitet
6
University of Reading / Department of Economics
6
Australian National University / Faculty of Economics and Commerce
5
Centre for Economic Policy Research
5
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
5
International Monetary Fund
5
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
5
University of Dundee / Department of Economic Studies
5
University of Otago / Commerce Division
5
University of Strathclyde / Department of Economics
5
University of Waterloo / Department of Economics
5
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
4
Carleton University / Department of Economics
4
Centro Studi Luca d'Agliano <Turin>
4
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
4
Econometrisch Instituut <Rotterdam>
4
Hamburgisches Welt-Wirtschafts-Archiv
4
Macquarie University / Department of Economics
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
The Wharton Financial Institutions Center
4
University of British Columbia / Finance Division
4
Weltbank / Policy Research Department / Macroeconomics and Growth Division
4
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
12
Discussion papers in economics
7
Source
All
ECONIS (ZBW)
19
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1
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
2
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
3
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
4
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
5
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:
6
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:
7
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:
8
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
9
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
Saved in:
10
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
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