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type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Allgemeines Gleichgewicht"
~subject:"Arbeitslosigkeit"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
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Allgemeines Gleichgewicht
Arbeitslosigkeit
Schätztheorie
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
Estimation theory
5
Markov chain
5
Markov-Kette
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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Book / Working Paper
5
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Arbeitspapier
Sammelwerk
Article in journal
Graue Literatur
5
Non-commercial literature
5
Working Paper
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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Institution
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Centre for Analytical Finance <Århus>
Forschungsinstitut zur Zukunft der Arbeit
29
European University Institute / Department of Economics
24
Center for Economic Research <Tilburg>
22
Ekonomiska forskningsinstitutet <Stockholm>
21
University of New England / Department of Econometrics
18
Umeå universitet
17
Institut für Weltwirtschaft
15
National Bureau of Economic Research
12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
11
Brown University / Department of Economics
10
University of Exeter / Department of Economics
10
Centre for Economic Policy Research
9
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
9
Universität Basel / Institut für Statistik und Ökonometrie
9
Birkbeck College / Department of Economics
8
Rutgers University / Department of Economics
8
Universitetet i Oslo / Økonomisk institutt
8
Universität Mannheim / Institut für Volkswirtschaft und Statistik
8
Federal Reserve System / Division of Research and Statistics
7
Københavns Universitet / Økonomisk Institut
7
Macquarie University / Department of Economics
7
Rodney L. White Center for Financial Research
7
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
7
Zentrum für Europäische Wirtschaftsforschung
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
Bonn Graduate School of Economics
6
Chambre de commerce et d'industrie de Paris
6
Federal Reserve Bank of Richmond
6
Federal Reserve Bank of St. Louis
6
Internationaler Währungsfonds / Research Department
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Centre for Microdata Methods and Practice <London>
5
Columbia University / Department of Economics
5
Deutsche Forschungsgemeinschaft
5
Harvard Institute for International Development
5
Institut for Nationaløkonomi <Kopenhagen>
5
Institut für Höhere Studien
5
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
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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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