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type_genre:"Article in book"
type_genre:"Rezension"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Makroökonomik"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätzung"
~type_genre:"Arbeitspapier"
~type_genre:"Conference paper"
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Makroökonomik
Maximum-Likelihood-Schätzung
Schätzung
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
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
Schätztheorie
5
CAPM
4
Maximum likelihood estimation
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
12
Type of publication (narrower categories)
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Article in book
Rezension
Arbeitspapier
Conference paper
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Language
All
English
12
Author
All
Myhre Lildholt, Peter
2
Sørensen, Helle
2
Tanggaard, Carsten
2
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Kristensen, Dennis
1
Myhre Lildholdt, Peter
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Rahbek, Anders
1
Taulbjerg, Jes
1
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Institution
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Centre for Analytical Finance <Århus>
Ekonomiska forskningsinstitutet <Stockholm>
37
Forschungsinstitut zur Zukunft der Arbeit
32
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
31
Internationaler Währungsfonds / Research Department
23
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
8
University of Exeter / Department of Economics
8
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
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
Centre for Economic Policy Research
6
European University Institute / Department of Economics
6
Leibniz-Institut für Wirtschaftsforschung Halle
6
University of Reading / Department of Economics
6
Australian National University / Faculty of Economics and Commerce
5
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
5
International Monetary Fund
5
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
5
Macquarie University / Department of Economics
5
Umeå universitet
5
University of Dundee / Department of Economic Studies
5
University of Otago / Commerce Division
5
University of Waterloo / Department of Economics
5
Aarhus Universitet / Afdeling for Nationaløkonomi
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
Hamburgisches Welt-Wirtschafts-Archiv
4
Institute for Fiscal Studies
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
The Wharton Financial Institutions Center
4
University of New England / Department of Econometrics
4
Université de Montréal / Département de sciences économiques
4
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
12
Source
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ECONIS (ZBW)
12
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1
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
4
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
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
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:
7
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
8
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:
9
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:
10
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
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