//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Sammlung"
type_genre:"Working Paper"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"ARCH-Modell"
~subject:"Maximum-Likelihood-Schätzung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Maximum-Likelihood-Schätzung
Estimation theory
8
Schätztheorie
8
Statistical distribution
3
Statistische Verteilung
3
Stochastic process
3
Stochastischer Prozess
3
Estimation
2
Maximum likelihood estimation
2
Schätzung
2
(FI)GARCH
1
3/2 model
1
ARCH model
1
Börsenkurs
1
CAPM
1
Capital income
1
Cox-Ingersoll-Ross model
1
Interest rate
1
Kapitaleinkommen
1
Liquidity
1
Liquidity premia
1
Liquidität
1
Local volatility model
1
Martingal
1
Martingale
1
Non-parametric estimation
1
Option pricing theory
1
Optionspreistheorie
1
Real-world density
1
Risikoprämie
1
Risk premium
1
Share price
1
Simulated Maximum Likelihood
1
Stochastic short rate
1
Time series analysis
1
Vasicek model
1
Volatility
1
Volatilität
1
Yield curve
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Sammlung
Working Paper
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Language
All
English
3
Author
All
Platen, Eckhard
2
Fergusson, Kevin
1
He, Xue-zhong
1
Kelly, Leah
1
Li, Youwei
1
Sørensen, Michael
1
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Discussion paper / Tinbergen Institute
42
CREATES research paper
17
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
CORE discussion papers : DP
11
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Working paper / Department of Econometrics and Business Statistics, Monash University
9
CESifo working papers
8
Discussion paper / Center for Economic Research, Tilburg University
8
Série des documents de travail
8
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
7
Discussion papers / Deutsches Institut für Wirtschaftsforschung
7
Working paper series
7
Discussion papers / Department of Economics, University of Copenhagen
6
Working papers
6
CEMFI working paper
5
Cowles Foundation discussion paper
5
Discussion paper
5
Discussion paper series / IZA
5
Queen's Economics Department working paper
5
Working paper
5
Discussion paper / Department of Economics, University of California San Diego
4
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
Discussion papers of interdisciplinary research project 373
4
Economics discussion papers
4
Economics working paper
4
Finance and economics discussion series
4
KBI
4
SFB 649 discussion paper
4
Working paper / National Bureau of Economic Research, Inc.
4
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
CEA_372Cass working paper series
3
CORE discussion paper : DP
3
Cambridge working papers in economics
3
Department of Economics discussion paper series / University of Oxford
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion paper series
3
Discussion papers / CEPR
3
Documento de trabajo / Fundación de las Cajas de Ahorros
3
EUI working paper / ECO
3
Econometric Institute research papers
3
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Application of maximum likelihood estimation to stochastic short rate models
Fergusson, Kevin
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344233
Saved in:
2
Testing of a market fraction model and power-law behaviour in the Dax 30
He, Xue-zhong
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344322
Saved in:
3
Estimation for discretely observed diffusions using transform functions
Kelly, Leah
;
Platen, Eckhard
;
Sørensen, Michael
-
2003
Persistent link: https://www.econbiz.de/10002250862
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->