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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Umeå universitet"
~subject:"Forecasting model"
~subject:"Schätztheorie"
~subject:"Share price"
~subject:"Wirtschaftswissenschaft"
~type_genre:"Working Paper"
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Forecasting model
Schätztheorie
Share price
Wirtschaftswissenschaft
Theorie
133
Theory
133
Estimation theory
17
Schweden
17
Sweden
17
Option pricing theory
13
Optionspreistheorie
13
Time series analysis
13
Zeitreihenanalyse
13
Estimation
12
Schätzung
12
Yield curve
11
Zinsstruktur
11
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Statistical test
7
Statistischer Test
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Markov chain
6
Markov-Kette
6
Welfare economics
6
Wohlfahrtsökonomik
6
Collective bargaining theory
5
Endogenes Wachstumsmodell
5
Endogenous growth model
5
Externalities
5
Externer Effekt
5
Risiko
5
Risk
5
Simulation
5
Verhandlungstheorie des Lohnes
5
Arbeitsangebot
4
Arbeitsmarkttheorie
4
CAPM
4
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Type of publication
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Book / Working Paper
21
Type of publication (narrower categories)
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Working Paper
Graue Literatur
29
Non-commercial literature
29
Arbeitspapier
21
Collection of articles of several authors
1
Collection of articles written by one author
1
Hochschulschrift
1
Sammelwerk
1
Sammlung
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Language
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English
21
Author
All
Brännäs, Kurt
5
Johansson, Per-Olov
4
Bergkvist, Erik
2
Tanggaard, Carsten
2
Bask, Mikael
1
Bechmann, Ken L.
1
Busch, Thomas
1
DeLuna, Xavier
1
Engsted, Tom
1
Gooijer, Jan G. de
1
Hellström, Jörgen
1
Nielsen, Jens Perch
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Sørensen, Michael
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Institution
All
Centre for Analytical Finance <Århus>
Umeå universitet
Ekonomiska forskningsinstitutet <Stockholm>
27
European University Institute / Department of Economics
25
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
24
Center for Economic Research <Tilburg>
19
University of New England / Department of Econometrics
18
Federal Reserve System / Division of Research and Statistics
14
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
14
University of Exeter / Department of Economics
13
Birkbeck College / Department of Economics
12
Rodney L. White Center for Financial Research
12
Forschungsinstitut zur Zukunft der Arbeit
11
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
9
National Bureau of Economic Research
9
Universität Basel / Institut für Statistik und Ökonometrie
9
European University Institute / Department of Law
7
Rutgers University / Department of Economics
7
University of Strathclyde / Department of Economics
7
Australian National University / Faculty of Economics and Commerce
6
Institut für Höhere Studien
6
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
6
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
6
Banque de France / Direction des Etudes Economiques et de la Recherche
5
Centre for Microdata Methods and Practice <London>
5
Chambre de commerce et d'industrie de Paris
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Econometrisch Instituut <Rotterdam>
5
Erasmus Research Institute of Management
5
Federal Reserve System / Board of Governors
5
Johns Hopkins University / Department of Economics
5
Robert Schuman Centre for Advanced Studies
5
The Wharton Financial Institutions Center
5
Universitetet i Oslo / Økonomisk institutt
5
University of Cambridge / Department of Applied Economics
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Brown University / Department of Economics
4
Deutsche Forschungsgemeinschaft
4
Federal Reserve Bank of San Francisco
4
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
4
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Published in...
All
Umeå economic studies
12
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
Source
All
ECONIS (ZBW)
21
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1
Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
Saved in:
2
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
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
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:
5
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:
6
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
Saved in:
7
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:
8
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:
9
Boundary and bias correction in kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543238
Saved in:
10
Forecasting interregional freight flows by gravity models : a comparison of OLS estimation, NLS estimation, poisson and neural network specification
Bergkvist, Erik
-
1999
Persistent link: https://www.econbiz.de/10001355286
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