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~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Cambridge / Department of Applied Economics"
~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
118
Theory
118
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Time series analysis
10
Zeitreihenanalyse
10
Statistical test
9
Statistischer Test
9
Estimation
8
Schätzung
8
Stochastic process
8
Stochastischer Prozess
8
Volatility
8
Volatilität
8
Estimation theory
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
ARCH model
6
ARCH-Modell
6
Electric power industry
6
Elektrizitätswirtschaft
6
CAPM
5
Markov chain
5
Markov-Kette
5
Prognoseverfahren
5
Bias
4
Cointegration
4
Electricity supply
4
Elektrizitätsversorgung
4
Kointegration
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Option trading
4
Optionsgeschäft
4
Panel
4
Panel study
4
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Free
5
Type of publication
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Book / Working Paper
14
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Language
All
English
14
Author
All
Pesaran, M. Hashem
4
Tanggaard, Carsten
2
Timmermann, Allan
2
Bechmann, Ken L.
1
Busch, Thomas
1
Engsted, Tom
1
Kapetanios, George
1
Nielsen, Jens Perch
1
Pettenuzzo, Davide
1
Sancetta, A.
1
Satchell, Stephen
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>
University of Cambridge / Department of Applied Economics
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
Umeå universitet
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
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
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
Cambridge working papers in economics
5
Source
All
ECONIS (ZBW)
14
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1
Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808714
Saved in:
2
Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153301
Saved in:
3
How costly is it to ignore breaks when forecasting the direction of a time series?
Pesaran, M. Hashem
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001729369
Saved in:
4
Estimation and inference in large heterogeneous panels with cross section dependence
Pesaran, M. Hashem
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001729378
Saved in:
5
New test statistics for market timing with applications to emerging markets
Sancetta, A.
(
contributor
);
Satchell, Stephen
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703644
Saved in:
6
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:
7
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
8
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
9
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:
10
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:
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