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~isPartOf:"CREATES research paper"
~subject:"Estimation"
~subject:"Mathematical analysis"
~subject:"Zinsstruktur"
~type_genre:"Non-commercial literature"
~type_genre:"Thesis"
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Estimation
Mathematical analysis
Zinsstruktur
Stochastic process
60
Stochastischer Prozess
60
Theorie
35
Theory
35
Volatility
22
Volatilität
22
Estimation theory
15
Schätztheorie
15
Time series analysis
11
Zeitreihenanalyse
11
Modellierung
7
Schätzung
7
Scientific modelling
7
Martingal
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Autocorrelation
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Autokorrelation
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Capital income
2
Dynamic equilibrium
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English
14
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Kristensen, Dennis
2
Kruse, Robinson
2
Papapantoleon, Antonis
2
Skovmand, David
2
Andersen, Torben
1
Andreasen, Martin Møller
1
Baltazar-Larios, Fernando
1
Barndorff-Nielsen, Ole E.
1
Basse, Tobias
1
Benth, Fred Espen
1
Benzoni, Luca
1
Bolko, Anine E.
1
Callot, Laurent
1
Christensen, Bent Jesper
1
Christensen, Kim
1
Floor Brix, Anne
1
Frömmel, Michael
1
Haldrup, Niels
1
Kallestrup-Lamb, Malene
1
Kanaya, Shin
1
Lunde, Asger
1
Mele, Antonio
1
Pakkanen, Mikko S.
1
Posedel Šimović, Petra
1
Schoenmakers, John
1
Sørensen, Michael
1
Veliyev, Bezirgen
1
Veraart, Almut E. D.
1
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CREATES research paper
Working paper
26
Discussion papers of interdisciplinary research project 373
24
Discussion paper / Tinbergen Institute
21
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
19
CAMA working paper series
17
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
SFB 649 discussion paper
16
Research paper series / Swiss Finance Institute
12
CESifo working papers
10
Discussion paper
8
Discussion paper series / IZA
8
Econometric Institute research papers
8
CIRJE discussion papers / F series
6
CoFE discussion papers
6
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
Swiss Finance Institute Research Paper
6
Working paper / National Bureau of Economic Research, Inc.
6
Discussion paper / Centre for Economic Policy Research
5
Documento de trabajo
5
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
5
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4
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4
HWWA discussion paper
4
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4
Lecture notes in economics and mathematical systems : LNEMS
4
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4
Reihe Quantitative Ökonomie : Ökon
4
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4
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3
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3
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
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3
Discussion papers in economics
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ECONIS (ZBW)
14
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1
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
Saved in:
2
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
3
The walking debt crisis
Basse, Tobias
;
Kruse, Robinson
;
Wegener, Christoph
-
2017
Persistent link: https://www.econbiz.de/10011624094
Saved in:
4
Deterministic and stochastic trends in the Lee-Carter mortality model
Callot, Laurent
;
Haldrup, Niels
;
Kallestrup-Lamb, Malene
-
2014
Persistent link: https://www.econbiz.de/10010433248
Saved in:
5
Estimating stochastic volatility models using predictionbased estimating functions
Lunde, Asger
;
Floor Brix, Anne
-
2013
Persistent link: https://www.econbiz.de/10009763883
Saved in:
6
Efficient and accurate log-Lévi approximations to Lévi driven LIBOR models
Papapantoleon, Antonis
;
Schoenmakers, John
;
Skovmand, David
-
2011
Persistent link: https://www.econbiz.de/10009152332
Saved in:
7
Stochastic volatility
Andersen, Torben
;
Benzoni, Luca
-
2010
Persistent link: https://www.econbiz.de/10003937010
Saved in:
8
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008663983
Saved in:
9
Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10003959801
Saved in:
10
The risk-return tradeoff and leverage effect in a stochastic volatility-in-mean model
Christensen, Bent Jesper
;
Posedel Šimović, Petra
-
2010
Persistent link: https://www.econbiz.de/10008651660
Saved in:
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