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institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"Center for Economic Research <Tilburg>"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Southampton / Department of Economics"
~subject:"Maximum likelihood estimation"
~subject:"Yield curve"
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Maximum likelihood estimation
Yield curve
Theorie
514
Theory
514
Game theory
79
Spieltheorie
79
Cooperative game
41
Kooperatives Spiel
41
Estimation theory
24
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24
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23
Option pricing theory
21
Optionspreistheorie
21
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Statistischer Test
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Core
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Estimation
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14
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Simulation
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Nichtkooperatives Spiel
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Noncooperative game
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Stochastic process
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12
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Zinsstruktur
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Neue politische Ökonomie
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Portfolio selection
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Portfolio-Management
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Public choice
11
Search theory
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Suchtheorie
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Duopol
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Duopoly
10
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18
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English
19
Author
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Mikkelsen, Peter
3
Taulbjerg, Jes
3
Di Miscia, Orazio
2
Sørensen, Helle
2
Aldrich, John Herbert
1
Christiansen, Charlotte
1
Daniels, Kenneth N.
1
Genugten, Ben B. van der
1
Hillier, Grant H.
1
Kristensen, Dennis
1
Moors, Johannes J. A.
1
O'Brien, Raymond J.
1
Raats, V. M.
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Shin Jensen, Malene
1
Sørensen, Michael
1
Tzotchev, Dobromir
1
Uchida, Masayuki
1
Van Landschoot, Astrid
1
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
Center for Economic Research <Tilburg>
Centre for Analytical Finance <Århus>
University of Southampton / Department of Economics
National Bureau of Economic Research
108
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Ekonomiska forskningsinstitutet <Stockholm>
9
University of Exeter / Department of Economics
7
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
6
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Federal Reserve Bank of San Francisco
4
Rodney L. White Center for Financial Research
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
Federal Reserve System / Division of Research and Statistics
3
Springer Fachmedien Wiesbaden
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
Institute of Finance and Accounting <London>
2
International Center for Financial Asset Management and Engineering
2
International Monetary Fund
2
School of Economics and Finance <Brisbane>
2
Shakai-Keizai-Kenkyūsho <Osaka>
2
State University of New York at Albany / Department of Economics
2
Universität Zürich / Institut für Schweizerisches Bankwesen
2
World Bank
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Albert-Ludwigs-Universität Freiburg / Institut für Allgemeine Wirtschaftsforschung
1
American Finance Association
1
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1
Australian National University / Faculty of Economics and Commerce
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Bank of England / Monetary Analysis Division
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Birkbeck College / Department of Economics
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1
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1
Centre for Growth and Business Cycle Research <Manchester>
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Centre for International Economic Studies
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
15
Discussion paper / Center for Economic Research, Tilburg University
2
Discussion papers in economics and econometrics
2
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ECONIS (ZBW)
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The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
Saved in:
2
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:
3
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
4
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
5
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:
6
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
7
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:
8
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
9
Multivariate regression with monotone missing observation of the dependent variables
Raats, V. M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692504
Saved in:
10
How likelihood and identification went Bayesian
Aldrich, John Herbert
-
2001
Persistent link: https://www.econbiz.de/10001622271
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