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institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Københavns Universitet / Økonomisk Institut"
~institution:"University of Exeter / Department of Economics"
~subject:"Maximum likelihood estimation"
~subject:"Unvollkommener Markt"
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Maximum likelihood estimation
Unvollkommener Markt
Theorie
334
Theory
334
Game theory
26
Spieltheorie
26
Estimation theory
18
Option pricing theory
18
Optionspreistheorie
18
Schätztheorie
18
Estimation
17
Schätzung
17
Yield curve
17
Zinsstruktur
17
Stochastic process
15
Stochastischer Prozess
15
USA
15
United States
15
Monte Carlo simulation
13
Monte-Carlo-Simulation
13
Time series analysis
13
Zeitreihenanalyse
13
Volatility
10
Volatilität
10
Asymmetric information
9
Asymmetrische Information
9
Statistical test
9
Statistischer Test
9
CAPM
8
Neue politische Ökonomie
8
Public choice
8
Search theory
8
Suchtheorie
8
Cointegration
7
Core
7
Incomplete market
7
Kointegration
7
Maximum-Likelihood-Schätzung
7
Statistical distribution
7
Statistische Verteilung
7
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Arbeitspapier
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Graue Literatur
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13
Working Paper
13
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English
14
Author
All
Hens, Thorsten
2
Schenk-Hoppé, Klaus Reiner
2
Sørensen, Helle
2
Amir, Rabah
1
Andersen, Erling B.
1
Braila, Peghe
1
Crès, Hervé
1
Dierker, Egbert
1
Dierker, Hildegard
1
Evstigneev, Igor V.
1
Grodal, Birgit
1
Guermat, Cherif
1
Hadri, Kaddour
1
Herings, Peter Jean-Jacques
1
Kristensen, Dennis
1
Nicolato, Elisa
1
Polemarchakis, Heraklis M.
1
Rahbek, Anders
1
Sørensen, Michael
1
Taulbjerg, Jes
1
Tvede, Mich
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
Wampach, Claude
1
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Institution
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
Centre for Analytical Finance <Århus>
Københavns Universitet / Økonomisk Institut
University of Exeter / Department of Economics
National Bureau of Economic Research
85
Brown University / Department of Economics
6
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
6
Forschungsinstitut zur Zukunft der Arbeit
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Federal Reserve Bank of Cleveland
4
Deutsche Forschungsgemeinschaft
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
European University Institute / Department of Law
3
Georgetown University / Economics Department
3
Massachusetts Institute of Technology / Department of Economics
3
Oxford Financial Research Centre
3
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
3
Center for Economic Research <Tilburg>
2
Centre for Actuarial Studies
2
Centre for Growth and Business Cycle Research <Manchester>
2
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
2
Edward Elgar Publishing
2
Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Economics
2
INSEAD
2
Institut für Wirtschaftswissenschaften <Wien>
2
Institute for Research in the Behavioral, Economic, and Management Sciences
2
Krannert Graduate School of Management
2
Shakai-Keizai-Kenkyūsho <Osaka>
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Universitetet i Oslo / Økonomisk institutt
2
University of Dundee / Department of Economic Studies
2
University of Nottingham / School of Economics
2
University of Southampton / Department of Economics
2
University of Warwick / Department of Economics
2
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
2
Universität Konstanz / Fakultät für Wirtschaftswissenschaften und Statistik
2
Victoria University of Wellington / School of Economics and Finance
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Australian Centre on China in the World
1
Bank of Canada
1
Boston College / Department of Economics
1
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Discussion papers / Department of Economics, University of Copenhagen
7
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
Discussion papers in economics
1
Source
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ECONIS (ZBW)
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1
Undiversifiable returns in a CAPM economy
Braila, Peghe
(
contributor
);
Wampach, Claude
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001592958
Saved in:
2
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:
3
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:
4
Evolutionary stability of portfolio rules in incomplete markets
Hens, Thorsten
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726838
Saved in:
5
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
6
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
7
Some simple ML estimators in stochastic differential equations
Andersen, Erling B.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001623258
Saved in:
8
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
9
Market selection and survival of investment strategies
Amir, Rabah
;
Evstigneev, Igor V.
;
Hens, Thorsten
; …
-
2002
Persistent link: https://www.econbiz.de/10001711739
Saved in:
10
Small income effects destroy the constrained efficiency of all euilibria in finance economies with production
Dierker, Egbert
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001625309
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