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institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Exeter / Department of Economics"
~subject:"Estimation"
~subject:"Monte-Carlo-Simulation"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Estimation
Monte-Carlo-Simulation
Volatility
Zeitreihenanalyse
Theorie
282
Theory
282
Option pricing theory
17
Optionspreistheorie
17
Yield curve
17
Zinsstruktur
17
Game theory
16
Schätzung
16
Spieltheorie
16
Estimation theory
15
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United States
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Maximum likelihood estimation
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English
43
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Tzavalis, Elias
5
Hadri, Kaddour
3
Abadir, Karim Maher
2
Guermat, Cherif
2
Harris, Richard D. F.
2
Myhre Lildholt, Peter
2
Nielsen, Morten Ørregaard
2
Philippopulos, Apostolēs
2
Søndergaard Rasmussen, Nicki
2
Tanggaard, Carsten
2
Barndorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Bulkley, George
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Christodoulakis, George A.
1
Corradi, Valentina
1
Di Miscia, Orazio
1
Driver, Rebecca L.
1
Grasselli, M.R.
1
Györfi, László
1
Hansen, Peter Reinhard
1
Hurd, T.R.
1
Karanikas, Evangelos
1
Kiviet, J. F.
1
Koulikov, Dmitri
1
Kugler, Adriana D.
1
Leith, Campbell B.
1
Li, Carmen A.
1
Lockwood, Ben
1
Lugosi, Gábor
1
Lunde, Asger
1
Mikkelsen, Peter
1
Moreno, Manuel
1
Myhre Lildholdt, Peter
1
Navas, Javier F.
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
Phillips, Garry D. A.
1
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
Centre for Analytical Finance <Århus>
University of Exeter / Department of Economics
National Bureau of Economic Research
714
Ekonomiska forskningsinstitutet <Stockholm>
86
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
74
European University Institute / Department of Economics
43
Forschungsinstitut zur Zukunft der Arbeit
41
Springer Fachmedien Wiesbaden
28
Internationaler Währungsfonds / Research Department
26
Birkbeck College / Department of Economics
22
Umeå universitet
18
Institut für Weltwirtschaft
16
Federal Reserve System / Board of Governors
15
Econometrisch Instituut <Rotterdam>
12
Institut für Höhere Studien
12
International Monetary Fund
11
Umeå Universitet / Institutionen för Nationalekonomi
11
University of Oxford / Institute of Economics and Statistics
11
Verlag Dr. Kovač
11
Centre for Economic Performance
10
Centre for Economic Policy Research
10
Centre for Quantitative Economics & Computing
10
Christian-Albrechts-Universität zu Kiel
10
Federal Reserve System / Division of Research and Statistics
10
Universität Mannheim
10
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
9
Friedrich-Schiller-Universität Jena
9
Instituto Valenciano de Investigaciones Económicas
9
Trinity College Dublin / Department of Economics
9
University of Reading / Department of Economics
9
University of Strathclyde / Department of Economics
9
Aarhus Universitet / Afdeling for Nationaløkonomi
8
Australian National University / Faculty of Economics and Commerce
8
Goethe-Universität Frankfurt am Main
8
Rodney L. White Center for Financial Research
8
World Bank
8
Center for Economic Research <Tilburg>
7
Eric Cuvillier <Firma>
7
Escola de Pós-Graduação em Economia <Rio de Janeiro>
7
European University Institute / Department of Law
7
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
23
Discussion papers in economics
16
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
4
Source
All
ECONIS (ZBW)
43
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1
Fiscal policy, public debt stabilization and politics :
theory
and evidence from the US and UK
Lockwood, Ben
;
Philippopulos, Apostolēs
;
Snell, Andy
-
1994
Persistent link: https://www.econbiz.de/10000895300
Saved in:
2
Effects of employment protection and product market regulations on the Italian labor market
Kugler, Adriana D.
(
contributor
);
Pica, Giovanni
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002110231
Saved in:
3
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
4
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
5
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
6
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:
7
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
8
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
9
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
10
New trade
theory
and aggregate export equations : an application of panel cointegration
Driver, Rebecca L.
;
Wren-Lewis, Simon
-
1999
Persistent link: https://www.econbiz.de/10001428085
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