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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:"Statistical test"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Estimation
Statistical test
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
Schätztheorie
15
Stochastic process
14
Stochastischer Prozess
14
USA
14
United States
14
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Time series analysis
11
Asymmetric information
9
Asymmetrische Information
9
Statistischer Test
9
Volatilität
9
Search theory
8
Suchtheorie
8
Neue politische Ökonomie
7
Public choice
7
ARCH model
6
ARCH-Modell
6
Agency theory
6
CAPM
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Prinzipal-Agent-Theorie
6
Risiko
6
Risk
6
Statistical distribution
6
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Arbeitspapier
38
Working Paper
38
Graue Literatur
34
Non-commercial literature
34
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English
38
Author
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Tzavalis, Elias
5
Abadir, Karim Maher
2
Barndorff-Nielsen, Ole E.
2
Hansen, Peter Reinhard
2
Harris, Richard D. F.
2
Lunde, Asger
2
Myhre Lildholt, Peter
2
Philippopulos, Apostolēs
2
Shephard, Neil G.
2
Tanggaard, Carsten
2
Taulbjerg, Jes
2
Brunetti, Celso
1
Bulkley, George
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Christodoulakis, George A.
1
Corradi, Valentina
1
Driver, Rebecca L.
1
Györfi, László
1
Hadri, Kaddour
1
Jakubenas, Paulius
1
Karanikas, Evangelos
1
Koulikov, Dmitri
1
Kugler, Adriana D.
1
Leith, Campbell B.
1
Li, Carmen A.
1
Lockwood, Ben
1
Lugosi, Gábor
1
Myhre Lildholdt, Peter
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Pica, Giovanni
1
Rahbek, Anders
1
Romano, Joseph P.
1
Satchell, Stephen
1
Snell, Andy
1
Strunk Hansen, Charlotte
1
Swanson, Norman R.
1
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Institution
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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
719
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
85
Ekonomiska forskningsinstitutet <Stockholm>
80
European University Institute / Department of Economics
45
Forschungsinstitut zur Zukunft der Arbeit
43
Springer Fachmedien Wiesbaden
29
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
OECD
14
Econometrisch Instituut <Rotterdam>
13
Institut für Höhere Studien
13
Center for Economic Research <Tilburg>
12
Organisation for Economic Co-operation and Development
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
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
10
Federal Reserve System / Division of Research and Statistics
10
International Monetary Fund
10
Trinity College Dublin / Department of Economics
10
Universität Mannheim
10
Friedrich-Schiller-Universität Jena
9
University of Reading / 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
University of Cambridge / Department of Applied Economics
8
World Bank
8
Columbia University / Department of Economics
7
Eric Cuvillier <Firma>
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
22
Discussion papers in economics
13
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
3
Source
All
ECONIS (ZBW)
38
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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
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
5
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
6
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:
7
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:
8
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
Saved in:
9
Aggregate investment, Tobin's q and insolvency risk
Leith, Campbell B.
-
1999
Persistent link: https://www.econbiz.de/10001428845
Saved in:
10
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
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