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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:"Stochastischer Prozess"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Estimation
Stochastischer Prozess
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
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United States
14
Monte Carlo simulation
11
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ARCH-Modell
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CAPM
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Prinzipal-Agent-Theorie
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6
Risk
6
Statistical distribution
6
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42
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Arbeitspapier
39
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39
Graue Literatur
34
Non-commercial literature
34
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English
42
Author
All
Barndorff-Nielsen, Ole E.
6
Tzavalis, Elias
5
Shephard, Neil G.
3
Abadir, Karim Maher
2
Hadri, Kaddour
2
Harris, Richard D. F.
2
Myhre Lildholt, Peter
2
Philippopulos, Apostolēs
2
Tanggaard, Carsten
2
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
Györfi, László
1
Hansen, Peter Reinhard
1
Karanikas, Evangelos
1
Koulikov, Dmitri
1
Kugler, Adriana D.
1
Leith, Campbell B.
1
Levendorskij, Sergej Z.
1
Li, Carmen A.
1
Lockwood, Ben
1
Lugosi, Gábor
1
Lunde, Asger
1
Makrēs, Miltiadēs
1
Myhre Lildholdt, Peter
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Niño-Mora, José
1
Pica, Giovanni
1
Rahbek, Anders
1
Romano, Joseph P.
1
Satchell, Stephen
1
Shepard, Neil
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
737
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
106
Ekonomiska forskningsinstitutet <Stockholm>
80
European University Institute / Department of Economics
43
Forschungsinstitut zur Zukunft der Arbeit
41
Springer Fachmedien Wiesbaden
35
Internationaler Währungsfonds / Research Department
26
Birkbeck College / Department of Economics
22
Umeå universitet
18
Institut für Weltwirtschaft
16
Econometrisch Instituut <Rotterdam>
15
Federal Reserve System / Board of Governors
15
Federal Reserve System / Division of Research and Statistics
12
Institut für Höhere Studien
12
Verlag Dr. Kovač
12
Australian National University / Faculty of Economics and Commerce
11
Centre for Economic Policy Research
11
Umeå Universitet / Institutionen för Nationalekonomi
11
University of Oxford / Institute of Economics and Statistics
11
Universität Mannheim
11
Centre for Economic Performance
10
Centre for Quantitative Economics & Computing
10
Christian-Albrechts-Universität zu Kiel
10
Friedrich-Schiller-Universität Jena
10
Trinity College Dublin / Department of Economics
10
Aarhus Universitet / Afdeling for Nationaløkonomi
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
9
University of Reading / Department of Economics
9
Center for Economic Research <Tilburg>
8
Eric Cuvillier <Firma>
8
European University Institute / Department of Law
8
Goethe-Universität Frankfurt am Main
8
Instituto Valenciano de Investigaciones Económicas
8
International Monetary Fund
8
Rodney L. White Center for Financial Research
8
World Bank
8
Deutschland / Bundeswehr / Universität Hamburg
7
Erasmus Research Institute of Management
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
15
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
4
Source
All
ECONIS (ZBW)
42
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1
A large poisson currency crises game : towards a
theory
of both the onset and the swiftness of currency attacks
Makrēs, Miltiadēs
-
2000
Persistent link: https://www.econbiz.de/10001542544
Saved in:
2
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:
3
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:
4
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
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
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
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
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
9
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:
10
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:
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