Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Banque de France / Direction des Etudes Economiques et de la Recherche"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Markov chain"
~subject:"Zeitreihenanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Teams take the better risks
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Forecasting model
Markov chain
Zeitreihenanalyse
Theorie
78
Theory
78
Option pricing theory
15
Optionspreistheorie
15
Yield curve
15
Zinsstruktur
15
Estimation
11
Schätzung
11
Schätztheorie
9
Stochastic process
9
Stochastischer Prozess
9
Volatility
9
Volatilität
9
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Time series analysis
8
Statistical test
7
Statistischer Test
7
ARCH model
6
ARCH-Modell
6
Markov-Kette
5
CAPM
4
Cointegration
4
Erwartungsbildung
4
Expectation formation
4
Kointegration
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Option trading
4
Optionsgeschäft
4
Probability theory
4
Wahrscheinlichkeitsrechnung
4
Einheitswurzeltest
3
France
3
Frankreich
3
Hedging
3
more ...
less ...
Type of publication
All
Book / Working Paper
23
Type of publication (narrower categories)
All
Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Working Paper
22
Language
All
English
19
French
4
Author
All
Jondeau, Eric
3
Bruneau, Catherine
2
Christiansen, Charlotte
2
Sørensen, Michael
2
Ørregaard Nielsen, Morten
2
Bandt, Olivier de
1
Baumel, Laurent
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Di Miscia, Orazio
1
Hansen, Niels Richard
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Mikkelsen, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Rahbek, Anders
1
Rockinger, Michael
1
Schmid, Wolfgang
1
Sevestre, Patrick
1
Stegenborg Larsen, Kristian
1
Strunk Hansen, Charlotte
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Tanggaard, Carsten
1
Tolver Jensen, Søren
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
more ...
less ...
Institution
All
Banque de France / Direction des Etudes Economiques et de la Recherche
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
243
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
80
Ekonomiska forskningsinstitutet <Stockholm>
69
European University Institute / Department of Economics
46
Umeå universitet
24
Center for Economic Research <Tilburg>
19
University of New England / Department of Econometrics
18
Federal Reserve System / Division of Research and Statistics
16
Birkbeck College / Department of Economics
14
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
13
University of Exeter / Department of Economics
13
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
12
Universität Basel / Institut für Statistik und Ökonometrie
12
Centre for Quantitative Economics & Computing
11
Forschungsinstitut zur Zukunft der Arbeit
11
Econometrisch Instituut <Rotterdam>
10
Umeå Universitet / Institutionen för Nationalekonomi
10
Aarhus Universitet / Afdeling for Nationaløkonomi
9
European University Institute / Department of Law
9
Institut für Höhere Studien
9
Rutgers University / Department of Economics
9
Springer Fachmedien Wiesbaden
9
University of Strathclyde / Department of Economics
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Rodney L. White Center for Financial Research
8
University of Warwick / Department of Economics
8
University of Cambridge / Department of Applied Economics
7
Christian-Albrechts-Universität zu Kiel
6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
6
Federal Reserve Bank of St. Louis
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institut für Weltwirtschaft
6
London School of Economics and Political Science
6
OECD
6
Universitetet i Oslo / Økonomisk institutt
6
University of Southampton / Department of Economics
6
Zakład Teorii Prognoz <Krakau>
6
Australian National University / Faculty of Economics and Commerce
5
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
18
Notes d'études et de recherche : NER
5
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
La modélisation VAR structurel : application à la politique monétaire en France
Bruneau, Catherine
;
Bandt, Olivier de
-
1998
Persistent link: https://www.econbiz.de/10000983202
Saved in:
2
Long-run causality, with an application to international links between long-term interest rates
Bruneau, Catherine
;
Jondeau, Eric
-
1998
Persistent link: https://www.econbiz.de/10000989563
Saved in:
3
Estimation et interprétation des densités neutres au risque : une comparaison de méthodes
Jondeau, Eric
;
Rockinger, Michael
-
1997
Persistent link: https://www.econbiz.de/10000972674
Saved in:
4
La relation entre le taux des crédits et le coût des ressources bancaires : modélisation et estimation sur données individuelles de banques
Baumel, Laurent
;
Sevestre, Patrick
-
1997
Persistent link: https://www.econbiz.de/10000972675
Saved in:
5
Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
Saved in:
6
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
9
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
