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~institution:"Centre for Analytical Finance <Århus>"
~institution:"London School of Economics and Political Science"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Markov chain"
~subject:"Zeitreihenanalyse"
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Estimation theory
Forecasting model
Markov chain
Zeitreihenanalyse
Theorie
123
Theory
121
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Time series analysis
10
Estimation
9
Schätzung
9
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Statistical distribution
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Statistical test
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Wirtschaftswissenschaft
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ARCH model
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ARCH-Modell
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Economics
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Großbritannien
6
CAPM
5
Cointegration
5
Kointegration
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Option trading
5
Optionsgeschäft
5
Probability theory
5
Regression analysis
5
Regressionsanalyse
5
Schätztheorie
5
United Kingdom
5
Wahrscheinlichkeitsrechnung
5
Welt
5
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2
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Book / Working Paper
24
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Arbeitspapier
22
Working Paper
22
Graue Literatur
18
Non-commercial literature
18
Language
All
English
24
Author
All
Christiansen, Charlotte
2
Norberg, Ragnar
2
Sørensen, Michael
2
Ørregaard Nielsen, Morten
2
Busch, Thomas
1
Christensen, Bent Jesper
1
Di Miscia, Orazio
1
Hansen, Niels Richard
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Matsuda, Yasumasa
1
Mikkelsen, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Patton, Andrew J.
1
Penzer, Jeremy
1
Quah, Danny
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Strunk Hansen, Charlotte
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Tanggaard, Carsten
1
Timmermann, Allan
1
Tolver Jensen, Søren
1
Tong, Howell
1
Tripodis, Yorghos
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
Yajima, Yoshihiro
1
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Institution
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Centre for Analytical Finance <Århus>
London School of Economics and Political Science
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
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
Banque de France / Direction des Etudes Economiques et de la Recherche
5
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
18
Research reports / LSE
4
Econometrics papers
1
Source
All
ECONIS (ZBW)
24
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1
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:
2
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
3
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:
4
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:
5
Single season heteroscedasticity in time series
Tripodis, Yorghos
(
contributor
);
Penzer, Jeremy
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001923018
Saved in:
6
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
7
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:
8
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
9
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
Saved in:
10
Classification of Markov chains on Rk
Hansen, Niels Richard
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
Saved in:
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