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~institution:"Centre for Analytical Finance <Århus>"
~institution:"London School of Economics and Political Science"
~subject:"Markov-Kette"
~subject:"Maximum likelihood estimation"
~subject:"Time series analysis"
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Markov-Kette
Maximum likelihood estimation
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Theorie
115
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Optionspreistheorie
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12
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Tong, Howell
3
Christiansen, Charlotte
2
Rahbek, Anders
2
Sørensen, Helle
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Sørensen, Michael
2
Busch, Thomas
1
Di Miscia, Orazio
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Hansen, Niels Richard
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Kessler, Mathieu
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Koulikov, Dmitri
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Kristensen, Dennis
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Matsuda, Yasumasa
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Mikkelsen, Peter
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Myhre Lildholt, Peter
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Norberg, Ragnar
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Penzer, Jeremy
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Quah, Danny
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Søndergaard Rasmussen, Nicki
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Taulbjerg, Jes
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Tolver Jensen, Søren
1
Tripodis, Yorghos
1
Uchida, Masayuki
1
Wolff, Rodney C.
1
Yajima, Yoshihiro
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Yao, Qiwei
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Centre for Analytical Finance <Århus>
London School of Economics and Political Science
National Bureau of Economic Research
83
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
54
Ekonomiska forskningsinstitutet <Stockholm>
51
European University Institute / Department of Economics
33
Umeå universitet
12
Econometrisch Instituut <Rotterdam>
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University of Strathclyde / Department of Economics
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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7
Umeå Universitet / Institutionen för Nationalekonomi
7
Gottfried Wilhelm Leibniz Universität Hannover
6
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Shakai-Keizai-Kenkyūsho <Osaka>
5
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Springer Fachmedien Wiesbaden
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Universität Basel / Institut für Statistik und Ökonometrie
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Organisation for Economic Co-operation and Development
3
Social Systems Research Institute
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
16
Research reports / LSE
5
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ECONIS (ZBW)
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1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
3
On characterizations od spectral density matrices by cross validated log likelihood criterion
Matsuda, Yasumasa
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002144601
Saved in:
4
Statistical tests for Lyapunov exponents of deterministic systems
Wolff, Rodney C.
(
contributor
);
Yao, Qiwei
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002075170
Saved in:
5
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
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6
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
Saved in:
7
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
8
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:
9
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
10
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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