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~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Cambridge / Department of Applied Economics"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Markov chain"
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Estimation theory
Forecasting model
Markov chain
Theorie
130
Theory
130
Option pricing theory
14
Optionspreistheorie
14
Time series analysis
11
Yield curve
11
Zeitreihenanalyse
11
Zinsstruktur
11
Estimation
10
Schätzung
10
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Geldpolitik
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Monetary policy
4
Option trading
4
Optionsgeschäft
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17
Working Paper
17
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English
17
Author
All
Pesaran, M. Hashem
4
Sørensen, Michael
2
Timmermann, Allan
2
Busch, Thomas
1
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Hansen, Niels Richard
1
Kapetanios, George
1
Kessler, Mathieu
1
Mikkelsen, Peter
1
Nielsen, Jens Perch
1
Pettenuzzo, Davide
1
Sancetta, A.
1
Satchell, Stephen
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Tanggaard, Carsten
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Institution
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Centre for Analytical Finance <Århus>
University of Cambridge / Department of Applied Economics
National Bureau of Economic Research
169
Ekonomiska forskningsinstitutet <Stockholm>
37
European University Institute / Department of Economics
27
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
27
Umeå universitet
22
Center for Economic Research <Tilburg>
18
University of New England / Department of Econometrics
18
Federal Reserve System / Division of Research and Statistics
15
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
13
Birkbeck College / Department of Economics
12
Forschungsinstitut zur Zukunft der Arbeit
11
University of Exeter / Department of Economics
10
Universität Basel / Institut für Statistik und Ökonometrie
10
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
9
Umeå Universitet / Institutionen för Nationalekonomi
8
University of Strathclyde / Department of Economics
8
Centre for Quantitative Economics & Computing
7
European University Institute / Department of Law
7
Rodney L. White Center for Financial Research
7
Rutgers University / Department of Economics
7
Springer Fachmedien Wiesbaden
7
Christian-Albrechts-Universität zu Kiel
6
Econometrisch Instituut <Rotterdam>
6
Federal Reserve Bank of St. Louis
6
OECD
6
Zakład Teorii Prognoz <Krakau>
6
Banque de France / Direction des Etudes Economiques et de la Recherche
5
Brown University / Department of Economics
5
Centre for Microdata Methods and Practice <London>
5
Chambre de commerce et d'industrie de Paris
5
Deutsche Forschungsgemeinschaft
5
Federal Reserve Bank of San Francisco
5
Gottfried Wilhelm Leibniz Universität Hannover
5
IGI Global
5
Institut für Höhere Studien
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
Universitetet i Oslo / Økonomisk institutt
5
University of Warwick / Department of Economics
5
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
12
Cambridge working papers in economics
5
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ECONIS (ZBW)
17
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MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
2
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:
3
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
4
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:
5
New test statistics for market timing with applications to emerging markets
Sancetta, A.
(
contributor
);
Satchell, Stephen
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703644
Saved in:
6
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
Saved in:
7
Classification of Markov chains on Rk
Hansen, Niels Richard
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
Saved in:
8
Boundary and bias correction in kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543238
Saved in:
9
How costly is it to ignore breaks when forecasting the direction of a time series?
Pesaran, M. Hashem
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001729369
Saved in:
10
Estimation and inference in large heterogeneous panels with cross section dependence
Pesaran, M. Hashem
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001729378
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