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~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Exeter / Department of Economics"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Markov chain"
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ARCH-Modell
Estimation theory
Forecasting model
Markov chain
Theorie
175
Theory
175
Yield curve
18
Zinsstruktur
18
Estimation
15
Schätzung
15
Option pricing theory
14
Optionspreistheorie
14
Schätztheorie
14
Stochastic process
13
Stochastischer Prozess
13
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Time series analysis
10
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Volatility
9
Volatilität
9
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USA
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United States
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Risiko
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Risk
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ARCH model
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Game theory
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Spieltheorie
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CAPM
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Geldpolitik
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Markov-Kette
5
Monetary policy
5
Public goods
5
Rational expectations
5
Rationale Erwartung
5
Öffentliche Güter
5
Agency theory
4
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Type of publication
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Book / Working Paper
28
Type of publication (narrower categories)
All
Arbeitspapier
28
Working Paper
28
Graue Literatur
27
Non-commercial literature
27
Language
All
English
28
Author
All
Phillips, Garry D. A.
3
Tzavalis, Elias
3
Abadir, Karim Maher
2
Christiansen, Charlotte
2
Harris, Richard D. F.
2
Kiviet, J. F.
2
Rahbek, Anders
2
Sørensen, Michael
2
Busch, Thomas
1
Christodoulakis, George A.
1
Di Miscia, Orazio
1
Hadri, Kaddour
1
Hansen, Niels Richard
1
Jensen, Morten Berg
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Lunde, Asger
1
Magdalinos, Michael A.
1
Mikkelsen, Peter
1
Mitsopoulos, George P.
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Satchell, Stephen
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Tanggaard, Carsten
1
Tolver Jensen, Søren
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
Wickens, Michael R.
1
Ørregaard Nielsen, Morten
1
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Institution
All
Centre for Analytical Finance <Århus>
University of Exeter / Department of Economics
National Bureau of Economic Research
144
Ekonomiska forskningsinstitutet <Stockholm>
43
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
34
European University Institute / Department of Economics
29
Umeå universitet
23
Center for Economic Research <Tilburg>
19
University of New England / Department of Econometrics
18
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
13
Birkbeck College / Department of Economics
12
Federal Reserve System / Division of Research and Statistics
12
Forschungsinstitut zur Zukunft der Arbeit
11
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
10
Universität Basel / Institut für Statistik und Ökonometrie
10
Econometrisch Instituut <Rotterdam>
9
University of Strathclyde / Department of Economics
9
Centre for Quantitative Economics & Computing
8
European University Institute / Department of Law
8
Shakai-Keizai-Kenkyūsho <Osaka>
8
Springer Fachmedien Wiesbaden
8
Umeå Universitet / Institutionen för Nationalekonomi
8
Rodney L. White Center for Financial Research
7
Rutgers University / Department of Economics
7
Christian-Albrechts-Universität zu Kiel
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
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Deutsche Forschungsgemeinschaft
5
Federal Reserve Bank of St. Louis
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Institut für Höhere Studien
5
Instituto Valenciano de Investigaciones Económicas
5
National Institute of Economic and Social Research
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
Universitetet i Oslo / Økonomisk institutt
5
University of Cambridge / Department of Applied Economics
5
Verlag Dr. Kovač
5
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
18
Discussion papers in economics
10
Source
All
ECONIS (ZBW)
28
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1
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1998
Persistent link: https://www.econbiz.de/10000168159
Saved in:
2
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
3
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
4
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
5
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:
6
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:
7
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:
8
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
9
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:
10
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
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