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~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Exeter / Department of Economics"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Markov chain"
~subject:"Schätzung"
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Subject
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Estimation theory
Forecasting model
Markov chain
Schätzung
Theorie
176
Theory
176
Yield curve
18
Zinsstruktur
18
Estimation
15
Schätztheorie
14
Option pricing theory
13
Optionspreistheorie
13
Stochastic process
12
Stochastischer Prozess
12
Time series analysis
12
Zeitreihenanalyse
12
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Volatility
10
Volatilität
10
Statistical test
8
Statistischer Test
8
Risiko
7
Risk
7
ARCH model
6
ARCH-Modell
6
USA
6
United States
6
CAPM
5
Cointegration
5
Game theory
5
Geldpolitik
5
Kointegration
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Monetary policy
5
Public goods
5
Rational expectations
5
Rationale Erwartung
5
Spieltheorie
5
more ...
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Type of publication
All
Book / Working Paper
35
Type of publication (narrower categories)
All
Arbeitspapier
34
Working Paper
34
Graue Literatur
33
Non-commercial literature
33
Language
All
English
35
Author
All
Tzavalis, Elias
6
Harris, Richard D. F.
3
Phillips, Garry D. A.
3
Tanggaard, Carsten
3
Abadir, Karim Maher
2
Christiansen, Charlotte
2
Kiviet, J. F.
2
Nielsen, Jens Perch
2
Sørensen, Michael
2
Ørregaard Nielsen, Morten
2
Brunetti, Celso
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christodoulakis, George A.
1
Di Miscia, Orazio
1
Driver, Rebecca L.
1
Hadri, Kaddour
1
Hansen, Niels Richard
1
Karanikas, Evangelos
1
Kessler, Mathieu
1
Leith, Campbell B.
1
Li, Carmen A.
1
Magdalinos, Michael A.
1
Mikkelsen, Peter
1
Mitsopoulos, George P.
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Morten Ørregaard
1
Philippopulos, Apostolēs
1
Satchell, Stephen
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
Wickens, Michael R.
1
Wren-Lewis, Simon
1
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Institution
All
Centre for Analytical Finance <Århus>
University of Exeter / Department of Economics
National Bureau of Economic Research
877
Ekonomiska forskningsinstitutet <Stockholm>
76
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
56
Forschungsinstitut zur Zukunft der Arbeit
49
OECD
36
European University Institute / Department of Economics
33
Springer Fachmedien Wiesbaden
31
Umeå universitet
30
Birkbeck College / Department of Economics
29
Internationaler Währungsfonds / Research Department
28
Center for Economic Research <Tilburg>
22
Federal Reserve System / Division of Research and Statistics
22
University of New England / Department of Econometrics
20
Institut für Weltwirtschaft
19
Federal Reserve System / Board of Governors
18
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
16
Verlag Dr. Kovač
13
Institut für Höhere Studien
12
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
12
Organisation for Economic Co-operation and Development
12
University of Oxford / Institute of Economics and Statistics
12
University of Reading / Department of Economics
12
Friedrich-Schiller-Universität Jena
11
Umeå Universitet / Institutionen för Nationalekonomi
11
Universität Mannheim
11
Centre for Economic Policy Research
10
Christian-Albrechts-Universität zu Kiel
10
European University Institute / Department of Law
10
Universität Basel / Institut für Statistik und Ökonometrie
10
Centre for Economic Performance
9
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
9
Goethe-Universität Frankfurt am Main
9
University of Strathclyde / Department of Economics
9
World Bank
9
Zentrum für Europäische Wirtschaftsforschung
9
Aarhus Universitet / Afdeling for Nationaløkonomi
8
Centre for Quantitative Economics & Computing
8
Chambre de commerce et d'industrie de Paris
8
more ...
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
Discussion papers in economics
16
Source
All
ECONIS (ZBW)
35
Showing
1
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35
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1
A test of the expectations hypothesis of the term structure using cross-section data
Harris, Richard D. F.
-
1998
Persistent link: https://www.econbiz.de/10000998641
Saved in:
2
Inflation and exchange-rate regimes in Mexico
Li, Carmen A.
;
Philippopulos, Apostolēs
;
Tzavalis, Elias
-
1998
Persistent link: https://www.econbiz.de/10000984414
Saved in:
3
Inference for unit roots in dynamic panels with heteroscedastic and serially correlated errors
Harris, Richard D. F.
;
Tzavalis, Elias
-
1998
Persistent link: https://www.econbiz.de/10000992997
Saved in:
4
Bias nonmonotonicity in stochastic difference equations
Abadir, Karim Maher
;
Hadri, Kaddour
-
1995
Persistent link: https://www.econbiz.de/10000939685
Saved in:
5
Pearson M-estimators in regression analysis
Magdalinos, Michael A.
;
Mitsopoulos, George P.
-
1995
Persistent link: https://www.econbiz.de/10000939691
Saved in:
6
Forecasting inflation from the term structure
Tzavalis, Elias
;
Wickens, Michael R.
-
1995
Persistent link: https://www.econbiz.de/10000939712
Saved in:
7
Inference for unit roots in dynamic panels
Harris, Richard D. F.
;
Tzavalis, Elias
-
1996
Persistent link: https://www.econbiz.de/10000939832
Saved in:
8
Testing for cointegration
Abadir, Karim Maher
-
1995
Persistent link: https://www.econbiz.de/10000939904
Saved in:
9
Which alternative to choose: does the excess sensitivity hypothesis or a time varying term premium explain the failure of the rational expectations hypothesis of the term structure...
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000980792
Saved in:
10
Tests of structural stability of
risk
premia and returns relationships
Karanikas, Evangelos
;
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000980793
Saved in:
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