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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:"Stochastic process"
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Estimation theory
Forecasting model
Markov chain
Stochastic process
Theorie
175
Theory
175
Yield curve
18
Zinsstruktur
18
Estimation
15
Schätzung
15
Option pricing theory
14
Optionspreistheorie
14
Schätztheorie
14
Stochastischer Prozess
13
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Time series analysis
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Zeitreihenanalyse
10
Volatility
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Volatilität
9
Statistical test
8
Statistischer Test
8
USA
8
United States
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Risiko
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Risk
7
ARCH model
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ARCH-Modell
6
Game theory
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Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Spieltheorie
6
CAPM
5
Geldpolitik
5
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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Online availability
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Free
1
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Book / Working Paper
34
Type of publication (narrower categories)
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Arbeitspapier
31
Working Paper
31
Graue Literatur
29
Non-commercial literature
29
Language
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English
34
Author
All
Barndorff-Nielsen, Ole E.
6
Phillips, Garry D. A.
3
Shephard, Neil G.
3
Sørensen, Michael
3
Tzavalis, Elias
3
Abadir, Karim Maher
2
Di Miscia, Orazio
2
Hadri, Kaddour
2
Harris, Richard D. F.
2
Kiviet, J. F.
2
Sørensen, Helle
2
Busch, Thomas
1
Christiansen, Charlotte
1
Christodoulakis, George A.
1
Hansen, Niels Richard
1
Kessler, Mathieu
1
Levendorskij, Sergej Z.
1
Magdalinos, Michael A.
1
Makrēs, Miltiadēs
1
Mikkelsen, Peter
1
Mitsopoulos, George P.
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
Satchell, Stephen
1
Schmid, Wolfgang
1
Shepard, Neil
1
Stegenborg Larsen, Kristian
1
Stelzer, Robert
1
Strunk Hansen, Charlotte
1
Tanggaard, Carsten
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
Whittaker, J.
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
173
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
67
Ekonomiska forskningsinstitutet <Stockholm>
38
European University Institute / Department of Economics
28
Umeå universitet
23
Center for Economic Research <Tilburg>
19
University of New England / Department of Econometrics
18
Springer Fachmedien Wiesbaden
14
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
14
Birkbeck College / Department of Economics
12
Federal Reserve System / Division of Research and Statistics
12
Econometrisch Instituut <Rotterdam>
11
Forschungsinstitut zur Zukunft der Arbeit
11
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
10
Universität Basel / Institut für Statistik und Ökonometrie
10
Umeå Universitet / Institutionen för Nationalekonomi
9
University of Strathclyde / Department of Economics
9
Centre for Quantitative Economics & Computing
8
Erasmus Research Institute of Management
8
European University Institute / Department of Law
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
Rodney L. White Center for Financial Research
7
Rutgers University / Department of Economics
7
Australian National University / Faculty of Economics and Commerce
6
Chambre de commerce et d'industrie de Paris
6
Christian-Albrechts-Universität zu Kiel
6
Deutsche Forschungsgemeinschaft
6
Federal Reserve Bank of St. Louis
6
Social Systems Research Institute
6
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
6
Universitetet i Oslo / Økonomisk institutt
6
University of Cambridge / Department of Applied Economics
6
Verlag Dr. Kovač
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
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
22
Discussion papers in economics
12
Source
All
ECONIS (ZBW)
34
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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
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
6
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
7
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
8
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:
9
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
10
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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