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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:"Volatility"
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Subject
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Estimation theory
Forecasting model
Markov chain
Volatility
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
Zeitreihenanalyse
10
Volatilität
9
Statistical test
8
Statistischer Test
8
USA
8
United States
8
Risiko
7
Risk
7
ARCH model
6
ARCH-Modell
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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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Type of publication
All
Book / Working Paper
30
Type of publication (narrower categories)
All
Arbeitspapier
30
Working Paper
30
Graue Literatur
28
Non-commercial literature
28
Language
All
English
30
Author
All
Harris, Richard D. F.
3
Phillips, Garry D. A.
3
Tzavalis, Elias
3
Abadir, Karim Maher
2
Christiansen, Charlotte
2
Kiviet, J. F.
2
Strunk Hansen, Charlotte
2
Sørensen, Helle
2
Sørensen, Michael
2
Barndorff-Nielsen, Ole E.
1
Bulkley, George
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christodoulakis, George A.
1
Di Miscia, Orazio
1
Hadri, Kaddour
1
Hansen, Niels Richard
1
Hansen, Peter Reinhard
1
Kessler, Mathieu
1
Lunde, Asger
1
Magdalinos, Michael A.
1
Mikkelsen, Peter
1
Mitsopoulos, George P.
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
Satchell, Stephen
1
Schmid, Wolfgang
1
Shephard, Neil G.
1
Stegenborg Larsen, Kristian
1
Tanggaard, Carsten
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
Venardos, Emmanouil
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
328
Ekonomiska forskningsinstitutet <Stockholm>
42
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
35
European University Institute / Department of Economics
34
Umeå universitet
23
Center for Economic Research <Tilburg>
19
University of New England / Department of Econometrics
18
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
16
Federal Reserve System / Division of Research and Statistics
15
Birkbeck College / Department of Economics
13
Forschungsinstitut zur Zukunft der Arbeit
13
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
11
Rodney L. White Center for Financial Research
10
Springer Fachmedien Wiesbaden
10
Umeå Universitet / Institutionen för Nationalekonomi
10
Universität Basel / Institut für Statistik und Ökonometrie
10
European University Institute / Department of Law
9
Internationaler Währungsfonds / Research Department
9
University of Strathclyde / Department of Economics
9
Centre for Quantitative Economics & Computing
8
Econometrisch Instituut <Rotterdam>
8
Rutgers University / Department of Economics
8
Institut für Weltwirtschaft
7
Brown University / Department of Economics
6
Christian-Albrechts-Universität zu Kiel
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
6
Deutsche Forschungsgemeinschaft
6
Federal Reserve Bank of St. Louis
6
Instituto Valenciano de Investigaciones Económicas
6
Svenska Handelshögskolan <Helsinki>
6
The Wharton Financial Institutions Center
6
University of Cambridge / Department of Applied Economics
6
Zakład Teorii Prognoz <Krakau>
6
Banque de France / Direction des Etudes Economiques et de la Recherche
5
Centre for Microdata Methods and Practice <London>
5
Chambre de commerce et d'industrie de Paris
5
Erasmus Research Institute of Management
5
Federal Reserve Bank of New York
5
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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
11
Source
All
ECONIS (ZBW)
30
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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
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:
6
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:
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
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:
10
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
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