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~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Exeter / Department of Economics"
~subject:"Schätztheorie"
~subject:"Zinsstruktur"
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Schätztheorie
Zinsstruktur
Theorie
175
Theory
175
Yield curve
17
Estimation
14
Estimation theory
14
Option pricing theory
14
Optionspreistheorie
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Schätzung
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Stochastic process
13
Stochastischer Prozess
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Rational expectations
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Rationale Erwartung
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Book / Working Paper
30
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Arbeitspapier
30
Working Paper
30
Graue Literatur
27
Non-commercial literature
27
Language
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English
30
Author
All
Tzavalis, Elias
6
Harris, Richard D. F.
4
Mikkelsen, Peter
3
Phillips, Garry D. A.
3
Taulbjerg, Jes
3
Abadir, Karim Maher
2
Di Miscia, Orazio
2
Kiviet, J. F.
2
Wickens, Michael R.
2
Bulkley, George
1
Christiansen, Charlotte
1
Christodoulakis, George A.
1
Daniels, Kenneth N.
1
Hadri, Kaddour
1
Magdalinos, Michael A.
1
Mitsopoulos, George P.
1
Nielsen, Jens Perch
1
Satchell, Stephen
1
Schmid, Wolfgang
1
Shin Jensen, Malene
1
Stegenborg Larsen, Kristian
1
Sørensen, Helle
1
Sørensen, Michael
1
Tanggaard, Carsten
1
Tzotchev, Dobromir
1
Weller, Paul A.
1
Ørregaard Nielsen, Morten
1
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Institution
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Centre for Analytical Finance <Århus>
University of Exeter / Department of Economics
National Bureau of Economic Research
105
Ekonomiska forskningsinstitutet <Stockholm>
32
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Umeå universitet
21
European University Institute / Department of Economics
20
University of New England / Department of Econometrics
18
Center for Economic Research <Tilburg>
17
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
Universität Basel / Institut für Statistik und Ökonometrie
10
Federal Reserve System / Division of Research and Statistics
9
Forschungsinstitut zur Zukunft der Arbeit
9
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
9
Birkbeck College / Department of Economics
8
Rodney L. White Center for Financial Research
8
Banque de France / Direction des Etudes Economiques et de la Recherche
7
Deutsche Forschungsgemeinschaft
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Centre for Microdata Methods and Practice <London>
5
Institut für Weltwirtschaft
5
Rutgers University / Department of Economics
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
Springer Fachmedien Wiesbaden
5
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
5
Universitetet i Oslo / Økonomisk institutt
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Australian National University / Faculty of Economics and Commerce
4
Chambre de commerce et d'industrie de Paris
4
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
4
Federal Reserve Bank of San Francisco
4
Johns Hopkins University / Department of Economics
4
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
4
State University of New York at Albany / Department of Economics
4
Universität Mannheim / Institut für Volkswirtschaft und Statistik
4
Australian National University / Faculty of Economics
3
Centre for Quantitative Economics & Computing
3
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
3
Institut für Höhere Studien
3
Københavns Universitet / Økonomisk Institut
3
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Published in...
All
Discussion papers in economics
15
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
15
Source
All
ECONIS (ZBW)
30
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1
An introduction to the theory and the econometric tests of the rational expectations hypothesis of the term structure of interest rates
Tzavalis, Elias
-
1993
Persistent link: https://www.econbiz.de/10000891677
Saved in:
2
The rational expectations hypothesis of the term structure : reconciling the evidence
Tzavalis, Elias
;
Wickens, Michael R.
-
1994
Persistent link: https://www.econbiz.de/10000895299
Saved in:
3
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:
4
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
Saved in:
5
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:
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
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:
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
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
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