//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Cointegration"
~subject:"Estimation"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Overidentification test in a n...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Cointegration
Estimation
Theorie
13
Theory
13
Estimation theory
12
Schätztheorie
12
Statistical test
8
Statistischer Test
8
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Option pricing theory
3
Optionspreistheorie
3
Yield curve
3
Zinsstruktur
3
Core
2
Einheitswurzeltest
2
Kointegration
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Unit root test
2
Volatility
2
Volatilität
2
1987-1997
1
Analysis of variance
1
Anlageverhalten
1
Bayes-Statistik
1
Bayesian inference
1
Behavioural finance
1
Bias
1
Bildungsinvestition
1
Bildungsniveau
1
CAPM
1
Calendar effect
1
Currency option
1
Data Mining
1
Data mining
1
Denmark
1
Devisenoption
1
Dänemark
1
more ...
less ...
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
3
Author
All
Christensen, Bent Jesper
2
Poulsen, Rolf
1
Taulbjerg, Jes
1
Ørregaard Nielsen, Morten
1
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
86
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
38
OECD
22
Organisation for Economic Co-operation and Development
14
International Energy Agency
10
Cowles Foundation for Research in Economics, Yale University
9
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
6
Forschungsinstitut zur Zukunft der Arbeit
6
School of Economics and Management, University of Aarhus
6
Institute of Economic Research, Hitotsubashi University
5
Núcleo de Investigação em Políticas Económicas (NIPE), Universidade do Minho
5
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
Center for Economic Research <Tilburg>
4
Centre for Microdata Methods and Practice <London>
4
Econometric Society
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
European University Institute / Department of Economics
4
Graduate School of Economics, Hitotsubashi University
4
Nationalekonomiska Institutionen <Lund>
4
Zentrum für Europäische Wirtschaftsforschung
4
Agricultural Land Markets - Efficiency and Regulation
3
Banque de France / Direction des Etudes Economiques et de la Recherche
3
Birkbeck College / Department of Economics
3
Department of Economics and Business, Universitat Pompeu Fabra
3
ESSEC Business School
3
Federal Reserve System / Board of Governors
3
Institutionen för Nationalekonomi, Umeå Universitet
3
Umeå universitet
3
University of New England / Department of Econometrics
3
Aarhus Universitet / Afdeling for Nationaløkonomi
2
Boston College / Department of Economics
2
Departament d'Estructura Econòmica, Facultad de Economía
2
Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
2
Department of Economics, University of Warwick
2
Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Law
2
Faculty of Economics, University of Cambridge
2
Institut für Höhere Studien
2
Johns Hopkins University / Department of Economics
2
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
2
Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
Saved in:
3
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->