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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Forecasting model"
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Estimation theory
Estimation
Forecasting model
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Monte Carlo simulation
7
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7
Schätzung
7
Statistical test
7
Statistischer Test
7
Volatility
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Volatilität
7
ARCH model
6
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Time series analysis
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Schätztheorie
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CAPM
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Option trading
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Optionsgeschäft
4
Cointegration
3
Einheitswurzeltest
3
Hedging
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Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
Statistical distribution
3
Statistische Verteilung
3
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Book / Working Paper
13
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Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
Language
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English
13
Author
All
Tanggaard, Carsten
3
Nielsen, Jens Perch
2
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Morten Ørregaard
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Sørensen, Michael
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
637
Ekonomiska forskningsinstitutet <Stockholm>
69
Forschungsinstitut zur Zukunft der Arbeit
49
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
European University Institute / Department of Economics
31
Springer Fachmedien Wiesbaden
30
Umeå universitet
30
Birkbeck College / Department of Economics
24
Internationaler Währungsfonds / Research Department
24
Center for Economic Research <Tilburg>
21
University of New England / Department of Econometrics
20
Institut für Weltwirtschaft
18
University of Exeter / Department of Economics
17
Federal Reserve System / Division of Research and Statistics
16
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
16
Federal Reserve System / Board of Governors
15
Verlag Dr. Kovač
13
Institut für Höhere Studien
12
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
12
Centre for Quantitative Economics & Computing
11
University of Oxford / Institute of Economics and Statistics
11
Friedrich-Schiller-Universität Jena
10
Umeå Universitet / Institutionen för Nationalekonomi
10
University of Reading / Department of Economics
10
Universität Basel / Institut für Statistik und Ökonometrie
10
Universität Mannheim
10
Christian-Albrechts-Universität zu Kiel
9
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
9
Trinity College Dublin / Department of Economics
9
Zentrum für Europäische Wirtschaftsforschung
9
Centre for Economic Performance
8
Centre for Economic Policy Research
8
Chambre de commerce et d'industrie de Paris
8
European University Institute / Department of Law
8
Federal Reserve Bank of San Francisco
8
Goethe-Universität Frankfurt am Main
8
International Monetary Fund
8
Leibniz-Institut für Wirtschaftsforschung Halle
8
Rodney L. White Center for Financial Research
8
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
13
Source
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ECONIS (ZBW)
13
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1
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
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
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
Saved in:
6
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:
7
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
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8
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
9
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
10
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
Saved in:
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