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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Estimation theory"
~subject:"Markov-Kette"
~subject:"Maximum likelihood estimation"
~subject:"Time series analysis"
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Estimation theory
Markov-Kette
Maximum likelihood estimation
Time series analysis
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
7
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Maximum-Likelihood-Schätzung
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Least squares method
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Probability theory
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Regression analysis
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Statistische Verteilung
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19
Working Paper
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English
20
Author
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Sørensen, Michael
3
Christiansen, Charlotte
2
Rahbek, Anders
2
Sørensen, Helle
2
Busch, Thomas
1
Di Miscia, Orazio
1
Hansen, Niels Richard
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Mikkelsen, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Søndergaard Rasmussen, Nicki
1
Tanggaard, Carsten
1
Taulbjerg, Jes
1
Tolver Jensen, Søren
1
Tzotchev, Dobromir
1
Uchida, Masayuki
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
86
Ekonomiska forskningsinstitutet <Stockholm>
63
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
63
European University Institute / Department of Economics
43
Umeå universitet
24
University of New England / Department of Econometrics
19
Center for Economic Research <Tilburg>
18
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
12
University of Exeter / Department of Economics
12
Universität Basel / Institut für Statistik und Ökonometrie
12
Forschungsinstitut zur Zukunft der Arbeit
11
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
Econometrisch Instituut <Rotterdam>
10
Birkbeck College / Department of Economics
9
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
9
Umeå Universitet / Institutionen för Nationalekonomi
9
University of Strathclyde / Department of Economics
9
Aarhus Universitet / Afdeling for Nationaløkonomi
8
Centre for Quantitative Economics & Computing
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Federal Reserve System / Division of Research and Statistics
7
Institut für Höhere Studien
7
Rutgers University / Department of Economics
7
Shakai-Keizai-Kenkyūsho <Osaka>
7
Universitetet i Oslo / Økonomisk institutt
7
University of Southampton / Department of Economics
7
Gottfried Wilhelm Leibniz Universität Hannover
6
Institut für Weltwirtschaft
6
London School of Economics and Political Science
6
Rodney L. White Center for Financial Research
6
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
6
University of Cambridge / Department of Applied Economics
6
Australian National University / Faculty of Economics and Commerce
5
Centre for Microdata Methods and Practice <London>
5
Christian-Albrechts-Universität zu Kiel
5
Deutsche Forschungsgemeinschaft
5
European University Institute / Department of Law
5
Københavns Universitet / Økonomisk Institut
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
20
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ECONIS (ZBW)
20
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1
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
2
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
3
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
4
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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5
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
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6
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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7
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
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8
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
9
Classification of Markov chains on Rk
Hansen, Niels Richard
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
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10
Boundary and bias correction in kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543238
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