//--> //--> //--> //-->
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>"
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
Semiparametric stepwise regres...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
12
Schätztheorie
12
Theorie
9
Theory
9
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Regression analysis
4
Regressionsanalyse
4
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Analysis of variance
2
Core
2
Forecast
2
Forecasting model
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Option pricing theory
2
Optionspreistheorie
2
Prognose
2
Prognoseverfahren
2
Varianzanalyse
2
Bayes-Statistik
1
Bayesian inference
1
Bias
1
CAPM
1
Capital income
1
Cointegration
1
Correlation
1
Currency option
1
Devisenoption
1
Einheitswurzeltest
1
Estimation
1
Financial economics
1
Induktive Statistik
1
Interest rate
1
Kapitaleinkommen
1
Kapitalmarkttheorie
1
Kointegration
1
more ...
less ...
Type of publication
All
Book / Working Paper
18
Type of publication (narrower categories)
All
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Working Paper
15
Language
All
English
18
Author
All
Barndorff-Nielsen, Ole E.
3
Sørensen, Michael
3
Christensen, Bent Jesper
2
Nielsen, Jens Perch
2
Shephard, Neil G.
2
Strunk Hansen, Charlotte
2
Tanggaard, Carsten
2
Tuypens, Bjorn E.
2
Ørregaard Nielsen, Morten
2
Bladt, Mogens
1
Di Miscia, Orazio
1
Hansen, Peter Reinhard
1
Jones, M. C.
1
Kelly, Leah
1
Lunde, Asger
1
Nielsen, Morten Ørregaard
1
Platen, Eckhard
1
Poulsen, Rolf
1
Schmid, Wolfgang
1
Shepard, Neil
1
Stegenborg Larsen, Kristian
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Tzotchev, Dobromir
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
544
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
162
International Monetary Fund (IMF)
83
Ekonomiska forskningsinstitutet <Stockholm>
41
Centre for Microdata Methods and Practice <London>
32
Center for Economic Research <Tilburg>
28
European University Institute / Department of Economics
27
Umeå universitet
26
Département de Sciences Économiques, Université de Montréal
25
University of New England / Department of Econometrics
24
OECD
22
Tilburg University, Center for Economic Research
19
Deutsche Forschungsgemeinschaft
17
London School of Economics and Political Science
17
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
16
Centre for Quantitative Economics & Computing
16
Forschungsinstitut zur Zukunft der Arbeit
16
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
16
Department of Economics, Pennsylvania State University
14
Econometrisch Instituut <Rotterdam>
14
University of Exeter / Department of Economics
14
Federal Reserve Bank of New York
13
International Monetary Fund
13
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
13
CentER for Economic Research, Universiteit van Tilburg
12
Escola de Pós-Graduação em Economia <Rio de Janeiro>
12
Federal Reserve System / Division of Research and Statistics
12
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
12
Universität Basel / Institut für Statistik und Ökonometrie
12
Organisation for Economic Co-operation and Development
11
University of Chicago / Graduate School of Business
11
Birkbeck College / Department of Economics
10
Columbia University / Department of Economics
10
Department of Econometrics and Business Statistics, Monash Business School
10
Institut für Weltwirtschaft
10
International Energy Agency
10
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
10
Springer Fachmedien Wiesbaden
10
Universitetet i Oslo / Økonomisk institutt
10
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
18
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
2
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
3
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:
4
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
5
Long-run regression : theory and application to U.S. asset markets
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491534
Saved in:
6
Econometric analysis of realised covariation : high frequency covariance, regression and correlation in financial economics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686826
Saved in:
7
Local linear density estimation for filtered survival data, with bias correction
Jones, M. C.
(
contributor
);
Nielsen, Jens Perch
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227638
Saved in:
8
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:
9
Regular and modified kernel-based estimators of integrated variance : the case with independent noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491800
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->