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
Approximate maximum likelihood...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
15
Theory
15
Estimation theory
12
Schätztheorie
12
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
Markov chain
6
Markov-Kette
6
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Yield curve
5
Zinsstruktur
5
CAPM
2
Core
2
Estimation
2
Induktive Statistik
2
Interest rate
2
Nichtlineare Regression
2
Nonlinear regression
2
Option pricing theory
2
Optionspreistheorie
2
Schätzung
2
Statistical inference
2
Stochastic process
2
Stochastischer Prozess
2
Zins
2
1871-2000
1
ARCH model
1
ARCH-Modell
1
Analysis
1
Analysis of variance
1
Bayes-Statistik
1
Bayesian inference
1
Bias
1
Currency option
1
Devisenoption
1
Economy of time
1
Einheitswurzeltest
1
Financial economics
1
Forecast
1
more ...
less ...
Type of publication
All
Book / Working Paper
23
Type of publication (narrower categories)
All
Arbeitspapier
20
Graue Literatur
20
Non-commercial literature
20
Working Paper
20
Language
All
English
23
Author
All
Sørensen, Michael
6
Christensen, Bent Jesper
3
Barndorff-Nielsen, Ole E.
2
Nielsen, Jens Perch
2
Poulsen, Rolf
2
Shephard, Neil G.
2
Sørensen, Helle
2
Tanggaard, Carsten
2
Bladt, Mogens
1
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Hansen, Niels Richard
1
Hansen, Peter Reinhard
1
Jones, M. C.
1
Kelly, Leah
1
Kessler, Mathieu
1
Kristensen, Dennis
1
Lunde, Asger
1
Mikkelsen, Peter
1
Platen, Eckhard
1
Raahauge, Peter
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Søndergaard Rasmussen, Nicki
1
Taulbjerg, Jes
1
Tzotchev, Dobromir
1
Uchida, Masayuki
1
Ørregaard Nielsen, Morten
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
478
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
139
International Monetary Fund (IMF)
95
Ekonomiska forskningsinstitutet <Stockholm>
53
European University Institute / Department of Economics
30
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
28
C.E.P.R. Discussion Papers
27
Economics Section, Cardiff Business School
27
Umeå universitet
27
University of New England / Department of Econometrics
24
OECD
23
Centre for Microdata Methods and Practice <London>
20
Center for Economic Research <Tilburg>
19
Econometrisch Instituut <Rotterdam>
18
London School of Economics and Political Science
17
Deutsche Forschungsgemeinschaft
16
HAL
16
University of Exeter / Department of Economics
16
Centre for Quantitative Economics & Computing
15
Forschungsinstitut zur Zukunft der Arbeit
12
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
12
Umeå Universitet / Institutionen för Nationalekonomi
12
Universität Basel / Institut für Statistik und Ökonometrie
12
Federal Reserve Bank of St. Louis
11
Federal Reserve System / Division of Research and Statistics
11
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
11
Organisation for Economic Co-operation and Development
11
University of Chicago / Graduate School of Business
11
Birkbeck College / Department of Economics
10
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
10
Escola de Pós-Graduação em Economia <Rio de Janeiro>
10
European University Institute / Department of Law
10
Institut für Weltwirtschaft
10
International Energy Agency
10
School of Economics and Management, University of Aarhus
10
State University of New York at Albany / Department of Economics
10
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
9
Cowles Foundation for Research in Economics, Yale University
9
Society for Computational Economics - SCE
9
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
23
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Estimation for discretely observed diffusions using transform functions
Kelly, Leah
(
contributor
);
Platen, Eckhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763246
Saved in:
3
Statistical inference for discretely observed Markov jump processes
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
Saved in:
4
Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507048
Saved in:
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
Saved in:
6
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
7
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
8
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
9
Optimal inference in diffusion models of the short rate of interest
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622256
Saved in:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
