//--> //--> //--> //-->
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
Econometrics.
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
12
Schätztheorie
12
Time series analysis
12
Zeitreihenanalyse
12
Theorie
11
Theory
11
ARCH model
5
ARCH-Modell
5
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Option pricing theory
4
Optionspreistheorie
4
Estimation
3
Schätzung
3
Volatility
3
Volatilität
3
Core
2
Currency option
2
Devisenoption
2
Heteroscedasticity
2
Heteroskedastizität
2
Interest rate
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Pfund Sterling
2
Pound Sterling
2
Stochastic process
2
Stochastischer Prozess
2
US dollar
2
US-Dollar
2
USA
2
United States
2
Zins
2
1999-2000
1
Analysis of variance
1
Autocorrelation
1
Autokorrelation
1
Bayes-Statistik
1
Bayesian inference
1
Bias
1
more ...
less ...
Type of publication
All
Book / Working Paper
23
Type of publication (narrower categories)
All
Arbeitspapier
21
Graue Literatur
21
Non-commercial literature
21
Working Paper
21
Language
All
English
23
Author
All
Sørensen, Michael
4
Barndorff-Nielsen, Ole E.
2
Hansen, Peter Reinhard
2
Koulikov, Dmitri
2
Lunde, Asger
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Shephard, Neil G.
2
Søndergaard Rasmussen, Nicki
2
Tanggaard, Carsten
2
Ørregaard Nielsen, Morten
2
Bibby, Bo Martin
1
Bladt, Mogens
1
Brunetti, Celso
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Jones, M. C.
1
Kelly, Leah
1
Platen, Eckhard
1
Poulsen, Rolf
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Skovgaard, Ib Michael
1
Stegenborg Larsen, Kristian
1
Sørensen, Helle
1
Tolver Jensen, Søren
1
Tzotchev, Dobromir
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
629
International Monetary Fund (IMF)
260
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
181
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
86
Ekonomiska forskningsinstitutet <Stockholm>
80
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
67
Econometrisch Instituut, Faculteit der Economische Wetenschappen
58
CentER for Economic Research, Universiteit van Tilburg
57
Tilburg University, School of Economics and Management
56
European University Institute / Department of Economics
52
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
47
Econometric Society
46
Département de Sciences Économiques, Université de Montréal
43
Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE)
43
Department of Econometrics and Business Statistics, Monash Business School
39
The MIT Press
39
Wisconsin Madison - Social Systems
39
Department of Economics, University of Washington
36
Federal Reserve Board (Board of Governors of the Federal Reserve System)
36
Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)
34
Econometrisch Instituut <Rotterdam>
30
Graduate School of Business and Economics (GSBE), School of Business and Economics
30
Umeå universitet
30
SOM Research Institute, Faculteit Economie en Bedrijfskunde
29
Department of Agricultural and Resource Economics, University of California-Berkeley
28
Department of Economics, Faculty of Business and Economics
28
Department of Economics, University of Southern California
27
University of Rochester - Center for Economic Research (RCER)
27
Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization
26
School of Economics, UNSW Business School
26
Harvard Institute of Economic Research (HIER), Department of Economics
25
OECD
25
Tilburg University, Center for Economic Research
25
EconWPA
24
Econometrics Research Program, Department of Economics
24
Institute of Social and Economic Research (ISER), Osaka University
24
University of New England / Department of Econometrics
24
Economics Department, Michigan State University
23
London School of Economics and Political Science
23
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
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:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
4
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
5
Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
Saved in:
6
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
7
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
8
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:
9
Diffusion-type models with given marginal and autocorrelation function
Bibby, Bo Martin
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748916
Saved in:
10
Modeling sequences of long memory non-negative covariance stationary random variables
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793903
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->