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institution:"Københavns Universitet / Økonomisk Institut"
type_genre:"Non-commercial literature"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Massachusetts Institute of Technology / Department of Economics"
~subject:"Schätzung"
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Schätzung
Theorie
196
Theory
196
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Estimation
10
Estimation theory
10
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Schätztheorie
10
Incomplete market
9
USA
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United States
9
Unvollkommener Markt
9
Volatility
9
Volatilität
9
Game theory
8
Regression analysis
8
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Spieltheorie
8
Stochastic process
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Stochastischer Prozess
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Zeitreihenanalyse
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Core
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Statistical test
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Statistischer Test
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ARCH model
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ARCH-Modell
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CAPM
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Cointegration
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Financial crisis
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Finanzkrise
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Induktive Statistik
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Kointegration
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Maximum likelihood estimation
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Non-commercial literature
Arbeitspapier
10
Graue Literatur
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English
10
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Tanggaard, Carsten
2
Autor, David H.
1
Brunetti, Celso
1
Busch, Thomas
1
Chernozhukov, Victor
1
Christiansen, Charlotte
1
Johansen, Søren
1
Jusélius, Katarina
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Umantsev, Len
1
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Københavns Universitet / Økonomisk Institut
Centre for Analytical Finance <Århus>
Massachusetts Institute of Technology / Department of Economics
Ekonomiska forskningsinstitutet <Stockholm>
37
Forschungsinstitut zur Zukunft der Arbeit
32
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
30
Internationaler Währungsfonds / Research Department
19
Birkbeck College / Department of Economics
16
Institut für Weltwirtschaft
11
Institut für Höhere Studien
9
Centre for Economic Performance
8
Umeå universitet
8
Friedrich-Schiller-Universität Jena
7
National Bureau of Economic Research
7
Trinity College Dublin / Department of Economics
7
University of Oxford / Institute of Economics and Statistics
7
Universität Mannheim
7
Centre for Economic Policy Research
6
Leibniz-Institut für Wirtschaftsforschung Halle
6
University of Reading / Department of Economics
6
Australian National University / Faculty of Economics and Commerce
5
Center for Economic Research <Tilburg>
5
Christian-Albrechts-Universität zu Kiel
5
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
5
Federal Reserve System / Division of Research and Statistics
5
Goethe-Universität Frankfurt am Main
5
University of Dundee / Department of Economic Studies
5
University of Exeter / Department of Economics
5
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
4
European University Institute / Department of Economics
4
Federal Reserve System / Board of Governors
4
Hamburgisches Welt-Wirtschafts-Archiv
4
Ifo Institut
4
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
4
Kolumbien / Unidad de Análisis Macroeconómico
4
Macquarie University / Department of Economics
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
The Wharton Financial Institutions Center
4
Umeå Universitet / Institutionen för Nationalekonomi
4
University of Otago / Commerce Division
4
Weltbank / Policy Research Department / Macroeconomics and Growth Division
4
Österreichisches Institut für Wirtschaftsforschung
4
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
Massachusetts Institute of Technology Department of Economics working paper series : working paper
2
Discussion papers / Department of Economics, University of Copenhagen
1
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ECONIS (ZBW)
10
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1
Why do temporary help firms provide free general skills training?
Autor, David H.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001565081
Saved in:
2
Conditional value-at-risk : aspects of modeling and estimation
Chernozhukov, Victor
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001602000
Saved in:
3
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
4
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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
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
Saved in:
7
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:
8
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
9
Controlling inflation in a cointegrated vector autoregressive model with an application to U.S. data
Johansen, Søren
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10001592931
Saved in:
10
Global polynomial kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543234
Saved in:
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