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institution:"Loughborough University / Department of Economics"
subject:"Zeitreihenanalyse"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Econometric Society"
~institution:"Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät"
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Zeitreihenanalyse
Theorie
186
Theory
186
Econometrics
25
Ökonometrie
25
Time series analysis
15
Estimation theory
14
Option pricing theory
14
Optionspreistheorie
14
Schätztheorie
14
Schätzung
11
Yield curve
11
Zinsstruktur
11
Estimation
10
Stochastic process
10
Stochastischer Prozess
10
Hedging
8
Volatility
8
Volatilität
8
Deutschland
7
Einheitswurzeltest
7
Germany
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Statistical test
7
Statistical theory
7
Statistische Methodenlehre
7
Statistischer Test
7
Unit root test
7
ARCH model
6
ARCH-Modell
6
CAPM
5
Economics
5
Foreign exchange management
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Risiko
5
Risk
5
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Book / Working Paper
15
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Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
Collection of articles of several authors
2
Conference proceedings
2
Konferenzschrift
2
Sammelwerk
2
Mehrbändiges Werk
1
Multi-volume publication
1
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Language
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English
14
Spanish
1
Author
All
Harvey, David I.
2
Reiter, Michael
2
Tschernig, Rolf
2
Busch, Thomas
1
Christiansen, Charlotte
1
Delgado Q., Félix
1
Heintel, Markus
1
Hillinger, Claude
1
Koulikov, Dmitri
1
Leybourne, Stephen James
1
Mills, Terence C.
1
Myhre Lildholt, Peter
1
Newbold, Paul
1
Rahbek, Anders
1
Schmidt, Christoph M.
1
Sims, Christopher A.
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
Vargas, Juan Rafael
1
Woitek, Ulrich
1
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Institution
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Loughborough University / Department of Economics
Centre for Analytical Finance <Århus>
Econometric Society
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
National Bureau of Economic Research
64
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
Ekonomiska forskningsinstitutet <Stockholm>
42
European University Institute / Department of Economics
31
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Gottfried Wilhelm Leibniz Universität Hannover
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
European University Institute / Department of Law
5
London School of Economics and Political Science
5
University of Strathclyde / Department of Economics
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Höhere Studien
4
University of Cambridge / Department of Applied Economics
4
University of Exeter / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
Institut für Weltwirtschaft
3
Norges Bank / Utredningsavdelingen
3
Organisation for Economic Co-operation and Development
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
University of Southampton / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
Australien / Bureau of Statistics
2
Center for Economic Research <Tilburg>
2
Conference Nonlinear Dynamics and Economics <1992, Florenz>
2
Conference on Applied Probability and Time Series Analysis <1995, Athen>
2
Eric Cuvillier <Firma>
2
Fachhochschule Stralsund / Fachbereich Wirtschaft
2
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
Münchener Wirtschaftswissenschaftliche Beiträge : discussion papers
5
Economics discussion paper series / Loughborough University, Department of Economics
2
Econometric Society monographs
1
Source
All
ECONIS (ZBW)
15
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1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
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:
3
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:
4
Tests for stationarity in series with endogenously determined structural change
Harvey, David I.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001656284
Saved in:
5
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:
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
Tests for a break in level when the order of integration is unknown
Harvey, David I.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001689528
Saved in:
9
Econometría en Costa Rica : trabajos presentados en la VIII Reunión Latinoamericana de la Sociedad Econométrica, celebrada en Costa Rica, del 2 al 5 de agosto de 1988
Vargas, Juan Rafael
(
contributor
); …
-
1996
-
1. ed
Persistent link: https://www.econbiz.de/10000947003
Saved in:
10
Advances in econometrics : sixth world congress ; [papers ... given at the Sixth World Congress of the Econometric Society in Barcelona in August 1990]
Sims, Christopher A.
(
contributor
)
-
1994
Persistent link: https://www.econbiz.de/10000338516
Saved in:
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