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subject:"Duopol"
subject:"Spieltheorie"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Strathclyde / Department of Economics"
~subject:"Zeitreihenanalyse"
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Duopol
Spieltheorie
Zeitreihenanalyse
Theorie
121
Theory
121
Option pricing theory
14
Optionspreistheorie
14
Time series analysis
11
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
9
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Schätzung
9
USA
9
United States
9
Bayes-Statistik
8
Bayesian inference
8
Markov chain
8
Markov-Kette
8
Forecasting model
7
Prognoseverfahren
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Estimation theory
6
Schätztheorie
6
State space model
6
Zustandsraummodell
6
Cointegration
5
Kointegration
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
CAPM
4
Modellierung
4
Option trading
4
Optionsgeschäft
4
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Free
6
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Book / Working Paper
12
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Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Language
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English
12
Author
All
Koop, Gary
5
Bauwens, Luc
1
Belmonte, Miguel
1
Busch, Thomas
1
Chan, Joshua C. C.
1
Christiansen, Charlotte
1
Dickson, Alex
1
Hartley, Roger
1
Korobilis, Dimitris
1
Koulikov, Dmitri
1
Leon-Gonzalez, Roberto
1
Myhre Lildholt, Peter
1
Rahbek, Anders
1
Rombouts, Jeroen V. K.
1
Strachan, Rodney W.
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
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Institution
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Centre for Analytical Finance <Århus>
University of Strathclyde / Department of Economics
National Bureau of Economic Research
72
Center for Economic Research <Tilburg>
62
Ekonomiska forskningsinstitutet <Stockholm>
61
European University Institute / Department of Economics
52
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
46
Foerder Institute for Economic Research <Tēl-Āvîv>
15
Umeå universitet
13
Universität Mannheim / Institut für Volkswirtschaft und Statistik
13
Australian National University / Faculty of Economics and Commerce
12
University of Exeter / Department of Economics
12
Bonn Graduate School of Economics
11
Columbia University / Department of Economics
10
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
10
University of Warwick / Department of Economics
10
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
10
Edward Elgar Publishing
9
University of Southampton / Department of Economics
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Deutsche Forschungsgemeinschaft
8
Econometrisch Instituut <Rotterdam>
8
Københavns Universitet / Økonomisk Institut
7
London School of Economics and Political Science
7
Springer Fachmedien Wiesbaden
7
Umeå Universitet / Institutionen för Nationalekonomi
7
Virginia Polytechnic Institute and State University / Department of Economics
7
Christian-Albrechts-Universität zu Kiel
6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
6
Forschungsinstitut zur Zukunft der Arbeit
6
Georgetown University / Economics Department
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institut für Höhere Studien
6
Instituto Valenciano de Investigaciones Económicas
6
Birkbeck College / Department of Economics
5
Center for the Study of Law and Economics <Saarbrücken>
5
Centre for Quantitative Economics & Computing
5
De Gruyter Oldenbourg
5
Deutschland / Bundeswehr / Universität Hamburg
5
European University Institute / Department of Law
5
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Strathclyde discussion papers in economics
6
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
Source
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ECONIS (ZBW)
12
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1
Using VARs and TVP-VARs with many macroeconomic variables
Koop, Gary
-
2013
Persistent link: https://www.econbiz.de/10009735892
Saved in:
2
Model switching and model averaging in time-varying parameter regression models
Belmonte, Miguel
;
Koop, Gary
-
2013
Persistent link: https://www.econbiz.de/10009735895
Saved in:
3
Forecasting with medium and large Bayesian VARs
Koop, Gary
-
2011
Persistent link: https://www.econbiz.de/10009231257
Saved in:
4
Time varying dimension models
Chan, Joshua C. C.
;
Koop, Gary
;
Leon-Gonzalez, Roberto
; …
-
2011
Persistent link: https://www.econbiz.de/10009231258
Saved in:
5
A comparison of forecasting procedures for macroeconomic series : the contribution of structural break models
Bauwens, Luc
;
Koop, Gary
;
Korobilis, Dimitris
; …
-
2011
Persistent link: https://www.econbiz.de/10009231265
Saved in:
6
Bilateral oligopoly and quantity competition
Dickson, Alex
;
Hartley, Roger
-
2009
Persistent link: https://www.econbiz.de/10008696131
Saved in:
7
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
8
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:
9
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:
10
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:
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