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subject:"Estimation"
type_genre:"Graue Literatur"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Federal Reserve System / Division of Research and Statistics"
~type_genre:"Collection of articles written by one author"
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Search: subject_exact:"Theory"
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Estimation
Theorie
106
Theory
106
Option pricing theory
14
Optionspreistheorie
14
USA
13
United States
13
Estimation theory
12
Schätztheorie
12
Schätzung
12
Yield curve
12
Zinsstruktur
12
Geldpolitik
9
Monetary policy
9
Stochastic process
9
Stochastischer Prozess
9
Volatility
9
Volatilität
9
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Statistical test
7
Statistischer Test
7
ARCH model
6
ARCH-Modell
6
CAPM
6
Time series analysis
6
Zeitreihenanalyse
6
Markov chain
5
Markov-Kette
5
Rational expectations
5
Rationale Erwartung
5
Forecasting model
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Option trading
4
Optionsgeschäft
4
Prognoseverfahren
4
Risiko
4
Risk
4
Schock
4
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Type of publication
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Book / Working Paper
12
Type of publication (narrower categories)
All
Graue Literatur
Collection of articles written by one author
Arbeitspapier
14
Working Paper
14
Non-commercial literature
12
Language
All
English
12
Author
All
Tanggaard, Carsten
2
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Estevão, Marcelo M.
1
Fuhrer, Jeffrey C.
1
Gordy, Michael B.
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Orphanides, Athanasios
1
Porter, Richard D.
1
Swamy, Paravastu A. V. B.
1
Tavlas, George S.
1
Wilson, Beth Anne
1
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Institution
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Centre for Analytical Finance <Århus>
Federal Reserve System / Division of Research and Statistics
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
Universität Mannheim
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
Centre for Economic Policy Research
6
Christian-Albrechts-Universität zu Kiel
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 / Institut für Ernährungswirtschaft und Verbrauchslehre
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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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
Finance and economics discussion series
5
Source
All
ECONIS (ZBW)
12
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1
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
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
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:
4
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:
5
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:
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
Global polynomial kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543234
Saved in:
8
A generalization of generalized beta distributions
Gordy, Michael B.
-
1998
Persistent link: https://www.econbiz.de/10000986549
Saved in:
9
Nominal wage rigidity and real wage cyclicality
Estevão, Marcelo M.
-
1998
Persistent link: https://www.econbiz.de/10000988887
Saved in:
10
P* revisited : money-based inflation forecasts with a changing equilibrium velocity
Orphanides, Athanasios
-
1998
Persistent link: https://www.econbiz.de/10000990011
Saved in:
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