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subject:"Estimation"
type_genre:"Graue Literatur"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Allgemeines Gleichgewicht"
~subject:"Asymmetric information"
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Subject
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Estimation
Allgemeines Gleichgewicht
Asymmetric information
Theorie
66
Theory
66
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Schätztheorie
5
CAPM
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Option trading
4
Optionsgeschäft
4
Cointegration
3
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
Unit root test
3
Wahrscheinlichkeitsrechnung
3
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Type of publication
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Book / Working Paper
7
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Graue Literatur
Arbeitspapier
7
Non-commercial literature
7
Working Paper
7
Language
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English
7
Author
All
Tanggaard, Carsten
2
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
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Centre for Analytical Finance <Århus>
Ekonomiska forskningsinstitutet <Stockholm>
43
Forschungsinstitut zur Zukunft der Arbeit
43
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
33
Internationaler Währungsfonds / Research Department
22
Center for Economic Research <Tilburg>
19
Institut für Weltwirtschaft
19
Birkbeck College / Department of Economics
17
Bonn Graduate School of Economics
13
National Bureau of Economic Research
13
Umeå universitet
12
Brown University / Department of Economics
11
Institut für Höhere Studien
11
Centre for Economic Policy Research
10
Christian-Albrechts-Universität zu Kiel
9
Universitat Pompeu Fabra / Departament d'Economia i Empresa
9
Centre for Economic Performance
8
Friedrich-Schiller-Universität Jena
8
Macquarie University / Department of Economics
8
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
8
University of Exeter / Department of Economics
8
University of Oxford / Institute of Economics and Statistics
8
Universität Mannheim
8
Australian National University / Faculty of Economics and Commerce
7
Columbia University / Department of Economics
7
European University Institute / Department of Economics
7
Federal Reserve Bank of Richmond
7
Federal Reserve Bank of St. Louis
7
Leibniz-Institut für Wirtschaftsforschung Halle
7
Rodney L. White Center for Financial Research
7
Social Systems Research Institute
7
The Wharton Financial Institutions Center
7
Trinity College Dublin / Department of Economics
7
Universitetet i Oslo / Økonomisk institutt
7
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
7
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
6
European University Institute / Department of Law
6
Federal Reserve Bank of San Francisco
6
Federal Reserve System / Board of Governors
6
Institutet för Internationell Ekonomi <Stockholm>
6
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
Source
All
ECONIS (ZBW)
7
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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:
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