//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Monte Carlo simulation"
subject:"Volatilität"
~institution:"Birkbeck College / Department of Economics"
~institution:"Centre for Analytical Finance <Århus>"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
Volatilität
Estimation theory
22
Schätztheorie
22
Theorie
13
Theory
13
Time series analysis
5
Zeitreihenanalyse
5
Estimation
4
Großbritannien
4
Monte-Carlo-Simulation
4
Schätzung
4
United Kingdom
4
Volatility
4
Börsenkurs
3
Option pricing theory
3
Optionspreistheorie
3
Share price
3
CAPM
2
Core
2
Einheitswurzeltest
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Simulation
2
Unit root test
2
Yield curve
2
Zinsstruktur
2
ARMA model
1
ARMA-Modell
1
Aktienmarkt
1
Analysis of variance
1
Bayes-Statistik
1
Bayesian inference
1
Bias
1
Capital income
1
Currency option
1
Devisenoption
1
Financial economics
1
Forecasting model
1
Hodrick Prescott
1
more ...
less ...
Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Language
All
English
8
Author
All
Bianchi, Marco
1
Bladt, Mogens
1
Christensen, Bent Jesper
1
Dacco, Roberto
1
Karanasos, Menelaos
1
Orszag, Jonathan Michael
1
Poulsen, Rolf
1
Psaradakis, Zacharias G.
1
Schmid, Wolfgang
1
Sola, Martin
1
Steeley, James M.
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Tzotchev, Dobromir
1
more ...
less ...
Institution
All
Birkbeck College / Department of Economics
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
19
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Ekonomiska forskningsinstitutet <Stockholm>
4
Rodney L. White Center for Financial Research
3
European University Institute / Department of Economics
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
University of Exeter / Department of Economics
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Centre for Quantitative Economics & Computing
1
Computer Research Center for Economics and Management Science, National Bureau of Economic Research, inc.
1
European University Institute / Department of Law
1
Federal Reserve Bank of Cleveland
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
National Bureau of Economic Research inc.
1
Nationalekonomiska Institutionen <Lund>
1
School of Economics <Bundoora, Victoria> / Department of Economics
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Springer Fachmedien Wiesbaden
1
Universitetet i Oslo / Økonomisk institutt
1
University of California, San Diego / Department of Economics
1
University of Chicago / Graduate School of Business
1
University of Chicago / Graduate School of Business / Department of Economics
1
University of Toronto / Department of Economics
1
Universität Basel / Institut für Statistik und Ökonometrie
1
Universität Trier
1
Université de Montréal / Département de sciences économiques
1
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
Discussion paper in financial economics : FE
2
Discussion papers in economics
2
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
2
Statistical inference for discretely observed Markov jump processes
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
Saved in:
3
Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724268
Saved in:
4
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
Saved in:
5
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
6
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000953935
Saved in:
7
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
Saved in:
8
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->