//--> //--> //-->
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
type:"book"
type_genre:"Arbeitspapier"
~person:"Shephard, Neil G."
~subject:"Core"
~subject:"Monte-Carlo-Simulation"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Core
Monte-Carlo-Simulation
Estimation theory
22
Schätztheorie
22
Multivariate Analyse
7
Multivariate analysis
7
ARCH model
5
ARCH-Modell
5
Time series analysis
5
Zeitreihenanalyse
5
Correlation
4
Korrelation
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Monte Carlo simulation
4
Theorie
4
Theory
4
Bayes-Statistik
3
Bayesian inference
3
CAPM
3
Option pricing theory
3
Optionspreistheorie
3
USA
3
United States
3
Asset management
2
Bias
2
Dynamic equilibrium
2
Dynamisches Gleichgewicht
2
Market microstructure
2
Marktmikrostruktur
2
Noise Trading
2
Noise trading
2
Regression analysis
2
Regressionsanalyse
2
Risikomanagement
2
Risk management
2
Robust statistics
2
Robustes Verfahren
2
Systematischer Fehler
2
Vermögensverwaltung
2
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
6
Author
All
Shephard, Neil G.
Scaillet, Olivier
11
Schorfheide, Frank
10
Herbst, Edward P.
9
Kitagawa, Toru
7
Advani, Arun
6
Del Negro, Marco
6
Huber, Martin
6
Lechner, Michael
6
Lunde, Asger
6
Matlin, Ethan
6
Nielsen, Jens Perch
6
Sarfati, Reca
6
Słoczyński, Tymon
6
Barndorff-Nielsen, Ole E.
5
Gouriéroux, Christian
5
Hammond, Peter J.
5
Hansen, Peter Reinhard
5
Kiviet, J. F.
5
Kristensen, Dennis
5
Phillips, Peter C. B.
5
Zhang, Xibin
5
Cai, Michael
4
Dufour, Jean-Marie
4
Hong, Han
4
Kapetanios, George
4
Koopman, Siem Jan
4
Ledoit, Olivier
4
Läuter, Henning
4
Sun, Yixiao
4
Wolf, Michael
4
Arcidiacono, Peter
3
Audrino, Francesco
3
Bayer, Patrick J.
3
Bodory, Hugo
3
Bugni, Federico A.
3
Camponovo, Lorenzo
3
Caporale, Guglielmo Maria
3
Corsi, Fulvio
3
Dijk, H. K. van
3
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
1
Published in...
All
Department of Economics discussion paper series / University of Oxford
1
Economics discussion papers
1
Global COE Hi-Stat discussion paper series
1
Mathematical finance
1
Oxford Financial Research Centre economics series
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2009
Persistent link: https://www.econbiz.de/10003854421
Saved in:
2
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2008
Persistent link: https://www.econbiz.de/10003807445
Saved in:
3
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2008
Persistent link: https://www.econbiz.de/10003818473
Saved in:
4
Likelihood inference for discretely observed non-linear diffusions
Elerian, Ola
;
Chib, Siddhartha
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581671
Saved in:
5
Regular and modified kernel-based estimator of integrated variance : the case with independent noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2004
Persistent link: https://www.econbiz.de/10002704173
Saved in:
6
Regular and modified kernel-based estimators of integrated variance : the case with independent noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491800
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->