//--> //--> //--> //-->
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
institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften"
~source:"econis"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Regressionsanalyse"
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:"Theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Risiko
Maximum-Likelihood-Schätzung
Regressionsanalyse
Theorie
86
Theory
86
Option pricing theory
14
Optionspreistheorie
14
Maximum likelihood estimation
11
Statistical test
11
Statistischer Test
11
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation theory
8
Schätztheorie
8
Schätzung
8
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Time series analysis
7
Volatility
7
Volatilität
7
Zeitreihenanalyse
7
ARCH model
6
ARCH-Modell
6
Statistical distribution
6
Statistische Verteilung
6
Markov chain
5
Markov-Kette
5
CAPM
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Option trading
4
Optionsgeschäft
4
Probability theory
4
Regression analysis
4
Sampling
4
Stichprobenerhebung
4
Wahrscheinlichkeitsrechnung
4
Cointegration
3
more ...
less ...
Type of publication
All
Book / Working Paper
18
Type of publication (narrower categories)
All
Arbeitspapier
17
Working Paper
17
Graue Literatur
16
Non-commercial literature
16
Language
All
English
18
Author
All
Hebbel, Hartmut
7
Krumbholz, Wolf
7
Seidel, Wilfried
7
Ševčíková, Hana
5
Hauptmann, Harry
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Barndorff-Nielsen, Ole E.
1
Begun, Alexander
1
Kristensen, Dennis
1
Mosler, Karl C.
1
Nielsen, Morten Ørregaard
1
Rahbek, Anders
1
Sattar Muneera, Yaseen Ali
1
Schader, Martin
1
Schmid, Friedrich
1
Sever, Krunoslav
1
Shepard, Neil
1
Strunk Hansen, Charlotte
1
Sørensen, Michael
1
Taulbjerg, Jes
1
Tuypens, Bjorn E.
1
Uchida, Masayuki
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
National Bureau of Economic Research
234
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
29
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
12
Ekonomiska forskningsinstitutet <Stockholm>
11
Edward Elgar Publishing
9
University of Southampton / Department of Economics
8
Center for Economic Research <Tilburg>
7
Massachusetts Institute of Technology / Department of Economics
7
Chambre de commerce et d'industrie de Paris
6
European University Institute / Department of Economics
6
University of Dundee / Department of Economic Studies
6
University of Exeter / Department of Economics
6
Australian National University / Faculty of Economics and Commerce
5
Federal Reserve System / Board of Governors
5
Forschungsinstitut zur Zukunft der Arbeit
5
Georgetown University / Economics Department
5
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
5
Federal Reserve System / Division of Research and Statistics
4
Institute of Finance and Accounting <London>
4
Leibniz-Institut für Wirtschaftsforschung Halle
4
Umeå universitet
4
Zentrum für Europäische Wirtschaftsforschung
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Birkbeck College / Department of Economics
3
Brown University / Department of Economics
3
Centre for Quantitative Economics & Computing
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
Internationaler Währungsfonds
3
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
3
Sosialøkonomisk Institutt
3
Springer Fachmedien Wiesbaden
3
Trinity College Dublin / Department of Economics
3
Universitetet i Oslo / Økonomisk institutt
3
University of British Columbia / Department of Economics
3
University of New England / Department of Econometrics
3
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
3
World Institute for Development Economics Research
3
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
10
Discussion papers in statistics and quantitative economics
8
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Zero order bounds for gradient derivatives in mixture models
Sever, Krunoslav
-
2006
Persistent link: https://www.econbiz.de/10003390476
Saved in:
2
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
3
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
4
A detailed investigation of likelihood maxima in two-component exponential mixture models and their implication on LR tests
Seidel, Wilfried
;
Ševčíková, Hana
-
2003
Persistent link: https://www.econbiz.de/10001751905
Saved in:
5
An analysis of tests against nonparametric alternatives in exponential mixture models
Seidel, Wilfried
;
Ševčíková, Hana
-
2003
Persistent link: https://www.econbiz.de/10001760480
Saved in:
6
On resampling approaches for identifying statistically meaningful maxima of likelihood functions in mixture models
Seidel, Wilfried
-
2003
Persistent link: https://www.econbiz.de/10001733070
Saved in:
7
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
8
Tools for analyzing and maximizing likelihood functions in mixture models
Seidel, Wilfried
;
Ševčíková, Hana
-
2002
Persistent link: https://www.econbiz.de/10001709414
Saved in:
9
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
10
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->