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institution:"Københavns Universitet / Økonomisk Institut"
type_genre:"Non-commercial literature"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Massachusetts Institute of Technology / Department of Economics"
~subject:"Maximum likelihood estimation"
~subject:"Stochastischer Prozess"
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Maximum likelihood estimation
Stochastischer Prozess
Theorie
196
Theory
196
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Estimation
10
Estimation theory
10
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Schätztheorie
10
Schätzung
10
Incomplete market
9
USA
9
United States
9
Unvollkommener Markt
9
Volatility
9
Volatilität
9
Game theory
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Regression analysis
8
Regressionsanalyse
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Spieltheorie
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Stochastic process
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Time series analysis
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Zeitreihenanalyse
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Core
7
Statistical test
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Statistischer Test
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ARCH model
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ARCH-Modell
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CAPM
6
Cointegration
6
Financial crisis
6
Finanzkrise
6
Induktive Statistik
6
Kointegration
6
Markov chain
6
Markov-Kette
6
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Free
1
Type of publication
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Book / Working Paper
13
Type of publication (narrower categories)
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Non-commercial literature
Arbeitspapier
13
Graue Literatur
13
Working Paper
13
Language
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English
13
Author
All
Barndorff-Nielsen, Ole E.
4
Shephard, Neil G.
3
Sørensen, Helle
2
Andersen, Erling B.
1
Di Miscia, Orazio
1
Hahn, Jinyong
1
Kristensen, Dennis
1
Kuersteiner, Guido M.
1
Levendorskij, Sergej Z.
1
Nicolato, Elisa
1
Rahbek, Anders
1
Schenk-Hoppé, Klaus Reiner
1
Taulbjerg, Jes
1
Venardos, Emmanouil
1
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Institution
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Københavns Universitet / Økonomisk Institut
Centre for Analytical Finance <Århus>
Massachusetts Institute of Technology / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
49
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
6
Erasmus Research Institute of Management
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Ekonomiska forskningsinstitutet <Stockholm>
3
European University Institute / Department of Economics
3
Judge Institute of Management Studies
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
University of British Columbia / Finance Division
3
University of Exeter / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bonn Graduate School of Economics
2
Center for Economic Research <Tilburg>
2
Centre for Economic Policy Research
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of Cleveland
2
Federal Reserve System / Division of Research and Statistics
2
HWWA-Institut für Wirtschaftsforschung
2
Institutionen för Skogsekonomi <Ume°a>
2
Kansantaloustieteen Laitos <Helsinki>
2
School of Economics and Finance <Brisbane>
2
Social Systems Research Institute
2
Universitetet i Oslo / Økonomisk institutt
2
University of Essex / Department of Economics
2
University of Southampton / Department of Economics
2
Aarhus Universitet / Centre for Non-Linear Economic Modelling
1
Agricultural Land Markets - Efficiency and Regulation
1
Australian National University / Research School of Pacific and Asian Studies / Economics Division
1
Banca d'Italia / Servizio Studi
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
European University Institute / Department of Law
1
Forschungsinstitut zur Zukunft der Arbeit
1
Freie Universität Berlin / Fachbereich Wirtschaftswissenschaft
1
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
10
Discussion papers / Department of Economics, University of Copenhagen
2
Massachusetts Institute of Technology Department of Economics working paper series : working paper
1
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ECONIS (ZBW)
13
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1
Asymptotically unbiased inference for a dynamic panel model with fixed effects when both n and T are large
Hahn, Jinyong
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001602005
Saved in:
2
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
3
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
4
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
5
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
6
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:
7
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
8
Poverty traps and business cycles in a stochastic overlapping generations economy with S-shaped law of motion
Schenk-Hoppé, Klaus Reiner
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001705850
Saved in:
9
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
10
Integrated OU processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
Saved in:
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