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subject:"Estimation"
subject:"Public choice"
~institution:"Birkbeck College / Department of Economics"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Private consumption"
~subject:"Risk"
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Subject
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Estimation
Public choice
Private consumption
Risk
Theorie
125
Theory
125
Schätzung
23
Option pricing theory
16
Optionspreistheorie
16
Estimation theory
13
Schätztheorie
13
Großbritannien
12
United Kingdom
12
Volatility
12
Volatilität
12
Yield curve
12
Zinsstruktur
12
Börsenkurs
10
Share price
10
Stochastic process
10
Stochastischer Prozess
10
Time series analysis
9
Zeitreihenanalyse
9
Capital income
7
Forecasting model
7
Kapitaleinkommen
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Prognoseverfahren
7
Statistical test
7
Statistischer Test
7
USA
7
United States
7
ARCH model
6
ARCH-Modell
6
CAPM
6
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Option trading
5
Optionsgeschäft
5
Risiko
5
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Type of publication
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Book / Working Paper
30
Type of publication (narrower categories)
All
Arbeitspapier
29
Graue Literatur
29
Non-commercial literature
29
Working Paper
29
Language
All
English
30
Author
All
Gylfi Zoega
7
Coakley, Jerry
3
Fuertes, Ana María
3
Orszag, Jonathan Michael
3
Timmermann, Allan
3
Wall, Howard J.
3
Satchell, Stephen
2
Schmidli, Hanspeter
2
Sola, Martin
2
Tanggaard, Carsten
2
Thorvaldur Gylfason
2
Tryggvi Þor Herbertsson
2
Booth, Alison L.
1
Brunetti, Celso
1
Busch, Thomas
1
Chen, Yu-Fu
1
Christiansen, Charlotte
1
Dacco, Roberto
1
Georgellis, Yannis
1
Knight, John L.
1
Miles, David
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Pesaran, M. Hashem
1
Phelps, Edmund S.
1
Ravn, Morten O.
1
Tran, Kien C.
1
Vitale, Giovanni
1
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Institution
All
Birkbeck College / Department of Economics
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
826
Ekonomiska forskningsinstitutet <Stockholm>
52
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
38
Forschungsinstitut zur Zukunft der Arbeit
37
Springer Fachmedien Wiesbaden
30
Edward Elgar Publishing
24
Internationaler Währungsfonds / Research Department
24
Federal Reserve System / Board of Governors
20
Institut für Weltwirtschaft
16
Umeå universitet
15
Center for Economic Research <Tilburg>
13
Liberty Fund
13
University of Exeter / Department of Economics
13
European University Institute / Department of Economics
12
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
12
Trinity College Dublin / Department of Economics
12
University of Oxford / Institute of Economics and Statistics
12
Verlag Dr. Kovač
12
Federal Reserve System / Division of Research and Statistics
11
Friedrich-Schiller-Universität Jena
11
Centre for Quantitative Economics & Computing
10
Goethe-Universität Frankfurt am Main
10
Institut für Höhere Studien
10
International Monetary Fund
10
University of Dundee / Department of Economic Studies
10
Universität Mannheim
10
Australian National University / Faculty of Economics and Commerce
9
Centre for Economic Policy Research
9
Chambre de commerce et d'industrie de Paris
9
Centre for Economic Performance
8
Deutschland / Bundeswehr / Universität Hamburg
8
Georgetown University / Economics Department
8
Leibniz-Institut für Wirtschaftsforschung Halle
8
Massachusetts Institute of Technology / Department of Economics
8
OECD
8
Robert Schuman Centre for Advanced Studies
8
University of Reading / Department of Economics
8
University of Waterloo / Department of Economics
8
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Published in...
All
Discussion papers in economics
15
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
Discussion paper in financial economics : FE
6
Source
All
ECONIS (ZBW)
30
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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
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the large claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724275
Saved in:
8
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the small claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724276
Saved in:
9
Global polynomial kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543234
Saved in:
10
Ownership and growth
Thorvaldur Gylfason
;
Tryggvi Þor Herbertsson
;
Gylfi Zoega
-
1998
Persistent link: https://www.econbiz.de/10000984818
Saved in:
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