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subject:"Estimation"
subject:"Public choice"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Centre for Economic Performance"
~subject:"Schätzung"
~subject:"Stochastic process"
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Estimation
Public choice
Schätzung
Stochastic process
Theorie
104
Theory
104
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastischer Prozess
10
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Statistical test
7
Statistischer Test
7
Volatility
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Volatilität
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ARCH model
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ARCH-Modell
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Arbeitslosigkeit
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Estimation theory
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Schätztheorie
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Unemployment
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CAPM
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Option trading
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Optionsgeschäft
4
Arbeitsmarkt
3
Cointegration
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Einheitswurzeltest
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Hedging
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22
Graue Literatur
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Working Paper
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Language
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English
25
Author
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Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
Gregg, Paul
2
Petrongolo, Barbara
2
Tanggaard, Carsten
2
Acemoglu, Daron
1
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Hocquet, Laetitia
1
Levendorskij, Sergej Z.
1
Maskin, Eric
1
Menezes-Filho, Naercio Aquino
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nickell, Stephen J.
1
Nicolato, Elisa
1
Nicolitas, Daphne
1
Nicolitsas, Daphne
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Pischke, Jörn-Steffen
1
Qian, Yingyi
1
Shepard, Neil
1
Stelzer, Robert
1
Sørensen, Helle
1
Sørensen, Michael
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
Xu, Chenggang
1
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Institution
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Centre for Analytical Finance <Århus>
Centre for Economic Performance
National Bureau of Economic Research
589
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
72
Ekonomiska forskningsinstitutet <Stockholm>
44
Springer Fachmedien Wiesbaden
37
Forschungsinstitut zur Zukunft der Arbeit
35
Internationaler Währungsfonds / Research Department
22
Birkbeck College / Department of Economics
16
Institut für Weltwirtschaft
16
Edward Elgar Publishing
13
Federal Reserve System / Board of Governors
13
Liberty Fund
13
Verlag Dr. Kovač
13
Friedrich-Schiller-Universität Jena
12
University of Exeter / Department of Economics
12
Center for Economic Research <Tilburg>
11
Umeå universitet
11
University of Oxford / Institute of Economics and Statistics
11
Universität Mannheim
11
Institut für Höhere Studien
10
Centre for Economic Policy Research
9
Deutschland / Bundeswehr / Universität Hamburg
9
European University Institute / Department of Economics
9
Federal Reserve System / Division of Research and Statistics
9
Trinity College Dublin / Department of Economics
9
Australian National University / Faculty of Economics and Commerce
8
Eric Cuvillier <Firma>
8
International Monetary Fund
8
Universitat Pompeu Fabra / Departament d'Economia i Empresa
8
University of Reading / Department of Economics
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Goethe-Universität Frankfurt am Main
7
Shaker Verlag
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
Brown University / Department of Economics
6
Centre for Quantitative Economics & Computing
6
Christian-Albrechts-Universität zu Kiel
6
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
6
Econometrisch Instituut <Rotterdam>
6
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
The labour market consequences of technical and structural change : discussion paper series
4
Discussion paper / Centre for Economic Performance, London School of Economics and Political Science
3
Discussion paper
1
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All
ECONIS (ZBW)
25
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1
Minimum wages and on-the-job training
Acemoglu, Daron
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001723428
Saved in:
2
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
3
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:
4
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
5
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
6
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
7
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:
8
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
9
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:
10
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
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