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subject:"Estimation"
subject:"Yield curve"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Bayes-Statistik"
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Estimation
Yield curve
Bayes-Statistik
Estimation theory
12
Schätztheorie
12
Theorie
5
Theory
5
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
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2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Option pricing theory
2
Optionspreistheorie
2
Analysis of variance
1
Bayesian inference
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Bias
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CAPM
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Devisenoption
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Einheitswurzeltest
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Financial economics
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Interest rate
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Kapitalmarkttheorie
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Market microstructure
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Markov chain
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Markov-Kette
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Marktmikrostruktur
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Noise Trading
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Noise trading
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Optionsanleihe
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Probability theory
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Schätzung
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Statistical inference
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Statistical test
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Statistischer Test
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Systematischer Fehler
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English
3
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Christensen, Bent Jesper
1
Poulsen, Rolf
1
Schmid, Wolfgang
1
Sørensen, Helle
1
Tzotchev, Dobromir
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
66
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
International Energy Agency
10
OECD
10
Organisation for Economic Co-operation and Development
5
Birkbeck College / Department of Economics
4
Banque de France / Direction des Etudes Economiques et de la Recherche
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Umeå universitet
3
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2
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2
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Panepistēmio Kypru / Department of Economics
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Rodney L. White Center for Financial Research
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Trinity College Dublin / Department of Economics
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University of Chicago / Graduate School of Business
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University of New England / Department of Econometrics
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University of Sheffield / Department of Economics
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University of Strathclyde / Department of Economics
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University of Western Australia / Department of Economics
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University of Western Sydney, Macarthur / Department of Economics and Finance
2
University of Wisconsin-Madison
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Universiṭat Bar-Ilan / Department of Economics
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"Econometrics of Complex Survey Data Theory and Applications" Conference <2017, Ottawa>
1
Australian National University / Faculty of Economics and Commerce
1
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1
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Bank of England / Economics Division
1
Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
Center for Economic Research <Tilburg>
1
Center for Latin American Development Studies / Boston University
1
Centre for Microdata Methods and Practice <London>
1
Community Task Force for Youth Employment
1
Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
1
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1
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1
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
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2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
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2
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
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3
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
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