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subject:"Time series analysis"
subject:"United States"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"CAPM"
~subject:"Price theory"
~type_genre:"Arbeitspapier"
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Time series analysis
United States
CAPM
Price theory
Estimation
9
Schätzung
9
Theorie
7
Theory
7
ARCH model
2
ARCH-Modell
2
Preistheorie
2
Securities trading
2
USA
2
Volatility
2
Volatilität
2
Wertpapierhandel
2
Zeitreihenanalyse
2
1871-2000
1
1919-1999
1
Adverse Selektion
1
Adverse selection
1
Bid-ask spread
1
Bubbles
1
Cointegration
1
Core
1
Correlation
1
Currency option
1
Devisenoption
1
Einheitswurzeltest
1
Exchange rate
1
Forecast
1
Forecasting model
1
Geld-Brief-Spanne
1
Großbritannien
1
Heteroscedasticity
1
Heteroskedastizität
1
Interest rate
1
Kointegration
1
Korrelation
1
Martingal
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Book / Working Paper
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Arbeitspapier
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
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English
6
Author
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Brunetti, Celso
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Engsted, Tom
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Raahauge, Peter
1
Tanggaard, Carsten
1
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Centre for Analytical Finance <Århus>
Forschungsinstitut zur Zukunft der Arbeit
65
National Bureau of Economic Research
45
Federal Reserve Bank of St. Louis
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Federal Reserve Bank of San Francisco
15
Federal Reserve Bank of Cleveland
13
Johns Hopkins University / Department of Economics
13
Ekonomiska forskningsinstitutet <Stockholm>
12
Federal Reserve Bank of New York
11
Federal Reserve Bank of Chicago
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
8
Federal Reserve System / Division of Research and Statistics
8
USA / Bureau of Labor Statistics
8
University of Chicago / Center for Research in Security Prices
8
University of Glasgow / Department of Economics
8
Federal Reserve Bank of Richmond
7
Institut für Weltwirtschaft
7
The Wharton Financial Institutions Center
7
University of Hong Kong / School of Economics and Finance
7
Boston College / Department of Economics
6
Center for the Study of Industrial Organisation
6
Institute of Finance and Accounting <London>
6
Rodney L. White Center for Financial Research
6
Rutgers University / Department of Economics
6
Birkbeck College / Department of Economics
5
Georgetown University / Economics Department
5
John F. Kennedy School of Government
5
Massachusetts Institute of Technology / Department of Economics
5
Queen Mary College / Department of Economics
5
Bonn Graduate School of Economics
4
Center for Economic Research <Tilburg>
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Federal Reserve Bank of Boston
4
Institut für Höhere Studien
4
International Monetary Fund
4
Internationaler Währungsfonds / Research Department
4
Stanford Institute for Economic Policy Research
4
State University of New York at Albany / Department of Economics
4
Bank of Canada
3
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
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ECONIS (ZBW)
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1
Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507048
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
A new test for speculative bubbles based on return variance decompositions
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660132
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:
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