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subject:"Zeitreihenanalyse"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Strathclyde / Department of Economics"
~subject:"Maximum-Likelihood-Schätzung"
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Zeitreihenanalyse
Maximum-Likelihood-Schätzung
Theorie
121
Theory
121
Option pricing theory
14
Optionspreistheorie
14
Time series analysis
11
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
9
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Schätzung
9
USA
9
United States
9
Bayes-Statistik
8
Bayesian inference
8
Markov chain
8
Markov-Kette
8
Forecasting model
7
Prognoseverfahren
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Estimation theory
6
Schätztheorie
6
State space model
6
Zustandsraummodell
6
Cointegration
5
Kointegration
5
Maximum likelihood estimation
5
CAPM
4
Modellierung
4
Option trading
4
Optionsgeschäft
4
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Free
5
Type of publication
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Book / Working Paper
16
Type of publication (narrower categories)
All
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Working Paper
15
Language
All
English
16
Author
All
Koop, Gary
5
Rahbek, Anders
2
Sørensen, Helle
2
Bauwens, Luc
1
Belmonte, Miguel
1
Busch, Thomas
1
Chan, Joshua C. C.
1
Christiansen, Charlotte
1
Korobilis, Dimitris
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Leon-Gonzalez, Roberto
1
Myhre Lildholt, Peter
1
Rombouts, Jeroen V. K.
1
Strachan, Rodney W.
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Taulbjerg, Jes
1
Tolver Jensen, Søren
1
Uchida, Masayuki
1
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Institution
All
Centre for Analytical Finance <Århus>
University of Strathclyde / Department of Economics
National Bureau of Economic Research
70
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
50
Ekonomiska forskningsinstitutet <Stockholm>
44
European University Institute / Department of Economics
32
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
7
Gottfried Wilhelm Leibniz Universität Hannover
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
European University Institute / Department of Law
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Shakai-Keizai-Kenkyūsho <Osaka>
5
University of Exeter / Department of Economics
5
University of Southampton / Department of Economics
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Höhere Studien
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
University of Cambridge / Department of Applied Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Université de Montréal / Département de sciences économiques
4
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
Center for Economic Research <Tilburg>
3
Forschungsinstitut zur Zukunft der Arbeit
3
Institut für Weltwirtschaft
3
Københavns Universitet / Økonomisk Institut
3
Norges Bank / Utredningsavdelingen
3
Organisation for Economic Co-operation and Development
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
University of New England / Department of Econometrics
3
Australien / Bureau of Statistics
2
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
11
Strathclyde discussion papers in economics
5
Source
All
ECONIS (ZBW)
16
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1
Using VARs and TVP-VARs with many macroeconomic variables
Koop, Gary
-
2013
Persistent link: https://www.econbiz.de/10009735892
Saved in:
2
Model switching and model averaging in time-varying parameter regression models
Belmonte, Miguel
;
Koop, Gary
-
2013
Persistent link: https://www.econbiz.de/10009735895
Saved in:
3
Forecasting with medium and large Bayesian VARs
Koop, Gary
-
2011
Persistent link: https://www.econbiz.de/10009231257
Saved in:
4
Time varying dimension models
Chan, Joshua C. C.
;
Koop, Gary
;
Leon-Gonzalez, Roberto
; …
-
2011
Persistent link: https://www.econbiz.de/10009231258
Saved in:
5
A comparison of forecasting procedures for macroeconomic series : the contribution of structural break models
Bauwens, Luc
;
Koop, Gary
;
Korobilis, Dimitris
; …
-
2011
Persistent link: https://www.econbiz.de/10009231265
Saved in:
6
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
7
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
8
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:
9
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:
10
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
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