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type_genre:"Arbeitspapier"
type_genre:"Series"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie"
~subject:"Estimation"
~subject:"Game theory"
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Estimation
Game theory
Theorie
77
Theory
77
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Schätzung
10
Time series analysis
9
Zeitreihenanalyse
9
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Statistical test
7
Statistischer Test
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Schätztheorie
5
CAPM
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Option trading
4
Optionsgeschäft
4
Welt
4
World
4
Cointegration
3
Einheitswurzeltest
3
Exchange rate
3
Forecasting model
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
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Type of publication
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Book / Working Paper
12
Type of publication (narrower categories)
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Arbeitspapier
Series
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Language
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English
12
Author
All
Bruggeman, Annick
2
Plasmans, Joseph E. J.
2
Tanggaard, Carsten
2
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Daniëls, H. A. M.
1
Douven, Rudy
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Schroyen, Fred
1
Verkooijen, William
1
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Institution
All
Centre for Analytical Finance <Århus>
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
Center for Economic Research <Tilburg>
61
Ekonomiska forskningsinstitutet <Stockholm>
49
Forschungsinstitut zur Zukunft der Arbeit
36
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Internationaler Währungsfonds / Research Department
22
European University Institute / Department of Economics
19
Birkbeck College / Department of Economics
17
Australian National University / Faculty of Economics and Commerce
14
Foerder Institute for Economic Research <Tēl-Āvîv>
14
University of Exeter / Department of Economics
13
Bonn Graduate School of Economics
11
Federal Reserve System / Board of Governors
11
Institut für Weltwirtschaft
11
Institut für Höhere Studien
10
University of Warwick / Department of Economics
9
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
9
Centre for Economic Performance
8
University of Oxford / Institute of Economics and Statistics
8
Universität Mannheim / Institut für Volkswirtschaft und Statistik
8
Centre for Economic Policy Research
7
Federal Reserve System / Division of Research and Statistics
7
National Bureau of Economic Research
7
Trinity College Dublin / Department of Economics
7
Columbia University / Department of Economics
6
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
6
Københavns Universitet / Økonomisk Institut
6
Leibniz-Institut für Wirtschaftsforschung Halle
6
Umeå universitet
6
Universitat Pompeu Fabra / Departament d'Economia i Empresa
6
University of Reading / Department of Economics
6
Center for the Study of Law and Economics <Saarbrücken>
5
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
5
Georgetown University / Economics Department
5
Instituto Valenciano de Investigaciones Económicas
5
International Monetary Fund
5
Johns Hopkins University / Department of Economics
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Massachusetts Institute of Technology / Department of Economics
5
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
Report / Studiecentrum voor Economisch en Sociaal Onderzoek, Universitaire Faculteiten St.-Ignatius
5
Source
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ECONIS (ZBW)
12
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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
Global polynomial kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543234
Saved in:
8
Computing quarterly GDP data : a question of economics?
Bruggeman, Annick
-
1996
Persistent link: https://www.econbiz.de/10000954309
Saved in:
9
Convergence and international policy coordination in the EU : a dynamic games approach
Douven, Rudy
;
Plasmans, Joseph E. J.
-
1995
Persistent link: https://www.econbiz.de/10000918135
Saved in:
10
Long-run exchange rate determination : a neural network study
Verkooijen, William
;
Plasmans, Joseph E. J.
;
Daniëls, …
-
1995
Persistent link: https://www.econbiz.de/10000923464
Saved in:
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