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~institution:"Centre for Analytical Finance <Århus>"
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Search: subject:"Estimation"
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Theorie
23
Theory
23
Estimation theory
12
Schätztheorie
12
Time series analysis
12
Zeitreihenanalyse
12
Estimation
10
Schätzung
10
ARCH model
8
ARCH-Modell
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8
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8
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Option pricing theory
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Least squares method
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USA
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United States
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Volatility
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Forecasting model
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Großbritannien
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Heteroscedasticity
2
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2
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2
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2
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Arbeitspapier
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Non-commercial literature
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Working Paper
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English
40
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Sørensen, Michael
5
Tanggaard, Carsten
5
Myhre Lildholt, Peter
3
Nielsen, Jens Perch
3
Søndergaard Rasmussen, Nicki
3
Barndorff-Nielsen, Ole E.
2
Brunetti, Celso
2
Busch, Thomas
2
Christensen, Bent Jesper
2
Hansen, Peter Reinhard
2
Koulikov, Dmitri
2
Lunde, Asger
2
Nielsen, Morten Ørregaard
2
Rahbek, Anders
2
Shephard, Neil G.
2
Stentoft, Lars
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
Bibby, Bo Martin
1
Bladt, Mogens
1
Christiansen, Charlotte
1
Engsted, Tom
1
Jones, M. C.
1
Kelly, Leah
1
Kristensen, Dennis
1
Myhre Lildholdt, Peter
1
Platen, Eckhard
1
Poulsen, Rolf
1
Raahauge, Peter
1
Schmid, Wolfgang
1
Skovgaard, Ib Michael
1
Stegenborg Larsen, Kristian
1
Strunk Hansen, Charlotte
1
Taulbjerg, Jes
1
Tolver Jensen, Søren
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
Uchida, Masayuki
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
2,916
Forschungsinstitut zur Zukunft der Arbeit
354
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
307
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
257
International Monetary Fund (IMF)
226
Institute for the Study of Labor (IZA)
138
Ekonomiska forskningsinstitutet <Stockholm>
135
C.E.P.R. Discussion Papers
113
Institut für Weltwirtschaft
102
HAL
99
London School of Economics (LSE)
96
Cowles Foundation for Research in Economics, Yale University
80
Tilburg University, Center for Economic Research
79
Zentrum für Europäische Wirtschaftsforschung
78
Springer Fachmedien Wiesbaden
76
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
76
CESifo
71
OECD
71
School of Economics and Management, University of Aarhus
69
European University Institute / Department of Economics
62
EconWPA
60
International Monetary Fund
53
William Davidson Institute <Ann Arbor, Mich.>
52
Econometric Society
49
Society for Computational Economics - SCE
47
Agricultural and Applied Economics Association - AAEA
44
European Central Bank
44
Tinbergen Instituut
43
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
42
Department of Economics and Business, Universitat Pompeu Fabra
41
Deutsches Institut für Wirtschaftsforschung
39
Federal Reserve Bank of St. Louis
39
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
39
Department of Econometrics and Business Statistics, Monash Business School
38
University of Bonn, Germany
38
Center for Economic Research <Tilburg>
37
Economics Research, World Bank Group
37
Umeå universitet
37
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
34
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
40
Source
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ECONIS (ZBW)
40
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1
Local linear density
estimation
for filtered survival data, with bias correction
Jones, M. C.
(
contributor
);
Nielsen, Jens Perch
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227638
Saved in:
2
Estimation
for discretely observed diffusions using transform functions
Kelly, Leah
(
contributor
);
Platen, Eckhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763246
Saved in:
3
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:
4
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:
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
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
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
Saved in:
8
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
9
Semiparametric
estimation
in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
10
Long-run regression : theory and application to U.S. asset markets
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491534
Saved in:
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