//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CREATES research paper"
~subject:"Estimation"
~type_genre:"Non-commercial literature"
~type_genre:"Thesis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Brownian bridge"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Stochastic process
60
Stochastischer Prozess
60
Theorie
35
Theory
35
Volatility
22
Volatilität
22
Estimation theory
15
Schätztheorie
15
Time series analysis
11
Zeitreihenanalyse
11
Modellierung
7
Schätzung
7
Scientific modelling
7
Martingal
5
Martingale
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Yield curve
5
Zinsstruktur
5
ARCH model
4
ARCH-Modell
4
Bayes-Statistik
4
Bayesian inference
4
CAPM
4
Option pricing theory
4
Optionspreistheorie
4
Analysis
3
Forecasting model
3
Mathematical analysis
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Prognoseverfahren
3
Autocorrelation
2
Autokorrelation
2
Capital income
2
Dynamic equilibrium
2
Dynamisches Gleichgewicht
2
Electricity price
2
Euro area
2
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Non-commercial literature
Thesis
Arbeitspapier
7
Graue Literatur
7
Working Paper
7
Language
All
English
7
Author
All
Andreasen, Martin Møller
1
Basse, Tobias
1
Bolko, Anine E.
1
Callot, Laurent
1
Christensen, Bent Jesper
1
Christensen, Kim
1
Floor Brix, Anne
1
Haldrup, Niels
1
Kallestrup-Lamb, Malene
1
Kanaya, Shin
1
Kristensen, Dennis
1
Kruse, Robinson
1
Lunde, Asger
1
Pakkanen, Mikko S.
1
Posedel Šimović, Petra
1
Veliyev, Bezirgen
1
Wegener, Christoph
1
more ...
less ...
Published in...
All
CREATES research paper
Working paper
25
Discussion paper / Tinbergen Institute
18
CAMA working paper series
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Research paper series / Swiss Finance Institute
10
SFB 649 discussion paper
9
Discussion paper
8
Discussion paper series / IZA
8
Econometric Institute research papers
8
Discussion papers of interdisciplinary research project 373
7
CESifo working papers
5
Discussion paper / Centre for Economic Policy Research
5
Documento de trabajo
5
Swiss Finance Institute Research Paper
5
Discussion paper / Deutsche Bundesbank
4
Finance and economics discussion series
4
Kiel working paper
4
Reihe Quantitative Ökonomie : Ökon
4
Working paper / National Bureau of Economic Research, Inc.
4
Working papers / Federal Reserve Bank of Philadelphia, Research Department
4
CFS working paper series
3
Cowles Foundation discussion paper
3
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
Documents de travail / Banque de France
3
Economics working paper series
3
Federal Reserve Bank of Cleveland working paper series
3
Gabler-Edition Wissenschaft
3
IHS economics series : working paper
3
Koç University - TÜSİAD Economic Research Forum working paper series
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Tübinger Diskussionsbeiträge
3
Working papers
3
Working papers in economics
3
Beiträge zur angewandten Wirtschaftsforschung
2
Boston College working papers in economics
2
CEMMAP working papers / Centre for Microdata Methods and Practice
2
CIRJE discussion papers / F series
2
Department of Economics working paper
2
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
Saved in:
2
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
3
The walking debt crisis
Basse, Tobias
;
Kruse, Robinson
;
Wegener, Christoph
-
2017
Persistent link: https://www.econbiz.de/10011624094
Saved in:
4
Deterministic and stochastic trends in the Lee-Carter mortality model
Callot, Laurent
;
Haldrup, Niels
;
Kallestrup-Lamb, Malene
-
2014
Persistent link: https://www.econbiz.de/10010433248
Saved in:
5
Estimating stochastic volatility models using predictionbased estimating functions
Lunde, Asger
;
Floor Brix, Anne
-
2013
Persistent link: https://www.econbiz.de/10009763883
Saved in:
6
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008663983
Saved in:
7
The risk-return tradeoff and leverage effect in a stochastic volatility-in-mean model
Christensen, Bent Jesper
;
Posedel Šimović, Petra
-
2010
Persistent link: https://www.econbiz.de/10008651660
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->