//--> //--> //--> //-->
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:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Estimation"
~type:"book"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Stochastic process
57
Stochastischer Prozess
57
Theorie
54
Theory
54
Volatility
14
Volatilität
14
Estimation theory
12
Schätztheorie
12
Analysis
11
Mathematical analysis
11
Schätzung
11
Time series analysis
11
Zeitreihenanalyse
11
Börsenkurs
10
Share price
10
Lag model
7
Lag-Modell
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Deutschland
6
Germany
6
Hedging
5
Option pricing theory
5
Optionspreistheorie
5
Statistical test
5
Statistischer Test
5
USA
5
United States
5
Financial economics
4
Interest rate
4
Kapitalmarkttheorie
4
Portfolio selection
4
Portfolio-Management
4
Zins
4
ARCH model
3
ARCH-Modell
3
Consumer demand theory
3
Exchange rate
3
Großbritannien
3
more ...
less ...
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Language
All
English
11
Author
All
Gil-Alaña, Luis A.
3
Härdle, Wolfgang
3
Hafner, Christian M.
2
Spokojnyj, Vladimir G.
2
Cybakov, Aleksandr B.
1
Dankenbring, Henning
1
Feldmann, David
1
Herwartz, Helmut
1
Hoffmann, M.
1
Hong, Yongmiao
1
Kleinow, Torsten
1
Lepskii, Oleg V.
1
Li, Haitao
1
Mercurio, Danilo
1
Teyssière, Gilles
1
more ...
less ...
Published in...
All
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Working paper
26
Discussion paper / Tinbergen Institute
18
CAMA working paper series
17
Research paper series / Swiss Finance Institute
10
NBER Working Paper
9
NBER working paper series
9
SFB 649 discussion paper
9
Discussion paper
8
Discussion paper series / IZA
8
Econometric Institute research papers
8
Working paper / National Bureau of Economic Research, Inc.
8
CREATES research paper
7
Discussion papers of interdisciplinary research project 373
7
Discussion paper / Centre for Economic Policy Research
6
Swiss Finance Institute Research Paper
6
CAMA Working Paper
5
CESifo working papers
5
Documento de trabajo
5
Cowles Foundation discussion paper
4
Discussion paper / Deutsche Bundesbank
4
FRB of Philadelphia Working Paper
4
Finance and economics discussion series
4
HWWA discussion paper
4
Kiel working paper
4
Reihe Quantitative Ökonomie : Ökon
4
Working papers / Federal Reserve Bank of Philadelphia, Research Department
4
Bundesbank Series 1 Discussion Paper
3
CFS working paper series
3
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
Discussion papers / CEPR
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
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
2
Nonparametric specification testing for continuous-time models with application to spot interest rates
Hong, Yongmiao
;
Li, Haitao
-
2002
Persistent link: https://www.econbiz.de/10001684716
Saved in:
3
Testing the diffusion coefficient
Kleinow, Torsten
-
2002
Persistent link: https://www.econbiz.de/10001684924
Saved in:
4
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001595495
Saved in:
5
Forecasting the real output using fractionally integrated techniques
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001597000
Saved in:
6
Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509600
Saved in:
7
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
Saved in:
8
Deterministic seasonality versus seasonal fractional integration
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001550571
Saved in:
9
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001413478
Saved in:
10
Volatility estimates of the short term interest rate with an application to German data
Dankenbring, Henning
-
1998
Persistent link: https://www.econbiz.de/10000997987
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->