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~institution:"Centre for Analytical Finance <Århus>"
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Search: subject:"Schätzung"
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Theorie
17
Theory
17
Estimation
10
Schätzung
10
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
Kleinste-Quadrate-Methode
5
Least squares method
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
ARCH model
4
ARCH-Modell
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Estimation theory
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Schätztheorie
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Option pricing theory
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Securities trading
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USA
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United States
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Volatility
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Volatilität
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CAPM
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Core
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Preistheorie
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Price theory
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Regression analysis
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Regressionsanalyse
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Stochastic process
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Arbeitspapier
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Graue Literatur
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Working Paper
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English
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Tanggaard, Carsten
4
Busch, Thomas
2
Christensen, Bent Jesper
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Stentoft, Lars
2
Sørensen, Helle
2
Sørensen, Michael
2
Bartholdy, Jan
1
Brunetti, Celso
1
Christiansen, Charlotte
1
Engsted, Tom
1
Frino, Alex
1
Kelly, Leah
1
Kristensen, Dennis
1
Mollica, Vito
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Peare, Paula
1
Platen, Eckhard
1
Poulsen, Rolf
1
Raahauge, Peter
1
Rahbek, Anders
1
Strunk Hansen, Charlotte
1
Søndergaard Rasmussen, Nicki
1
Taulbjerg, Jes
1
Tuypens, Bjorn E.
1
Uchida, Masayuki
1
Walter, Terry S.
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
2,534
Forschungsinstitut zur Zukunft der Arbeit
348
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
118
Institut für Weltwirtschaft
90
Zentrum für Europäische Wirtschaftsforschung
76
Springer Fachmedien Wiesbaden
71
Ekonomiska forskningsinstitutet <Stockholm>
69
OECD
60
William Davidson Institute <Ann Arbor, Mich.>
49
Deutsches Institut für Wirtschaftsforschung
40
Centre for Economic Performance
31
International Monetary Fund
31
Federal Reserve Bank of St. Louis
30
Internationaler Währungsfonds / Research Department
28
World Bank
27
Österreichisches Institut für Wirtschaftsforschung
27
Federal Reserve Bank of San Francisco
26
Trinity College Dublin / Department of Economics
26
Verlag Dr. Kovač
26
Friedrich-Schiller-Universität Jena
23
University of Oxford / Institute of Economics and Statistics
23
Center for Economic Research <Tilburg>
22
University of Reading / Department of Economics
22
Birkbeck College / Department of Economics
21
Centre for Economic Policy Research
21
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
21
Christian-Albrechts-Universität zu Kiel
20
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
20
Federal Reserve System / Board of Governors
20
Universität Mannheim
20
Federal Reserve System / Division of Research and Statistics
19
Institut für Arbeitsmarkt- und Berufsforschung (IAB)
19
Johns Hopkins University / Department of Economics
19
Rheinisch-Westfälisches Institut für Wirtschaftsforschung
19
Harvard Institute for International Development
18
Kiel Institute for the World Economy
18
European University Institute / Department of Economics
17
Massachusetts Institute of Technology / Department of Economics
17
Organisation for Economic Co-operation and Development
17
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
25
Source
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ECONIS (ZBW)
25
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1
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:
2
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:
3
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:
4
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
Saved in:
5
Convergence of the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690050
Saved in:
6
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
Saved in:
7
Estimation of expected return : CAPM vs Fama and French
Bartholdy, Jan
(
contributor
);
Peare, Paula
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069191
Saved in:
8
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:
9
Asymmetric price behaviour surrounding block trades : a market microstructure explanation
Frino, Alex
(
contributor
);
Mollica, Vito
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767506
Saved in:
10
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
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