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institution:"Centre for Analytical Finance <Århus>"
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Search: subject_exact:"Schätzverfahren"
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Estimation theory
12
Schätztheorie
12
Theorie
12
Theory
12
Estimation
10
Schätzung
10
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Core
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Option pricing theory
3
Optionspreistheorie
3
Time series analysis
3
Zeitreihenanalyse
3
ARCH model
2
ARCH-Modell
2
CAPM
2
Currency option
2
Devisenoption
2
Einheitswurzeltest
2
Interest rate
2
Preistheorie
2
Price theory
2
Securities trading
2
USA
2
Unit root test
2
United States
2
Volatility
2
Volatilität
2
Wertpapierhandel
2
Zins
2
1871-2000
1
1919-1999
1
Adverse Selektion
1
Adverse selection
1
Analysis of variance
1
Bayes-Statistik
1
Bayesian inference
1
Bias
1
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Book / Working Paper
21
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Arbeitspapier
19
Graue Literatur
19
Non-commercial literature
19
Working Paper
19
Language
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English
21
Author
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Tanggaard, Carsten
5
Nielsen, Jens Perch
3
Sørensen, Michael
3
Barndorff-Nielsen, Ole E.
2
Christensen, Bent Jesper
2
Shephard, Neil G.
2
Bladt, Mogens
1
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Engsted, Tom
1
Hansen, Peter Reinhard
1
Jones, M. C.
1
Kelly, Leah
1
Lunde, Asger
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Morten Ørregaard
1
Platen, Eckhard
1
Poulsen, Rolf
1
Raahauge, Peter
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
2,698
Forschungsinstitut zur Zukunft der Arbeit
353
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
209
Ekonomiska forskningsinstitutet <Stockholm>
102
Institut für Weltwirtschaft
99
Zentrum für Europäische Wirtschaftsforschung
76
OECD
71
Springer Fachmedien Wiesbaden
67
William Davidson Institute <Ann Arbor, Mich.>
48
Deutsches Institut für Wirtschaftsforschung
39
European University Institute / Department of Economics
37
Center for Economic Research <Tilburg>
34
Umeå universitet
34
Centre for Economic Performance
29
Federal Reserve System / Division of Research and Statistics
29
Internationaler Währungsfonds / Research Department
29
Birkbeck College / Department of Economics
28
Federal Reserve Bank of San Francisco
27
Federal Reserve Bank of St. Louis
27
University of New England / Department of Econometrics
26
Verlag Dr. Kovač
26
University of Exeter / Department of Economics
25
University of Oxford / Institute of Economics and Statistics
24
World Bank
24
Österreichisches Institut für Wirtschaftsforschung
24
Centre for Quantitative Economics & Computing
23
Federal Reserve System / Board of Governors
23
London School of Economics and Political Science
23
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
23
Trinity College Dublin / Department of Economics
23
University of Reading / Department of Economics
23
Centre for Economic Policy Research
22
Johns Hopkins University / Department of Economics
22
Organisation for Economic Co-operation and Development
22
Friedrich-Schiller-Universität Jena
21
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
21
Centre for Microdata Methods and Practice <London>
20
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
20
Christian-Albrechts-Universität zu Kiel
19
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
21
Source
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ECONIS (ZBW)
21
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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
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
3
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
4
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
5
Regular and modified kernel-based estimators of integrated variance : the case with independent noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491800
Saved in:
6
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:
7
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:
8
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
Saved in:
9
Statistical inference for discretely observed Markov jump processes
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
Saved in:
10
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838599
Saved in:
11
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
12
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:
13
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:
14
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:
15
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:
16
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
17
Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724268
Saved in:
18
A new test for speculative bubbles based on return variance decompositions
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660132
Saved in:
19
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:
20
Global polynomial kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543234
Saved in:
21
Boundary and bias correction in kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543238
Saved in:
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