//--> //--> //-->
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
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Estimation"
~subject:"Welt"
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
Estimating the marginal law of...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Welt
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Stochastic process
13
Stochastischer Prozess
13
Time series analysis
12
Zeitreihenanalyse
12
Yield curve
11
Zinsstruktur
11
Volatility
10
Volatilität
10
ARCH model
8
ARCH-Modell
8
Schätzung
8
Estimation theory
7
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätztheorie
7
Statistical test
7
Statistischer Test
7
CAPM
5
Markov chain
5
Markov-Kette
5
USA
5
United States
5
Option trading
4
Optionsgeschäft
4
Statistical distribution
4
Statistische Verteilung
4
Capital income
3
Cointegration
3
Einheitswurzeltest
3
Forecast
3
Hedging
3
Heteroscedasticity
3
Heteroskedastizität
3
more ...
less ...
Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Language
All
English
8
Author
All
Tanggaard, Carsten
2
Brunetti, Celso
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Raahauge, Peter
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
963
Edward Elgar Publishing
109
Ekonomiska forskningsinstitutet <Stockholm>
46
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
44
Forschungsinstitut zur Zukunft der Arbeit
37
Institut für Weltwirtschaft
36
OECD
36
Springer Fachmedien Wiesbaden
36
Internationaler Währungsfonds / Research Department
32
World Bank
20
Centre for Economic Policy Research
19
Federal Reserve System / Board of Governors
19
Birkbeck College / Department of Economics
16
International Monetary Fund
16
University of Reading / Department of Economics
15
Christian-Albrechts-Universität zu Kiel
14
Brookings Institution
13
Federal Reserve System / Division of Research and Statistics
13
Friedrich-Schiller-Universität Jena
13
International Economic Association
13
Verlag Dr. Kovač
13
University of Oxford / Institute of Economics and Statistics
12
Chambre de commerce et d'industrie de Paris
11
Umeå universitet
11
Federal Reserve Bank of St. Louis
10
Institut für Höhere Studien
10
Organisation for Economic Co-operation and Development
10
Trinity College Dublin / Department of Economics
10
University of Exeter / Department of Economics
10
Universität Mannheim
10
Banca d'Italia
9
Centre for Economic Performance
9
Centre for Quantitative Economics & Computing
9
Deutschland / Bundeswehr / Universität Hamburg
9
Goethe-Universität Frankfurt am Main
9
Weltbank
9
Eric Cuvillier <Firma>
8
Escola de Pós-Graduação em Economia <Rio de Janeiro>
8
Federal Reserve Bank of Cleveland
8
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
3
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:
4
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:
5
Global polynomial kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543234
Saved in:
6
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:
7
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:
8
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->