//--> //--> //--> //-->
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>"
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
Adaptive Estimation and Predic...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
12
Zeitreihenanalyse
12
Theorie
8
Theory
8
ARCH model
5
ARCH-Modell
5
Volatility
4
Volatilität
4
Stochastic process
3
Stochastischer Prozess
3
Estimation
2
Heteroscedasticity
2
Heteroskedastizität
2
Option pricing theory
2
Optionspreistheorie
2
Pfund Sterling
2
Pound Sterling
2
Schätzung
2
State space model
2
US dollar
2
US-Dollar
2
USA
2
United States
2
Zustandsraummodell
2
1999-2000
1
Autocorrelation
1
Autokorrelation
1
Currency option
1
Devisenoption
1
Estimation theory
1
Exchange rate
1
Forecast
1
Forecasting model
1
Großbritannien
1
Interest rate
1
Macroeconomics
1
Makroökonomik
1
Markov chain
1
Markov-Kette
1
Martingal
1
more ...
less ...
Type of publication
All
Book / Working Paper
14
Type of publication (narrower categories)
All
Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
Language
All
English
14
Author
All
Koulikov, Dmitri
2
Myhre Lildholt, Peter
2
Barndorff-Nielsen, Ole E.
1
Bibby, Bo Martin
1
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Hansen, Peter Reinhard
1
Jones, M. C.
1
Lunde, Asger
1
Mikkelsen, Peter
1
Nielsen, Jens Perch
1
Rahbek, Anders
1
Shephard, Neil G.
1
Skovgaard, Ib Michael
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Tanggaard, Carsten
1
Tolver Jensen, Søren
1
Ørregaard Nielsen, Morten
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
210
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
134
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
70
Ekonomiska forskningsinstitutet <Stockholm>
65
International Monetary Fund (IMF)
50
EconWPA
43
European University Institute / Department of Economics
36
Tinbergen Instituut
32
C.E.P.R. Discussion Papers
24
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
24
School of Economics and Management, University of Aarhus
24
Society for Computational Economics - SCE
24
Tinbergen Institute
24
Econometric Society
22
European Central Bank
22
HAL
20
Center for Financial Studies
16
Econometrisch Instituut <Rotterdam>
16
Umeå universitet
16
CESifo
15
Centre for Quantitative Economics & Computing
14
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
14
Université Paris-Dauphine (Paris IX)
14
Department of Economics, Oxford University
13
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
13
Erasmus University Rotterdam, Econometric Institute
13
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
12
Escola de Pós-Graduação em Economia <Rio de Janeiro>
12
Federal Reserve Bank of St. Louis
12
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
12
Umeå Universitet / Institutionen för Nationalekonomi
12
Banca d'Italia
11
University of Cambridge / Department of Applied Economics
11
Department of Econometrics and Business Statistics, Monash Business School
10
European University Institute / Department of Law
10
London School of Economics and Political Science
10
Agricultural and Applied Economics Association - AAEA
9
Economics Group, Nuffield College, University of Oxford
9
Queen Mary College / Department of Economics
9
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
14
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
Relevance
Date (newest first)
Date (oldest first)
1
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
2
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
3
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
4
A comparison of volatility models : does anything beat a
GARCH
(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
Saved in:
5
Local empirical spectral measure of multivariate processes with long range dependence
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838828
Saved in:
6
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
7
Modeling sequences of long memory non-negative covariance stationary random variables
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793903
Saved in:
8
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:
9
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
10
Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->