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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Australian National University / Faculty of Economics and Commerce"
~institution:"Center for Economic Research <Tilburg>"
~institution:"European University Institute / Department of Economics"
~subject:"Statistical test"
~subject:"Yield curve"
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Subject
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Risiko
Statistical test
Yield curve
Theorie
679
Theory
679
Spieltheorie
81
Game theory
80
Estimation theory
44
Schätztheorie
44
Time series analysis
42
Zeitreihenanalyse
42
Cooperative game
40
Kooperatives Spiel
40
Estimation
23
Schätzung
23
USA
23
United States
23
Cointegration
19
Kointegration
19
Option pricing theory
19
Optionspreistheorie
19
Experiment
18
Simulation
17
Volatility
17
Volatilität
17
Stochastic process
16
Stochastischer Prozess
16
Auction theory
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Auktionstheorie
15
Risk
15
Statistical distribution
15
Statistische Verteilung
15
Statistischer Test
15
Core
14
Geldpolitik
14
Monetary policy
14
Nash equilibrium
14
Nash-Gleichgewicht
14
Preismanagement
14
Pricing strategy
14
Productivity
14
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41
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39
Working Paper
39
Graue Literatur
37
Non-commercial literature
37
Language
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English
41
Author
All
Mikkelsen, Peter
3
Taulbjerg, Jes
3
Bar-Lev, Shaul K.
2
Di Miscia, Orazio
2
Duyn Schouten, Frank A. van der
2
Einmahl, John H. J.
2
Grant, Simon
2
Hansen, Peter Reinhard
2
Kajii, Atsushi
2
Lunde, Asger
2
Schmidli, Hanspeter
2
Stadje, Wolfgang
2
Trenkler, Carsten
2
Andreou, Elena
1
Barndorff-Nielsen, Ole E.
1
Brekelmans, Ruud
1
Canova, Fabio
1
Christiansen, Charlotte
1
Damme, Eric E. C. van
1
Daniels, Kenneth N.
1
De Waegenaere, Anja
1
Evans, Jonathan
1
Genugten, Ben B. van der
1
Goorbergh, Rob Willem Jean van den
1
Güth, Werner
1
Haan, Laurens de
1
Hahm, Joon-ho
1
Hall, Anthony D.
1
Hooper, Vincent J.
1
Jack, William
1
Jakubenas, Paulius
1
Li, Deyuan
1
Lütkepohl, Helmut
1
Martin, Vance
1
McKeague, Ian W.
1
Moors, Johannes J. A.
1
Nimark, Kristoffer P.
1
Pagan, Adrian R.
1
Pointon, John
1
Polak, Ben
1
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Institution
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Centre for Analytical Finance <Århus>
Australian National University / Faculty of Economics and Commerce
Center for Economic Research <Tilburg>
European University Institute / Department of Economics
National Bureau of Economic Research
316
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
35
Ekonomiska forskningsinstitutet <Stockholm>
16
OECD
15
University of Exeter / Department of Economics
10
Edward Elgar Publishing
9
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
9
Organisation for Economic Co-operation and Development
8
University of Southampton / Department of Economics
7
Chambre de commerce et d'industrie de Paris
6
Columbia University / Department of Economics
6
Federal Reserve System / Board of Governors
6
Federal Reserve System / Division of Research and Statistics
6
Institute of Finance and Accounting <London>
6
Springer Fachmedien Wiesbaden
6
University of Dundee / Department of Economic Studies
6
Brown University / Department of Economics
5
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
5
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Birkbeck College / Department of Economics
4
Centre for Economic Policy Research
4
Federal Reserve Bank of New York
4
Federal Reserve Bank of San Francisco
4
Forschungsinstitut zur Zukunft der Arbeit
4
Georgetown University / Economics Department
4
Johns Hopkins University / Department of Economics
4
State University of New York at Albany / Department of Economics
4
Trinity College Dublin / Department of Economics
4
Umeå universitet
4
University of California Davis / Department of Economics
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Centre for Quantitative Economics & Computing
3
Econometrisch Instituut <Rotterdam>
3
Erasmus Research Institute of Management
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
European University Institute / Department of Law
3
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
18
Discussion paper / Center for Economic Research, Tilburg University
10
EUI working paper / ECO
7
Working papers in economics and econometrics
6
Source
All
ECONIS (ZBW)
41
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1
Testing for the cointegration rank of a VAR process with level shift and trend break
Trenkler, Carsten
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397947
Saved in:
2
Weighted approximations of tail copula processes with application to testing the multivariate extreme value condition
Einmahl, John H. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240253
Saved in:
3
The term structure of credit spreads on euro corporate bonds
Van Landschoot, Astrid
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773829
Saved in:
4
Economic hedging portfolios
Goorbergh, Rob Willem Jean van den
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001869610
Saved in:
5
A simple asymtotic analysis of residual-based statistics
Andreou, Elena
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001871037
Saved in:
6
Empirical likelihood based hypothesis testing
Einmahl, John H. J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718063
Saved in:
7
On the Nash bargaining solution with noise
Güth, Werner
(
contributor
);
Ritzenberger, Klaus
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701512
Saved in:
8
Multivariate regression with monotone missing observation of the dependent variables
Raats, V. M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692504
Saved in:
9
Hypergeometric group testing with incomplete information
Bar-Lev, Shaul K.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692511
Saved in:
10
Group testing models with processing times and incomplete identification
Bar-Lev, Shaul K.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692512
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