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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Boston College / Department of Economics"
~subject:"Regression analysis"
~subject:"Statistischer Test"
~subject:"Stochastischer Prozess"
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Risiko
Regression analysis
Statistischer Test
Stochastischer Prozess
Theorie
110
Theory
110
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Estimation
8
Schätzung
8
Statistical test
8
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Time series analysis
7
Volatility
7
Volatilität
7
Zeitreihenanalyse
7
ARCH model
6
ARCH-Modell
6
Estimation theory
6
Schätztheorie
6
USA
6
United States
6
CAPM
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Forecasting model
4
Interest rate
4
Matching
4
Option trading
4
Optionsgeschäft
4
Probability theory
4
Prognoseverfahren
4
Regressionsanalyse
4
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Book / Working Paper
24
Type of publication (narrower categories)
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Arbeitspapier
21
Graue Literatur
21
Non-commercial literature
21
Working Paper
21
Language
All
English
24
Author
All
Barndorff-Nielsen, Ole E.
7
Shephard, Neil G.
3
Hansen, Peter Reinhard
2
Lunde, Asger
2
Schmidli, Hanspeter
2
Shepard, Neil
2
Taulbjerg, Jes
2
Berliant, Marcus C.
1
Di Miscia, Orazio
1
Giacomini, Raffaella
1
Jakubenas, Paulius
1
Konishi, Hideo
1
Levendorskij, Sergej Z.
1
Lewbel, Arthur
1
Nicolato, Elisa
1
Nielsen, Morten Ørregaard
1
Stelzer, Robert
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Sørensen, Michael
1
Tuypens, Bjorn E.
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
White, Halbert
1
Ørregaard Nielsen, Morten
1
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Institution
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Centre for Analytical Finance <Århus>
Boston College / Department of Economics
National Bureau of Economic Research
274
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
82
OECD
15
Center for Economic Research <Tilburg>
12
Ekonomiska forskningsinstitutet <Stockholm>
12
Springer Fachmedien Wiesbaden
12
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
12
Edward Elgar Publishing
9
European University Institute / Department of Economics
9
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
9
University of Exeter / Department of Economics
9
University of Southampton / Department of Economics
9
Organisation for Economic Co-operation and Development
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
Australian National University / Faculty of Economics and Commerce
7
Brown University / Department of Economics
7
Chambre de commerce et d'industrie de Paris
7
Columbia University / Department of Economics
7
Econometrisch Instituut <Rotterdam>
7
Erasmus Research Institute of Management
7
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
6
Federal Reserve System / Division of Research and Statistics
6
Forschungsinstitut zur Zukunft der Arbeit
6
Massachusetts Institute of Technology / Department of Economics
6
University of Dundee / Department of Economic Studies
6
Federal Reserve System / Board of Governors
5
Institute of Finance and Accounting <London>
5
Johns Hopkins University / Department of Economics
5
Social Systems Research Institute
5
Trinity College Dublin / Department of Economics
5
University of California Davis / Department of Economics
5
University of Cambridge / Department of Applied Economics
5
Université de Montréal / Département de sciences économiques
5
Centre for Economic Policy Research
4
Centre for Quantitative Economics & Computing
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
European University Institute / Department of Law
4
Foerder Institute for Economic Research <Tēl-Āvîv>
4
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
21
Boston College working papers in economics
3
Source
All
ECONIS (ZBW)
24
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1
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
2
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
3
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:
4
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
5
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
6
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:
7
Salience : agenda choices by competing candidates
Berliant, Marcus C.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002917358
Saved in:
8
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
9
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
Saved in:
10
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:
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