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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:"Zinsstruktur"
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Risiko
Regression analysis
Statistischer Test
Zinsstruktur
Theorie
110
Theory
110
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Stochastic process
10
Stochastischer Prozess
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
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ARCH model
6
ARCH-Modell
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Estimation theory
6
Schätztheorie
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USA
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United States
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CAPM
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Markov chain
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Markov-Kette
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Interest rate
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Matching
4
Option trading
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Optionsgeschäft
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Probability theory
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24
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Arbeitspapier
24
Graue Literatur
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24
Working Paper
24
Language
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English
24
Author
All
Mikkelsen, Peter
3
Taulbjerg, Jes
3
Barndorff-Nielsen, Ole E.
2
Di Miscia, Orazio
2
Hansen, Peter Reinhard
2
Lunde, Asger
2
Schmidli, Hanspeter
2
Berliant, Marcus C.
1
Christiansen, Charlotte
1
Daniels, Kenneth N.
1
Giacomini, Raffaella
1
Jakubenas, Paulius
1
Konishi, Hideo
1
Lewbel, Arthur
1
Nielsen, Morten Ørregaard
1
Schmid, Wolfgang
1
Shepard, Neil
1
Shephard, Neil G.
1
Shin Jensen, Malene
1
Strunk Hansen, Charlotte
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
White, Halbert
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
Boston College / Department of Economics
National Bureau of Economic Research
338
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
50
Ekonomiska forskningsinstitutet <Stockholm>
17
OECD
15
Center for Economic Research <Tilburg>
13
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
12
University of Exeter / Department of Economics
11
Edward Elgar Publishing
9
University of Southampton / Department of Economics
9
Organisation for Economic Co-operation and Development
8
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
8
Springer Fachmedien Wiesbaden
8
Brown University / Department of Economics
7
Columbia University / Department of Economics
7
European University Institute / Department of Economics
7
Federal Reserve System / Division of Research and Statistics
7
Institute of Finance and Accounting <London>
7
Australian National University / Faculty of Economics and Commerce
6
Chambre de commerce et d'industrie de Paris
6
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
6
Federal Reserve System / Board of Governors
6
Forschungsinstitut zur Zukunft der Arbeit
6
Massachusetts Institute of Technology / Department of Economics
6
University of Dundee / Department of Economic Studies
6
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Birkbeck College / Department of Economics
4
Centre for Economic Policy Research
4
Centre for Quantitative Economics & Computing
4
Erasmus Research Institute of Management
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Federal Reserve Bank of New York
4
Federal Reserve Bank of San Francisco
4
Georgetown University / Economics Department
4
Johns Hopkins University / Department of Economics
4
Leibniz-Institut für Wirtschaftsforschung Halle
4
State University of New York at Albany / Department of Economics
4
Trinity College Dublin / Department of Economics
4
Umeå universitet
4
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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
Boston College working papers in economics
3
Source
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ECONIS (ZBW)
24
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1
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
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
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
Saved in:
6
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:
7
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
8
Salience : agenda choices by competing candidates
Berliant, Marcus C.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002917358
Saved in:
9
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
10
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:
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