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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Centre for Quantitative Economics & Computing"
~institution:"Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>"
~subject:"CAPM"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Regressionsanalyse"
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Risiko
CAPM
Maximum-Likelihood-Schätzung
Regressionsanalyse
Theorie
122
Theory
122
Option pricing theory
15
Optionspreistheorie
15
Schätzung
15
Estimation
13
Time series analysis
11
Yield curve
11
Zeitreihenanalyse
11
Zinsstruktur
11
Estimation theory
10
Schätztheorie
10
Stochastic process
10
Stochastischer Prozess
10
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
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8
Statistischer Test
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Deutschland
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Germany
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Capital income
5
Index futures
5
Index-Futures
5
Kapitaleinkommen
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
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Type of publication
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Book / Working Paper
23
Type of publication (narrower categories)
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Arbeitspapier
18
Graue Literatur
18
Non-commercial literature
18
Working Paper
18
Forschungsbericht
5
Language
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English
20
German
3
Author
All
Pemberton, James
3
Müller, Markus
2
Schittko, Ulrich K.
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Bamberg, Günter
1
Barndorff-Nielsen, Ole E.
1
Bartholdy, Jan
1
Christensen, Bent Jesper
1
Dorfleitner, Gregor
1
Hart, Peter Edward
1
Hoetger, Bernhard
1
Hötger, Bernhard
1
Kristensen, Dennis
1
Mikkelsen, Peter
1
Mißler-Behr, Magdalena
1
Nielsen, Morten Ørregaard
1
Peare, Paula
1
Raahauge, Peter
1
Rahbek, Anders
1
Shepard, Neil
1
Strunk Hansen, Charlotte
1
Sørensen, Michael
1
Taulbjerg, Jes
1
Trost, Ralf
1
Tuypens, Bjorn E.
1
Uchida, Masayuki
1
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Institution
All
Centre for Analytical Finance <Århus>
Centre for Quantitative Economics & Computing
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
National Bureau of Economic Research
435
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
29
Ekonomiska forskningsinstitutet <Stockholm>
15
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
13
Chambre de commerce et d'industrie de Paris
10
Center for Economic Research <Tilburg>
9
Edward Elgar Publishing
9
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
8
University of Southampton / Department of Economics
8
European University Institute / Department of Economics
7
Federal Reserve System / Board of Governors
7
Federal Reserve System / Division of Research and Statistics
7
Institute of Finance and Accounting <London>
7
Massachusetts Institute of Technology / Department of Economics
7
University of Exeter / Department of Economics
7
Australian National University / Faculty of Economics and Commerce
6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
6
Forschungsinstitut zur Zukunft der Arbeit
6
Springer Fachmedien Wiesbaden
6
University of Dundee / Department of Economic Studies
6
Birkbeck College / Department of Economics
5
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
5
Erasmus Research Institute of Management
5
Georgetown University / Economics Department
5
Rodney L. White Center for Financial Research
5
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
5
Svenska Handelshögskolan <Helsinki>
5
University of Chicago / Center for Research in Security Prices
5
Centre for Economic Policy Research
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Deutsche Forschungsgemeinschaft
4
Federal Reserve Bank of St. Louis
4
International Center for Financial Asset Management and Engineering
4
Leibniz-Institut für Wirtschaftsforschung Halle
4
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
4
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
4
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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
14
Arbeitspapiere zur mathematischen Wirtschaftsforschung
5
Discussion papers in quantitative economics and computing / E
4
Source
All
ECONIS (ZBW)
23
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1
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:
2
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
3
Estimation of expected return : CAPM vs Fama and French
Bartholdy, Jan
(
contributor
);
Peare, Paula
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069191
Saved in:
4
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
5
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
Saved in:
6
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
7
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the large claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724275
Saved in:
8
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the small claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724276
Saved in:
9
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
10
Econometric analysis of realised covariation : high frequency covariance, regression and correlation in financial economics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686826
Saved in:
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