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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Centro Studi Luca d'Agliano <Turin>"
~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"Umeå universitet"
~subject:"Monte-Carlo-Simulation"
~subject:"Time series analysis"
~type_genre:"Arbeitspapier"
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Risiko
Monte-Carlo-Simulation
Time series analysis
Theorie
222
Theory
222
Estimation theory
22
Schätztheorie
22
Estimation
19
Schätzung
19
Schweden
17
Sweden
17
Option pricing theory
16
Optionspreistheorie
16
Zeitreihenanalyse
13
Risk
12
Yield curve
11
Zinsstruktur
11
CAPM
9
Endogenes Wachstumsmodell
9
Endogenous growth model
9
Monte Carlo simulation
8
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Welfare economics
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Wohlfahrtsökonomik
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Growth theory
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Statistical test
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Statistischer Test
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Volatility
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Volatilität
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ARCH model
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ARCH-Modell
6
Allgemeines Gleichgewicht
6
General equilibrium
6
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6
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6
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Book / Working Paper
33
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Arbeitspapier
Graue Literatur
35
Non-commercial literature
35
Working Paper
33
Collection of articles of several authors
2
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2
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1
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English
33
Author
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Brännäs, Kurt
5
Aronsson, Thomas
2
Faini, Riccardo
2
Gollier, Christian
2
Löfgren, Karl-Gustaf
2
Schmidli, Hanspeter
2
Søndergaard Rasmussen, Nicki
2
Bask, Mikael
1
Busch, Thomas
1
Chesney, Marc
1
Christiansen, Charlotte
1
Crès, Hervé
1
Daveri, Francesco
1
DeLuna, Xavier
1
Di Miscia, Orazio
1
Elliott, Robert J.
1
Gooijer, Jan G. de
1
Grasselli, M.R.
1
Hall, Andreia
1
Hellström, Jörgen
1
Henrotte, Philippe
1
Hurd, T.R.
1
Johansson, Per-Olov
1
Koulikov, Dmitri
1
Mikkelsen, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Morten Ørregaard
1
Pratt, John W.
1
Rahbek, Anders
1
Rossi, Isabelle
1
Schmid, Wolfgang
1
Stentoft, Lars
1
Tolver Jensen, Søren
1
Tzotchev, Dobromir
1
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Institution
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Centre for Analytical Finance <Århus>
Centro Studi Luca d'Agliano <Turin>
Chambre de commerce et d'industrie de Paris
Umeå universitet
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
56
Ekonomiska forskningsinstitutet <Stockholm>
40
European University Institute / Department of Economics
30
University of Exeter / Department of Economics
11
Econometrisch Instituut <Rotterdam>
9
Australian National University / Faculty of Economics and Commerce
8
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
8
University of Southampton / Department of Economics
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
European University Institute / Department of Law
7
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
7
National Bureau of Economic Research
7
University of Strathclyde / Department of Economics
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
6
Birkbeck College / Department of Economics
5
Center for Economic Research <Tilburg>
5
Federal Reserve System / Board of Governors
5
London School of Economics and Political Science
5
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
5
University of Cambridge / Department of Applied Economics
5
University of Canterbury / Dept. of Economics and Finance
5
Forschungsinstitut zur Zukunft der Arbeit
4
Georgetown University / Economics Department
4
Institute of Finance and Accounting <London>
4
Instituto Valenciano de Investigaciones Económicas
4
National Institute of Economic and Social Research
4
Trinity College Dublin / Department of Economics
4
University of Dundee / Department of Economic Studies
4
University of New England / Department of Econometrics
4
Université de Montréal / Département de sciences économiques
4
Centre for Economic Policy Research
3
Federal Reserve Bank of New York
3
Federal Reserve System / Division of Research and Statistics
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Institut für Höhere Studien
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
15
Umeå economic studies
11
Les cahiers de recherche / HEC Paris
5
Development studies working papers / Centro Studi Luca d'Agliano
2
Source
All
ECONIS (ZBW)
33
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1
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
2
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:
3
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
9
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
10
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
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