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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Chambre de commerce et d'industrie de Paris"
~subject:"Markov-Kette"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Option trading"
~subject:"Stochastic process"
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Subject
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Risiko
Markov-Kette
Maximum-Likelihood-Schätzung
Option trading
Stochastic process
Theorie
124
Theory
124
Option pricing theory
17
Optionspreistheorie
17
Stochastischer Prozess
11
Yield curve
11
Zinsstruktur
11
Estimation
10
Schätzung
10
CAPM
9
Estimation theory
9
Schätztheorie
9
Risk
8
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Transaction costs
6
Transaktionskosten
6
Zeitreihenanalyse
6
Markov chain
5
Maximum likelihood estimation
5
Optionsgeschäft
5
Welt
5
World
5
Hedging
4
Learning process
4
Lernprozess
4
USA
4
United States
4
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Book / Working Paper
32
Type of publication (narrower categories)
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Arbeitspapier
28
Working Paper
28
Graue Literatur
26
Non-commercial literature
26
Language
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English
32
Author
All
Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
Di Miscia, Orazio
2
Gollier, Christian
2
Henrotte, Philippe
2
Løchte Jørgensen, Peter
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Sørensen, Michael
2
Bechmann, Ken L.
1
Bouaziz, Laurent
1
Briys, Eric
1
Chesney, Marc
1
Christiansen, Charlotte
1
Crouhy, Michel
1
Crès, Hervé
1
Dumas, Bernard
1
Elliott, Robert J.
1
Grosen, Anders
1
Hansen, Niels Richard
1
Kessler, Mathieu
1
Kristensen, Dennis
1
Levendorskij, Sergej Z.
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Peskir, Goran
1
Pratt, John W.
1
Rahbek, Anders
1
Rossi, Isabelle
1
Shepard, Neil
1
Stelzer, Robert
1
Taulbjerg, Jes
1
Uchida, Masayuki
1
Uppal, Raman
1
Venardos, Emmanouil
1
Wang, Tan
1
Širjaev, Alʹbert N.
1
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Institution
All
Centre for Analytical Finance <Århus>
Chambre de commerce et d'industrie de Paris
National Bureau of Economic Research
263
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
61
Ekonomiska forskningsinstitutet <Stockholm>
17
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
European University Institute / Department of Economics
10
Edward Elgar Publishing
9
Springer Fachmedien Wiesbaden
9
Center for Economic Research <Tilburg>
8
University of Exeter / Department of Economics
8
Australian National University / Faculty of Economics and Commerce
7
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
7
Econometrisch Instituut <Rotterdam>
7
University of British Columbia / Finance Division
7
University of Southampton / Department of Economics
7
University of Dundee / Department of Economic Studies
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Erasmus Research Institute of Management
5
Federal Reserve System / Board of Governors
5
Federal Reserve System / Division of Research and Statistics
5
Georgetown University / Economics Department
5
Social Systems Research Institute
5
Umeå universitet
5
Birkbeck College / Department of Economics
4
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
4
Centre for Economic Policy Research
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
European University Institute / Department of Law
4
Federal Reserve Bank of St. Louis
4
Foerder Institute for Economic Research <Tēl-Āvîv>
4
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
4
Institute of Finance and Accounting <London>
4
Judge Institute of Management Studies
4
London School of Economics and Political Science
4
Shakai-Keizai-Kenkyūsho <Osaka>
4
Trinity College Dublin / Department of Economics
4
Umeå Universitet / Institutionen för Nationalekonomi
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
Bonn Graduate School of Economics
3
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
24
Les cahiers de recherche / HEC Paris
7
Les cahiers de recherche / Ecole des hautes études commerciales / Groupe HEC
1
Source
All
ECONIS (ZBW)
32
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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
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:
3
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:
4
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
5
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:
6
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
Saved in:
7
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
8
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
9
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:
10
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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