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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Unité Mixte de Recherche Théorie Economique, Modélisation et Applications"
~subject:"Cointegration"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Optionspreistheorie"
~subject:"Unit root test"
~type_genre:"Arbeitspapier"
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Risiko
Cointegration
Maximum-Likelihood-Schätzung
Optionspreistheorie
Unit root test
Theorie
128
Theory
128
Option pricing theory
13
Yield curve
12
Zinsstruktur
12
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Asymmetric information
8
Asymmetrische Information
8
Estimation theory
8
Schätztheorie
8
Stochastic process
8
Stochastischer Prozess
8
Time series analysis
8
Zeitreihenanalyse
8
Estimation
7
France
7
Frankreich
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Maximum likelihood estimation
6
Kointegration
5
Markov chain
5
Markov-Kette
5
Risikomodell
5
Risk model
5
Adverse Selektion
4
Adverse selection
4
Börsenkurs
4
CAPM
4
Capital income
4
Core
4
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Book / Working Paper
26
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Arbeitspapier
Graue Literatur
26
Non-commercial literature
26
Working Paper
26
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English
26
Author
All
Lardic, Sandrine
3
Mignon, Valérie
3
Schmidli, Hanspeter
2
Strunk Hansen, Charlotte
2
Sørensen, Helle
2
Taulbjerg, Jes
2
Busch, Thomas
1
Christensen, Bent Jesper
1
Christensen, Claus Vorm
1
Dubois, Emmanuel
1
Engsted, Tom
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kristensen, Dennis
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Nielsen, Morten Ørregaard
1
Peskir, Goran
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Rahbek, Anders
1
Stegenborg Larsen, Kristian
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
Širjaev, Alʹbert N.
1
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Institution
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Centre for Analytical Finance <Århus>
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
50
European University Institute / Department of Economics
21
Ekonomiska forskningsinstitutet <Stockholm>
18
Svenska Handelshögskolan <Helsinki>
11
Aarhus Universitet / Afdeling for Nationaløkonomi
10
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
10
University of Southampton / Department of Economics
9
Australian National University / Faculty of Economics and Commerce
8
Center for Economic Research <Tilburg>
8
Chambre de commerce et d'industrie de Paris
8
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
7
University of Exeter / Department of Economics
7
Georgetown University / Economics Department
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Birkbeck College / Department of Economics
5
Econometrisch Instituut <Rotterdam>
5
Københavns Universitet / Økonomisk Institut
5
Loughborough University / Department of Economics
5
University of Dundee / Department of Economic Studies
5
Bonn Graduate School of Economics
4
Centre for Economic Policy Research
4
Centre of Financial Studies
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
European University Institute / Department of Law
4
Federal Reserve System / Board of Governors
4
Federal Reserve System / Division of Research and Statistics
4
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
4
Institute of Finance and Accounting <London>
4
National Bureau of Economic Research
4
National Institute of Economic and Social Research
4
Nationalekonomiska Institutionen <Lund>
4
Shakai-Keizai-Kenkyūsho <Osaka>
4
University of New England / Department of Econometrics
4
Brown University / Department of Economics
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
Federal Reserve Bank of New York
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Forschungsinstitut zur Zukunft der Arbeit
3
Trinity College Dublin / Department of Economics
3
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
23
Documents de travail / THEMA
3
Source
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ECONIS (ZBW)
26
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1
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
The exact maximum likelihood estimation of ARFIMA processes and model selection criteria : a Monte Carlo study
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760400
Saved in:
4
The exact maximum likelihood-based test for fractional cointegration : critical values, power and size /Emmanuel Dubois; Sandrine Lardic; Valérie Mignon
Dubois, Emmanuel
(
contributor
);
Lardic, Sandrine
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001906795
Saved in:
5
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:
6
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
Saved in:
7
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
8
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
9
Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660135
Saved in:
10
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:
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